An introduction to stochastic dynamics
From MaRDI portal
\(\alpha\)-stable processBrownian motiondensity functionDirichlet problemharmonic measureLévy processmean exit timesimulationstochastic differential equation
Generation, random and stochastic difference and differential equations (37H10) Random dynamical systems (37H99) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) White noise theory (60H40) Brownian motion (60J65)
Recommendations
Cited in
(only showing first 100 items - show all)- Random perturbation methods with applications in science and engineering
- Strong convergence in the pth-mean of an averaging principle for two-time-scales SPDEs with jumps
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
- Finite difference methods for the generator of 1D asymmetric alpha-stable Lévy motions
- A parameter estimator based on Smoluchowski-Kramers approximation
- Switches in a genetic regulatory system under multiplicative non-Gaussian noise
- Lévy walk with multiple internal states
- Noise-induced vegetation transitions in the Grazing Ecosystem
- Well-posedness and long time behavior of singular Langevin stochastic differential equations
- Exponential ergodicity for stochastic Langevin equation with partial dissipative drift
- Fokker-Planck equation driven by asymmetric Lévy motion
- Most probable dynamics of a genetic regulatory network under stable Lévy noise
- Analysis of a stochastic HIV-1 infection model with degenerate diffusion
- Slow manifold for a nonlocal stochastic evolutionary system with fast and slow components
- Effective filtering analysis for non-Gaussian dynamic systems
- Physical properties preserving numerical simulation of stochastic fractional nonlinear wave equation
- Stochastic regularization for transport equations
- Kinetic solutions for nonlocal stochastic conservation laws
- Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative \(\alpha \)-stable noises
- Periodic solution of stochastic process in the distributional sense
- Maximal likely phase lines for a reduced ice growth model
- Extracting governing laws from sample path data of non-Gaussian stochastic dynamical systems
- Homogenization of dissipative Hamiltonian systems under Lévy fluctuations
- Most probable trajectories in a two-dimensional tumor-immune system under stochastic perturbation
- A data-driven approach for discovering stochastic dynamical systems with non-Gaussian Lévy noise
- First escape probability and mean first exit time for a time-delayed ecosystem driven by non-Gaussian colored noise
- Ring of map-based neural oscillators: from order to chaos and back
- Stability of a gene transcriptional regulatory system under non-Gaussian noise
- The stochastic P-bifurcation analysis of the impact system via the most probable response
- A novel stochastic bifurcation and its discrimination
- Stochastic dynamic balance of a bi-stable vegetation model with pulse control
- Lagrangian descriptors and the action integral of classical mechanics
- Most probable dynamics of the tumor growth model with immune surveillance under cross-correlated noises
- Slow manifold and parameter estimation for a nonlocal fast-slow dynamical system with Brownian motion
- Most probable transition pathways and maximal likely trajectories in a genetic regulatory system
- Lévy noise induced escape in the Morris-Lecar model
- Bifurcation in most probable phase portraits for a bistable kinetic model with coupling Gaussian and non-Gaussian noises
- Dynamics of a stochastic COVID-19 epidemic model with jump-diffusion
- Bifurcation and basin stability of an SIR epidemic model with limited medical resources and switching noise
- Numerical study on \((\omega,L\delta)\)-Lipschitz shadowing of stochastic differential equations
- Mean exit time for stochastic dynamical systems driven by tempered stable Lévy fluctuations
- The most probable response of some prototypical stochastic nonlinear dynamical systems
- Mean escape time for randomly switching narrow gates in a steady flow
- Most probable dynamics of some nonlinear systems under noisy fluctuations
- Quantifying model uncertainty in dynamical systems driven by non-Gaussian Lévy stable noise with observations on mean exit time or escape probability
- Stochastic nonlocal conservation laws on whole space
- Nonlocal dynamics in a gene regulatory system with tempered stable Lévy noise
- Exponential synchronization of delayed neutral-type neural networks with Lévy noise under non-Lipschitz condition
- Analysis of mathematical model of prostate cancer with androgen deprivation therapy
- Early warning and basin stability in a stochastic vegetation-water dynamical system
- Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump
- Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle
- Transitions between metastable states in a simplified model for the thermohaline circulation under random fluctuations
- A Wong-Zakai approximation for random slow manifolds with application to parameter estimation
- Nonlocal dynamics for non-Gaussian systems arising in biophysical modeling
- Effects of Lévy noise on the Fitzhugh-Nagumo model: a perspective on the maximal likely trajectories
- Gevrey semigroup generated by \(- (\Lambda^\alpha + b \cdot \nabla)\) in \(L^p(\mathbb{R}^n)\)
- A two-dimensional Chebyshev wavelets approach for solving the Fokker-Planck equations of time and space fractional derivatives type with variable coefficients
- Governing equations for probability densities of stochastic differential equations with discrete time delays
- An epidemic model with noisy parameters
- A determining form for a nonlocal system
- Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance
- Linear response theory for nonlinear stochastic differential equations with \(\alpha\)-stable Lévy noises
- Optimal harvesting of stochastic population models with periodic coefficients
- Most probable trajectories in the delayed tumor growth model excited by a multiplicative non-Gaussian noise
- Data-driven method to learn the most probable transition pathway and stochastic differential equation
- Dynamical behaviors of a stochastic HTLV-I infection model with general infection form and Ornstein-Uhlenbeck process
- Neural network stochastic differential equation models with applications to financial data forecasting
- The Onsager-Machlup action functional for McKean-Vlasov stochastic differential equations
- Smooth solution of a nonlocal Fokker-Planck equation associated with stochastic systems with Lévy noise
- Elements of stochastic dynamics
- Approximation of random slow manifolds and settling of inertial particles under uncertainty
- Applied nonautonomous and random dynamical systems. Applied dynamical systems
- Lagrangian descriptors for stochastic differential equations: a tool for revealing the phase portrait of stochastic dynamical systems
- Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching
- Noise-induced phenomena in the environmental sciences
- On a stochastic nonlocal conservation law in a bounded domain
- Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise
- Data assimilation and parameter estimation for a multiscale stochastic system with \(\alpha \)-stable Lévy noise
- Lévy noise-induced escape in an excitable system
- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
- Flocking dynamics of a coupled system in noisy environments
- An introduction to stochastic dynamical systems. Paper from 27th Brazilian Mathematics colloquium -- 27 Colóquio Brasileiro de Matemática, Rio de Janeiro, Brazil, July 27--31, 2009
- scientific article; zbMATH DE number 3988393 (Why is no real title available?)
- scientific article; zbMATH DE number 47639 (Why is no real title available?)
- Likelihood for transcriptions in a genetic regulatory system under asymmetric stable Lévy noise
- Introduction to stochastic models in biology
- Effective filtering on a random slow manifold
- Stochastic basins of attraction for metastable states
- Noise-induced phenomena in the environmental sciences
- Kinetic solutions for nonlocal scalar conservation laws
- A Stochastic Pitchfork Bifurcation in Most Probable Phase Portraits
- Parameter estimation via homogenization for stochastic dynamical systems with oscillating coefficients
- Lévy noise induced transition and enhanced stability in a gene regulatory network
- Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes
- scientific article; zbMATH DE number 866630 (Why is no real title available?)
- Stochastic dynamics of complex systems. From glasses to evolution
- The Dirichlet problem for nonlocal elliptic equations
- A logistic-harvest model with Allee effect under multiplicative noise
- Slow manifolds for dynamical systems with non-Gaussian stable Lévy noise
This page was built for publication: An introduction to stochastic dynamics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2930843)
