Zobrazeno 1 - 10
of 31
pro vyhledávání: '"Peter H. Baxendale"'
Autor:
Peter H Baxendale, Sergey V Lototsky
This volume consists of 15 articles written by experts in stochastic analysis. The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-centu
A diffusion-type coupling operator biologically significant in neuroscience is a difference of Gaussian functions (Mexican Hat operator) used as a spatial-convolution kernel. We are interested in pattern formation by \emph{stochastic} neural field eq
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::74f054bbb79a60d253bbd46ca862a083
Autor:
Peter H. Baxendale, Richard Arratia
Publikováno v:
Probability Theory and Related Fields. 162:411-429
Under the assumption that the distribution of a nonnegative random variable $$X$$ admits a bounded coupling with its size biased version, we prove simple and strong concentration bounds. In particular the upper tail probability is shown to decay at l
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c80327225e7941afac5969f9e7b6f921
https://doi.org/10.1007/s00440-014-0572-x
https://doi.org/10.1007/s00440-014-0572-x
Autor:
Georgi Dimitroff, Peter H. Baxendale
Publikováno v:
Journal of Theoretical Probability. 22:620-639
We study some finite time transport properties of isotropic Brownian flows. Under a certain nondegeneracy condition on the potential spectral measure, we prove that uniform shrinking or expansion of balls under the flow over some bounded time interva
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e1079ab415489f7f799eb885c64a5419
https://doi.org/10.1007/s10959-008-0193-3
https://doi.org/10.1007/s10959-008-0193-3
Autor:
Peter H. Baxendale, Marios Picas
Publikováno v:
Journal of Functional Analysis. 243:566-610
The transverse vibrations of an Euler–Bernoulli beam with axial tension P and axial white noise forcing are given bymytt+mαyt+EIyxxxx−Pyxx=σ0yxxW˙(t),0
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::006bbcc4af40fe856c72a39ab9cba8b7
https://doi.org/10.1016/j.jfa.2006.10.006
https://doi.org/10.1016/j.jfa.2006.10.006
Autor:
Peter H. Baxendale, Levon Goukasian
Publikováno v:
Stochastic Processes and their Applications. 95:219-233
The paper considers the top Lyapunov exponent of a two-dimensional linear stochastic differential equation. The matrix coefficients are assumed to be functions of an independent recurrent Markov process, and the system is a small perturbation of a ni
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https://doi.org/10.1016/s0304-4149(01)00091-6
https://doi.org/10.1016/s0304-4149(01)00091-6
Autor:
Peter H. Baxendale
Publikováno v:
Probability Theory and Related Fields. 99:581-616
Let {x t :t≧0} be the solution of a stochastic differential equation (SDE) in ℝ d which fixes 0, and let λ denote the Lyapunov exponent for the linear SDE obtained by linearizing the original SDE at 0. It is known that, under appropriate conditi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::85078e4322ef52b397cdbe94a0c05166
https://doi.org/10.1007/bf01206233
https://doi.org/10.1007/bf01206233
Autor:
Peter H. Baxendale
Publikováno v:
Ann. Probab. 39, no. 2 (2011), 417-428
This is a brief survey of T. E. Harris's work on recurrent Markov processes and on stochastic flows, and of some more recent work in these fields.
Comment: Published in at http://dx.doi.org/10.1214/10-AOP594 the Annals of Probability (http://www
Comment: Published in at http://dx.doi.org/10.1214/10-AOP594 the Annals of Probability (http://www
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8ef62fef01ed69e16ec9b07007a73e03
https://doi.org/10.1214/10-aop594
https://doi.org/10.1214/10-aop594
Publikováno v:
Journal of mathematical biology. 63(3)
Simulations of models of epidemics, biochemical systems, and other bio-systems show that when deterministic models yield damped oscillations, stochastic counterparts show sustained oscillations at an amplitude well above the expected noise level. A c
Externí odkaz:
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https://pubmed.ncbi.nlm.nih.gov/21076832
https://pubmed.ncbi.nlm.nih.gov/21076832
Autor:
Peter H. Baxendale
Publikováno v:
Stochastic Dynamics ISBN: 9780387985121
We consider a particular class of multidimensional nonlinear stochastic differential equations with 0 as a fixed point. The almost sure stability or instability of 0 is determined by the Lyapunov exponent λ for the associated linear system. If param
Externí odkaz:
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https://doi.org/10.1007/0-387-22655-9_1
https://doi.org/10.1007/0-387-22655-9_1