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We give sufficient conditions for existence, uniqueness and ergodicity of invariant measures for Musiela's stochastic partial differential equation with deterministic volatility and a Hilbert space valued driving L\'evy noise. Conditions…

概率论 · 数学 2008-11-04 Carlo Marinelli

We study the stochastic transport equation with globally $\beta$-H\"older continuous and bounded vector field driven by a non-degenerate pure-jump L\'evy noise of $\alpha$-stable type. Whereas the deterministic transport equation may lack…

概率论 · 数学 2025-12-22 Zdzisław Brzeźniak , Enrico Priola , Jianliang Zhai , Jiahui Zhu

L\'evy noise is a paradigmatic noise used to describe out-of-equilibrium systems. Typically, properties of L\'evy noise driven systems are very different from their Gaussian white noise driven counterparts. In particular, under action of…

统计力学 · 物理学 2024-07-17 Przemysław Pogorzelec , Bartłomiej Dybiec

We analyze confining mechanisms for L\'{e}vy flights. When they evolve in suitable external potentials their variance may exist and show signatures of a superdiffusive transport. Two classes of stochastic jump - type processes are…

统计力学 · 物理学 2015-05-13 Piotr Garbaczewski , Vladimir Stephanovich

We establish the existence and uniqueness of solutions to an abstract nonlinear equation driven by a multiplicative noise of L\'evy type, which covers many hydrodynamical models including 2D Navier-Stokes equations, 2D MHD equations, the 2D…

概率论 · 数学 2021-05-11 Xuhui Peng , Juan Yang , Jianliang Zhai

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

最优化与控制 · 数学 2010-09-08 Debasish Chatterjee , Daniel Liberzon

We consider the duration of discussions in face-to-face contacts and propose a stochastic model to describe it. It is based on the points of a Levy flight where the duration of each contact corresponds to the size of the clusters produced…

物理与社会 · 物理学 2024-08-23 S. Plaszczynski , B. Grammaticos , M. Badoual

The phenomenon of an excitable system producing a pulse under external or internal stimulation may be interpreted as a stochastic escape problem. This work addresses this issue by examining the Morris-Lecar neural model driven by symmetric…

动力系统 · 数学 2019-06-18 Yancai Liu , Rui Cai , Jinqiao Duan

This paper explores a stochastic Gause predator-prey model with bounded or sub-linear functional response. The model, described by a system of stochastic differential equations, captures the influence of stochastic fluctuations on…

种群与进化 · 定量生物学 2024-09-10 Leon Alexander Valencia , Ph. D , Jorge Mario Ramirez Osorio , Jorge Andres Sanchez

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous…

概率论 · 数学 2014-06-17 Erfan Salavati , Bijan Z. Zangeneh

Noise, through its interaction with the nonlinearity of the living systems, can give rise to counter-intuitive phenomena such as stochastic resonance, noise-delayed extinction, temporal oscillations, and spatial patterns. In this paper we…

种群与进化 · 定量生物学 2007-05-23 B. Spagnolo , D. Valenti , A. Fiasconaro

A mutualism is an interaction where the involved species benefit from each other. We study a two-dimensional hexagonal three-state cellular automaton model of a two-species mutualistic system. The simple model is characterized by four…

元胞自动机与格子气 · 物理学 2010-11-23 Andrew Adamatzky , Martin Grube

This paper investigates a class of stochastic Logistic harvesting models driven by tempered stable processes, with a one-sided power-law L\'evy measure. We establish threshold conditions for population extinction and persistence, prove the…

最优化与控制 · 数学 2026-05-18 Wenmin Deng , Fu Zhang

Species populations often modify their environment as they grow. When environmental feedback operates more slowly than population growth, the system can undergo boom-bust dynamics, where the population overshoots its carrying capacity and…

种群与进化 · 定量生物学 2026-05-27 Pablo Moreno-Spiegelberg , Javier Aguilar

We consider a dynamical system in R driven by a vector field -U', where U is a multi-well potential satisfying some regularity conditions. We perturb this dynamical system by a Levy noise of small intensity and such that the heaviest tail…

概率论 · 数学 2007-05-23 Peter Imkeller , Ilya Pavlyukevich

The rampant phenomenon of overpopulation and the remarkable increase of human movements over the last decade have caused an aggressive re-emergence of dengue fever, which made it the subject of several research fields. In this regard,…

动力系统 · 数学 2021-05-21 Driss Kiouach , Salim El Azami El-idrissi , Yassine Sabbar

This article studies the dynamics of a nonlinear dissipative reaction-diffusion equation with well-separated stable states which is perturbed by infinite-dimensional multiplicative L\'evy noise with a regularly varying component at…

概率论 · 数学 2019-04-30 Michael A. Högele

We consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of $\mathbb{R}^2$ driven by L\'evy noise. Applying the variational approach, global existence and uniqueness of strong probabilistic…

概率论 · 数学 2017-01-03 Shijie Shang , Jianliang Zhai , Tusheng Zhang

We perform dynamical analysis on a stochastic Rosenzweig-MacArthur model driven by {\alpha}-stable L\'evy motion. We analyze the existence of the equilibrium points, and provide a clear illustration of their stability. It is shown that the…

动力系统 · 数学 2023-01-18 Shenglan Yuan , Zibo Wang

A dynamical system driven by non-Gaussian L\'evy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian L\'evy…

动力系统 · 数学 2008-08-08 Zhihui Yang , Jinqiao Duan