相关论文: Long-time behavior of stochastically perturbed neu…
Neurons fire irregularly on multiple timescales when stimulated with a periodic pulse train. This raises two questions: Does this irregularity imply significant intrinsic stochasticity? Can existing neuron models be readily extended to…
We study the paraxial wave equation with a randomly perturbed index of refraction, which can model the propagation of a wave beam in a turbulent medium. The random perturbation is a stationary and isotropic process with a general form of…
We study the stochastic dynamics of a system of interacting species in a stochastic environment by means of a continuous-time Markov chain with transition rates depending on the state of the environment. Models of gene regulation in systems…
In this work, we study the dynamics of a single active Brownian particle, as well as the collective behavior of interacting active Brownian particles, in a fluctuating heterogeneous environment. We employ a variant of the diffusing…
We consider a class of stochastic reaction-diffusion equations also having a stochastic perturbation on the boundary and we show that when the diffusion rate is much larger than the rate of reaction, it is possible to replace the SPDE by a…
We study the asymptotic behaviour of a class of small-noise diffusions driven by fractional Brownian motion, with random starting points. Different scalings allow for different asymptotic properties of the process (small-time and tail…
Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…
Recent experiments have shown that the spontaneous activity of young dissociated neuronal cultures can be described as a process of highly inhomogeneous nucleation and front propagation due to the localization of noise activity, i.e., noise…
Sticky Brownian motion on the real line can be obtained as a weak solution of a system of stochastic differential equations. We find the conditional distribution of the process given the driving Brownian motion, both at an independent…
In this paper, we study small-time asymptotic behaviors for a class of distribution dependent stochastic differential equations driven by fractional Brownian motions with Hurst parameter $H\in(1/2,1)$ and magnitude $\ep^H$. By building up a…
We provide rigorous and exact results characterizing the statistics of spike trains in a network of leaky integrate and fire neurons, where time is discrete and where neurons are submitted to noise, without restriction on the synaptic…
A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…
We study bifurcations in networks of integrate-and-fire neurons with stochastic spike emission, focusing on the effects of the spatial and temporal structure of the synaptic interactions. Using a deterministic mean-field approximation of…
We present a simple Markov model of spiking neural dynamics that can be analytically solved to characterize the stochastic dynamics of a finite-size spiking neural network. We give closed-form estimates for the equilibrium distribution,…
Transport of rodlike particles in confinement environments of macromolecular networks plays crucial roles in many important biological processes and technological applications. The relevant understanding has been limited to thin rods with…
In this article, we employ a collection of stochastic differential equations with drift and diffusion coefficients approximated by neural networks to predict the trend of chaotic time series which has big jump properties. Our contributions…
We study small noise large deviation asymptotics for stochastic differential equations with a multiplicative noise given as a fractional Brownian motion $B^H$ with Hurst parameter $H>\frac12$. The solutions of the stochastic differential…
Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…
In this paper, we analyze the dynamics of spreading processes taking place over time-varying networks. A common approach to model time-varying networks is via Markovian random graph processes. This modeling approach presents the following…
We study one-dimensional stochastic differential equations of form $dX_t = \sigma(X_t)dY_t$, where $Y$ is a suitable H\"older continuous driver such as the fractional Brownian motion $B^H$ with $H>\frac12$. The innovative aspect of the…