相关论文: Stochastic Schroedinger Equations with General Com…
In this note we study the 2d stochastic quasi-geostrophic equation in $\mathbb{T}^2$ for general parameter $\alpha\in (0,1)$ and multiplicative noise. We prove the existence of martingale solutions and pathwise uniqueness under some…
Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…
We revisit aspects of dynamics and stability of localized states in the deterministic and stochastic discrete nonlinear Schr\"odinger equation. By a combination of analytic and numerical techniques, we show that localized initial conditions…
The aim of these notes is to give an overview of the current results about existence and uniqueness of solutions for the stochastic Euler equation driven by a Brownian noise in a two-dimensional bounded domain.
We analyse the effect of a generic continuous additive perturbation to the well-posedness of ordinary differential equations. Genericity here is understood in the sense of prevalence. This allows us to discuss these problems in a setting…
We study stochastic dynamics of an ensemble of N globally coupled excitable elements. Each element is modeled by a FitzHugh-Nagumo oscillator and is disturbed by independent Gaussian noise. In simulations of the Langevin dynamics we…
We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…
The theory of sparse stochastic processes offers a broad class of statistical models to study signals. In this framework, signals are represented as realizations of random processes that are solution of linear stochastic differential…
We show that a basic quantum white noise process formally reproduces quantum stochastic calculus when the appropriate normal / chronological orderings are prescribed. By normal ordering techniques for integral equations and a generalization…
A derivation of stochastic Schrodinger equations is given using quantum filtering theory. We study an open system in contact with its environment, the electromagnetic field. Continuous observation of the field yields information on the…
A parameter estimation problem is considered for a stochastic parabolic equation with multiplicative noise under the assumption that the equation can be reduced to an infinite system of uncoupled diffusion processes. From the point of view…
In this paper we establish a substitution formula for stochastic differential equation driven by generalized grey noise. We then apply this formula to investigate the absolute continuity of the solution with respect to the Lebesgue measure…
The stochastic differential equation $\dot{x}(t) = ax(t) + bx(t-\tau) + c x(t) \xi(t)$ with a time-delayed feedback and a multiplicative Gaussian noise is shown to be related to Kardar-Parisi-Zhang universality class of growing surfaces.
This paper summarises a number of new, potentially significant, results, obtained recently by the author and his collaborators, which impact on various issues related to the gravitational N-body problem, both Newtonianly and in the context…
The Schrodinger equation for non-relativistic quantum systems is derived from some classical physics axioms within an ensemble hamiltonian framework. Such an approach enables one to understand the structure of the equation, in particular…
We consider one-dimensional stochastic differential equations with a boundary condition, driven by a Poisson process. We study existence and uniqueness of solutions and the absolute continuity of the law of the solution. In the case when…
Starting from the simple point process model of 1/f noise we derive a stochastic nonlinear differential equation for the signal exhibiting 1/f noise in any desirably wide range of frequency. A stochastic differential equation (the general…
We present a class of nonlinear Schroedinger equations (NLSEs) describing, in the mean field approximation, systems of interacting particles. This class of NLSEs is obtained generalizing expediently the approach proposed in Ref. [G.K. Phys.…
We study stochastic evolution equations driven by Gaussian noise. The key features of the model are that the operators in the deterministic and stochastic parts can have the same order and the noise can be time-only, space-only, or…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…