相关论文: Characteristic function and Esscher transform of a…

We derive explicitly the coupling property for the transition semigroup of a L\'{e}vy process and gradient estimates for the associated semigroup of transition operators. This is based on the asymptotic behaviour of the symbol or the…

In a simple model of a continuous random walk a particle moves in one dimension with the velocity fluctuating between V and -V. If V is associated with the thermal velocity of a Brownian particle and allowed to be position dependent, the…

The relativistic generalization of the Brownian motion is discussed. We show that the transformation property of the noise term is determined by requiring for the equilibrium distribution function to be Lorentz invariant, such as the…

We propose a theory based on simple physical arguments that describes a non equilibrium steady-state by a temperature-like parameter (an "effective temperature"). We show how one can predict the effective temperature as a function of the…

We address diffusion processes in a bounded domain, while focusing on somewhat unexplored affinities between the presence of absorbing and/or inaccessible boundaries. For the Brownian motion (L\'{e}vy-stable cases are briefly mentioned)…

We study asymptotic properties of maximum likelihood estimators of drift parameters for a jump-type Heston model based on continuous time observations, where the jump process can be any purely non-Gaussian L\'evy process of not necessarily…

Diverse complex dynamical systems are known to exhibit abrupt regime shifts at bifurcation points of the saddle-node type. The dynamics of most of these systems, however, have a stochastic component resulting in noise driven regime shifts…

A system is glassy when the observation time is much smaller than the equilibration time. A unifying thermodynamic picture of the glassy state is presented. Slow configurational modes are in quasi-equilibrium at an effective temperature. It…

We analyze two-dimensional (2D) random systems driven by a symmetric L\'{e}vy stable noise which, under the sole influence of external (force) potentials $\Phi (x) $, asymptotically set down at Boltzmann-type thermal equilibria. Such…

We emphasize the role of temperature in explaining the IV ovonic threshold switching curve of amorphous phase change materials. The Poole-Frankel conduction model is supplemented by considering effects of temperature on the conductivity in…

In this paper, we will discuss an approximation of the characteristic function of the first passage time for a Levy process using the martingale approach. The characteristic function of the first passage time of the tempered stable process…

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…

A Levy walk is a non-Markovian stochastic process in which the elementary steps of the walker consist of motion with constant speed in randomly chosen directions and for a random period of time. The time of flight is chosen from a…

We introduce a new Gaussian process, a generalization of both fractional and subfractional Brownian motions, which could serve as a good model for a larger class of natural phenomena. We study its main stochastic properties and some…

Fluctuations are significant in mesoscopic systems and of particular importance in understanding quantum transport. Here, we show that fluctuations can be considered as a resource for the operations of open quantum systems as functional…

With the rapid development of computational techniques and scientific tools, great progress of data-driven analysis has been made to extract governing laws of dynamical systems from data. Despite the wide occurrences of non-Gaussian…

Elastic models of the glass transition relate the relaxation dynamics and the elastic properties of structural glasses. They are based on the assumption that the relaxation dynamics occurs through activated events in the energy landscape…

We consider simple stochastic climate models, described by slowly time-dependent Langevin equations. We show that when the noise intensity is not too large, these systems can spend substantial amounts of time in metastable equilibrium,…

A microscopic model of interacting oscillators, which admits two conserved quantities, volume, and energy, is investigated. We begin with a system driven by a general nonlinear potential under high-temperature regime by taking the inverse…

The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…