相关论文: Darwinian evolution as Brownian motion on the simp…

Non-equilibrium stochastic dynamics of several active Brownian systems are modeled in terms of non-linear velocity dependent force. In general, this force may consist of both even and odd functions of velocity. We derive the expression for…

We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic differential equation for the multidimensional skew Brownian motion. We also present an application to Brownian particles with skew-elastic…

We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…

We consider a class of non-local reaction-diffusion problems, referred to as replicator-mutator equations in evolutionary genetics. For a confining fitness function, we prove well-posedness and write the solution explicitly, via some…

Stochastic dynamics in the energy representation is employed as a method to study non-equilibrium Brownian-like systems. It is shown that the equation of motion for the energy of such systems can be taken in the form of the Langevin…

We extend recent results on the asymptotic eigenvalue distribution of the SYK model to the multivariate case and relate the limit of a dynamical version of the SYK model with the q-Brownian motion, a non-commutative deformation of classical…

Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special…

We study stochastic evolution equations describing the dynamics of open quantum systems. First, using resolvent approximations, we obtain a sufficient condition for regularity of solutions to linear stochastic Schroedinger equations driven…

We review theoretical models of individual motility as well as collective dynamics and pattern formation of active particles. We focus on simple models of active dynamics with a particular emphasis on nonlinear and stochastic dynamics of…

The paper is devoted to the study of nonlinear stochastic Schr\"{o}dinger equations driven by standard cylindrical Brownian motions (NSSEs) arising from the unraveling of quantum master equations. Under the Born--Markov approximations, this…

We consider the properties of a one dimensional fluid of brownian inertial hard-core particles, whose microscopic dynamics is partially damped by a heat-bath. Direct interactions among the particles are represented as binary, instantaneous…

In this work, based on the complete Bernstein function, we propose a generalized regularity analysis including maximal $\mathrm{L}^p$ regularity for the Fokker--Planck equation, which governs the subordinated Brownian motion with the…

We derive a stochastic wave equation for an inflaton in an environment of an infinite number of fields. We study solutions of the linearized stochastic evolution equation in an expanding universe. The Fokker-Planck equation for the inflaton…

We analyse the dynamical evolution of a fluid with non-linear drag, for which binary collisions are elastic, described at the kinetic level by the Enskog-Fokker-Planck equation. This model system, rooted in the theory of non-linear Brownian…

In this paper we study the dynamics of stochastic microorganism flocculation models. Given the strong influence of environmental and seasonal fluctuations that are present in these models, we propose a stochastic model that includes…

We present a diagrammatic formulation of a theory for the time dependence of density fluctuations in equilibrium systems of interacting Brownian particles. To facilitate derivation of the diagrammatic expansion we introduce a basis that…

In this paper we consider the controllability of certain class of non-autonomous neutral evolution stochastic functional differential equations, with time varying delays, driven by a fractional Brownian motion in a separable real Hilbert…

In this paper we present a dynamical system to generate Brownian motion based on the Langevin equation without stochastic term and using fractional derivatives, i.e., a deterministic Brownian motion model is proposed. The stochastic process…

We present several models to describe the stochastic evolution of stocks that show some strong resistance at some level and generalize to this situation the evolution based upon geometric Brownian motion. If volatility and drift are related…

In this Letter, we clarify the physical origin of effective transport in periodic and tilted periodic systems. When Brownian dynamics is examined on the scale of a single period, the particle displacement admits a natural separation into a…