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

We present the numerical estimation of noise parameter induced in the dynamics of the variables by random particle interactions involved in the stochastic chemical oscillator and use it as order parameter to detect the transition from…

We introduce Rayleigh functional for nonlinear systems. It is defined using the energy functional and the normalization properties of the variables of variation. The key property of the Rayleigh quotient for linear systems is preserved in…

This paper deals with the stochastic Ising model with a temperature shrinking to zero as time goes to infinity. A generalization of the Glauber dynamics is considered, on the basis of the existence of simultaneous flips of some spins. Such…

We study experimentally and theoretically the steady-state dynamics of a simple stochastic electronic system featuring two resistor-capacitor circuits coupled by a third capacitor. The resistors are subject to thermal noises at real…

We consider a Hamiltonian lattice field model with two conserved quantities, energy and volume, perturbed by stochastic noise preserving the two previous quantities. It is known that this model displays anomalous diffusion of energy of…

We analyze the extension of the well known relation between Brownian motion and Schroedinger equation to the family of Levy processes. We consider a Levy-Schroedinger equation where the usual kinetic energy operator - the Laplacian - is…

In this work, we investigate positive recurrent L\'evy diffusions driven by appropriately scaled Brownian motion and $\alpha$-stable process (with $1<\alpha<2$) in the small noise regime. Supposing that in the vanishing noise limit, our…

Presheaf models provide a formulation of labelled transition systems that is useful for, among other things, modelling concurrent computation. This paper aims to extend such models further to represent stochastic dynamics such as shown in…

Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in…

Nonlinear dynamical systems are sometimes under the influence of random fluctuations. It is desirable to examine possible bifurcations for stochastic dynamical systems when a parameter varies. A computational analysis is conducted to…

This article is concerned with a mutualism ecological model with Levy noise. The local existence and uniqueness of a positive solution are obtained with positive initial value, and the asymptotic behavior to the problem is studied.…

Einstein realised that the fluctuations of a Brownian particle can be used to ascertain properties of its environment. A large number of experiments have since exploited the Brownian motion of colloidal particles for studies of dissipative…

We study jump-diffusion processes with parameters switching at random times. Being motivated by possible applications, we characterise equivalent martingale measures for these processes by means of the relative entropy. The minimal entropy…

We study the distribution of the exponential functional $I(\xi,\eta)=\int_0^{\infty} \exp(\xi_{t-}) \d \eta_t$, where $\xi$ and $\eta$ are independent L\'evy processes. In the general setting using the theories of Markov processes and…

Matsubara Green's functions for interacting bosons are expressed as classical statistical averages corresponding to a linear imaginary-time stochastic differential equation. This makes direct numerical simulations applicable to the study of…

We present an exact functional formalism to deal with linear Langevin equations with arbitrary memory kernels and driven by any noise structure characterized through its characteristic functional. No others hypothesis are assumed over the…

We consider the problem of seismic velocity change estimation using ambient noise recordings. Motivated by [23] we study how the velocity change estimation is affected by seasonal fluctuations in the noise sources. More precisely, we…

A dynamics between Newton and Langevin formalisms is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding a vanishing zero-frequency friction the corresponding non-Markovian Brownian dynamics…

We present a model for the dynamics of fluid vesicles in linear flow which consistently includes thermal fluctuations and nonlinear coupling between different modes. At the transition between tank-treading and tumbling, we predict a…

Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…