We are interested in stationary “fluid” random evolutions with independent increments. Under some mild assumptions, we show they are solutions of a stochastic differential equation (SDE). There are situations where these evolutions are not described by flows of diffeomorphisms, but by coalescing flows or by flows of probability kernels. In an intermediate phase, for which there exists a coalesc...

Driven by diverse applications, several recent models impose randomly switching boundary conditions on either a PDE or SDE. The purpose of this paper is to provide tools for calculating statistics of these models and establish a connection between these two perspectives on diffusion in a random environment. Under general conditions, we prove that the moments of a solution to a randomly switchin...

Scattering and absorption coefficients have been measured continuously at several wavelengths since March 2001 at the high altitude site Jungfraujoch (3580 m a.s.l.). From these data, the wavelength dependences of the Ångström exponent and particularly of the single scattering albedo are determined. While the exponent of the single scattering albedo usually increases with wavelength, it decreas...

Today, better numerical approximations are required for multidimensional SDEs to improve on the poor performance of the standard Monte Carlo integration. Usually in finance, it is the weak convergence property of numerical discretizations, which is most important, because with financial applications, one is mostly concerned with the accurate estimation of expected payoffs. However, recent studi...

Most fleshy-fruited plants establish strong local interactions with a few fruit-eating species across their distribution range, which can differ among sites and have a major impact for the plant population dynamics. In turn, human disturbances alter both the original animal assemblage with which plants interact and the outcome of the mutualistic interaction. Negative consequences of human distu...

Rose water is one of the most important products obtained from Rosa genus (Rosaceae). Although Iran is one of the main producers of rose water, limited research has been done on it. A simple distillation and a Clevenger-type apparatus were used to obtain rose water and rose oil. All the volatile concentrates were investigated for their chemical composition by gas chromatography (GC) and gas chr...

Sequence-dependent electrophoresis (SDE) fingerprinting techniques such as denaturing gradient gel electrophoresis (DGGE) have become commonplace in the field of molecular microbial ecology. The success of the SDE technology lays in the fact that it allows visualization of the predominant members of complex microbial ecosystems independent of their culturability and without prior knowledge on t...

We address the following problem from the intersection of dynamical systems and stochastic analysis: Two SDE dxt = P m j=0 fj (xt) dW j t and dxt = P m j=0 gj(xt)dW j t in R d with smooth coeecients satisfying fj (0) = gj(0) = 0 are said to be smoothly equivalent if there is a smooth random diieomorphism (coordinate transformation) h(!) with h(!; 0) = 0 and Dh(!; 0) = id which conjugates the co...

BACKGROUND The acceptance of virtual preclinical testing of control algorithms is growing and thus also the need for robust and reliable models. Models based on ordinary differential equations (ODEs) can rarely be validated with standard statistical tools. Stochastic differential equations (SDEs) offer the possibility of building models that can be validated statistically and that are capable o...