Zobrazeno 1 - 10
of 28
pro vyhledávání: '"Michael Högele"'
Publikováno v:
Journal of Statistical Physics. 184
This article establishes cutoff thermalization (also known as the cutoff phenomenon) for a class of generalized Ornstein-Uhlenbeck systems $(X^\varepsilon_t(x))_{t\geqslant 0}$ with $\varepsilon$-small additive L\'evy noise and initial value $x$. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::df180fe236a4e99508508787a7b442d1
https://doi.org/10.1007/s10955-021-02815-0
https://doi.org/10.1007/s10955-021-02815-0
Publikováno v:
Electronic Journal of Probability. 26
This paper provides an extended case study of the cutoff phenomenon for a prototypical class of nonlinear Langevin systems with a single stable state perturbed by an additive pure jump L\'evy noise of small amplitude $\varepsilon>0$, where the drivin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a4106074bb39167ff5f69d6b7afb156c
https://doi.org/10.1214/21-ejp685
https://doi.org/10.1214/21-ejp685
Publikováno v:
Stochastic Processes and their Applications. 128:2153-2178
This article assesses the distance between the laws of stochastic differential equations with multiplicative Levy noise on path space in terms of their characteristics. The notion of transportation distance on the set of Levy kernels introduced by Ko
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5ed5101a99f4b03959fb48118be9025f
https://doi.org/10.1016/j.spa.2017.09.003
https://doi.org/10.1016/j.spa.2017.09.003
Publikováno v:
Potential Analysis. 47:277-311
This article shows a strong averaging principle for diffusions driven by discontinuous heavy-tailed Levy noise, which are invariant on the compact horizontal leaves of a foliated manifold subject to small transversal random perturbations. We extend a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a181b4e70a63b33431c271f020828222
https://doi.org/10.1007/s11118-017-9615-0
https://doi.org/10.1007/s11118-017-9615-0
Publikováno v:
Stochastics and Dynamics. :2150019
We establish Freidlin–Wentzell results for a nonlinear ordinary differential equation starting close to the stable state [Formula: see text], say, subject to a perturbation by a stochastic integral which is driven by an [Formula: see text]-small an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1e896d0372a880136da75cb343ca3d77
https://doi.org/10.1142/s0219493721500192
https://doi.org/10.1142/s0219493721500192
Publikováno v:
Understanding Complex Systems ISBN: 9783319967547
This article extends a strong averaging principle for Levy diffusions which live on the leaves of a foliated manifold subject to small transversal Levy type perturbation to the case of non-compact leaves. The main result states that the existence of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c90266fb3b6ee6a27849325edff77663
https://doi.org/10.1007/978-3-319-96755-4_16
https://doi.org/10.1007/978-3-319-96755-4_16
Autor:
Paulo R. Ruffino, Michael Högele
Publikováno v:
Nonlinear Analysis: Theory, Methods & Applications. 112:1-14
This article studies the dynamics of the strong solution of a SDE driven by a discontinuous Levy process taking values in a smooth foliated manifold with compact leaves. It is assumed that it is foliated in the sense that its trajectories stay on the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::19abaa819dae59d378d1694db43cc2b5
https://doi.org/10.1016/j.na.2014.09.006
https://doi.org/10.1016/j.na.2014.09.006
Autor:
Michael Högele
Publikováno v:
Latin American Journal of Probability and Mathematical Statistics. 16:665
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7b17e35558b70cb277a7f4d51bdb7f3f
https://doi.org/10.30757/alea.v16-24
https://doi.org/10.30757/alea.v16-24
Autor:
Ilya Pavlyukevich, Michael Högele
Publikováno v:
Stochastic Analysis and Applications. 32:163-190
We consider a finite-dimensional deterministic dynamical system with the global attractor 𝒜 which supports a unique ergodic probability measure P. The measure P can be considered as the uniform long-term mean of the trajectories staying in a bound
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4ac79be4230693fd09bf9b7fd8faaa0f
https://doi.org/10.1080/07362994.2014.858554
https://doi.org/10.1080/07362994.2014.858554
Publikováno v:
Mathematical Paradigms of Climate Science ISBN: 9783319390918
This article aims at the statistical assessment of time series with large fluctuations in short time, which are assumed to stem from a continuous process perturbed by a Levy process exhibiting a heavy tail behavior. We propose an easily implementable
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9d01650696c9a319b51601be855b195b
https://doi.org/10.1007/978-3-319-39092-5_7
https://doi.org/10.1007/978-3-319-39092-5_7