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Workshop on Stochastic Dynamical Systems and Ergodicity
Workshop Stochastic Dynamical Systems and Ergodicity
2017/7/5
The objective of the workshop is to bring together researchers in stochastic dynamical systems, ergodic theory, SPDEs, BSDEs, nonlinear expectations and stochastic controls to interact aiming to stimu...
Differential equation approximations of stochastic network processes: an operator semigroup approach
dynamic network birth-and-death process one-parameter operator semigroup
2011/9/6
Abstract: The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmo...
Dynamics of stochastic non-Newtonian fluids driven by fractional Brownian motion with Hurst parameter $H \in (1/4,1/2)$
fractional Brownian motion stochastic non-Newtonian fluid random attractor
2011/9/6
Abstract: In this paper we consider the Stochastic isothermal, nonlinear, incompressible bipolar viscous fluids driven by a genuine cylindrical fractional Bronwnian motion with Hurst parameter $H \in ...
On stochastic stability of non-uniformly expanding interval maps
stochastic stability non-uniformly expanding interval maps Dynamical Systems
2011/9/5
Abstract: We study the expanding properties of random perturbations of regular interval maps satisfying the summability condition of exponent one. Under mild conditions, we prove strong stochastic sta...
Modeling scaled processes and 1/f^b noise by the nonlinear stochastic differential equations
nonlinear stochastic differential power-law distributions
2010/4/2
We present and analyze stochastic nonlinear differential equations generating signals with the power-law distributions of the signal intensity, 1/f^b noise, power-law autocorrelations and second order...
Stochastic Lagrangian Transport and Generalized Relative Entropies
Relative entropies stochastic integrals of motion stochastically passive scalars stochastic Lagrangian transport
2014/4/4
We discuss stochastic representations of advection diffusion equations with variable diffusivity, stochastic integrals of motion and generalized relative entropies.