Economic Dynamical Systems with Multiplicative Noise

Appendices for article: The role of additive and multiplicative noise in filtering complex dynamical systems

Minimal attractors and bifurcations of random dynamical systems

We consider attractors for certain types of random dynamical systems. These are skew-product systems whose base transformations preserve an ergodic invariant measure. We discuss definitions of invariant sets, attractors and invariant measures for deterministic and random dynamical systems. Under assumptions that include, for example, iterated function systems, but that exclude stochastic differ...

Optimum decoder for multiplicative spread spectrum image watermarking with Laplacian modeling

This paper investigates the multiplicative spread spectrum watermarking method for the image. The information bit is spreaded into middle-frequency Discrete Cosine Transform (DCT) coefficients of each block of an image using a generated pseudo-random sequence. Unlike the conventional signal modeling, we suppose that both signal and noise are distributed with Laplacian distribution, because the ...

Classical open systems with nonlinear nonlocal dissipation and state-dependent diffusion: dynamical responses and the Jarzynski equality.

We have studied dynamical responses and the Jarzynski equality (JE) of classical open systems described by the generalized Caldeira-Leggett model with the nonlocal system-bath coupling. In the derived non-Markovian Langevin equation, the nonlinear nonlocal dissipative term and state-dependent diffusion term yielding multiplicative colored noise satisfy the fluctuation-dissipation relation. Simu...

Transient behavior of a population dynamical model

The transient behavior of an ecosystem with N random interacting species in the presence of a multiplicative noise is analyzed. The multiplicative noise mimics the interaction with the environment. We investigate different asymptotic dynamical regimes and the role of the external noise on the probability distribution of the local field. Population dynamics attracted a lot of attention in recent...