相关论文: Asymptotics of high order noise corrections
Stochastic evolution equations with compensated Poisson noise are considered in the variational approach with monotone and coercive coefficients. Here the Poisson noise is assumed to be time-homogeneous with $\sigma$-finite intensity…
We investigate the asymptotic distributions of periodically driven anharmonic Langevin systems. Utilizing the underlying $SL_2$ symmetry of the Langevin dynamics, we develop a perturbative scheme in which the effect of periodic driving can…
A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…
We study the conditions under which a subsystem code is correctable in the presence of noise that results from continuous dynamics. We consider the case of Markovian dynamics as well as the general case of Hamiltonian dynamics of the system…
We study the Langevin equation with stationary-increment Gaussian noise. We show the strong consistency and the asymptotic normality with Berry--Esseen bound of the so-called alternative estimator of the mean reversion parameter. The…
In order to estimate qualitatively the influence of nonequilibrium evolution in relativistic heavy ion collisions, we use the three dimensional Ising model with Metropolis algorithm to study the evolution from nonequilibrium to equilibrium…
In this letter, we address the problem of estimating Gaussian noise level from the trained dictionaries in update stage. We first provide rigorous statistical analysis on the eigenvalue distributions of a sample covariance matrix. Then we…
This paper studies Langevin equation with random damping due to multiplicative noise and its solution. Two types of multiplicative noise, namely the dichotomous noise and fractional Gaussian noise are considered. Their solutions are…
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…
We study diffusion-type equations supported on structures that are randomly varying in time. After settling the issue of well-posedness, we focus on the asymptotic behavior of solutions: our main result gives sufficient conditions for…
An analytical method for investigation of the evolution of dynamical systems {\it with independent on time accuracy} is developed for perturbed Hamiltonian systems. The error-free estimation using of computer algebra enables the application…
This paper investigates the asymptotic behaviour of solutions of periodic evolution equations. Starting with a general result concerning the quantified asymptotic behaviour of periodic evolution families we go on to consider a special class…
The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as…
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…
We propose a technique that allows to simultaneously perform universal control of the evolution operator and compensate for the first order contribution of an arbitrary Hermitian constant noise. We show that, at least, a three-valued…
The article is devoted to the nonparametric estimation of the quadratic covariation of non-synchronously observed It\^o processes in an additive microstructure noise model. In a high-frequency setting, we aim at establishing an asymptotic…
This paper summarises an investigation of the effects of low amplitude noise and periodic driving on phase space transport in 3-D Hamiltonian systems, a problem directly applicable to systems like galaxies, where such perturbations reflect…
We study Langevin dynamics with noise projected onto the directions orthogonal to an isometric group action. This mathematical model is introduced to shed new light on the effects of symmetry on stochastic gradient descent for…
In this article, we are interested in an initial value optimal control problem for a evolutionary $p$-Laplace equation driven by multiplicative L\'{e}vy noise. We first present wellposedness of a weak solution by using an implicit time…
In the present paper we consider Laplace deconvolution for discrete noisy data observed on the interval whose length may increase with a sample size. Although this problem arises in a variety of applications, to the best of our knowledge,…