Given a discrete stochastic process, for example a chemical reaction system or a birth and death process, we often want to find a continuous stochastic approximation so that the techniques of stochastic differential equations may be brought to bear. One powerful and useful way to do this is the system size expansion of van Kampen to express a trajectory as a small stochastic perturbation to a d...

One of the most popular neuronal models to describe the generation of the Interspikes Intervals (ISIs) distribution is the Leaky Integrate-and-Fire (LIF) concept. In one of its variants and in absence of external inputs, the membrane potential evolution is described by an Ornstein-Uhlenbeck (OU) stochastic process X = {Xt, t ≥ 0}, i.e., a stochastic diffusion process which is a solution of the ...

In this paper, we intend to solve special kind of ordinary differential equations which is called Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.). So, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this S.D.E. is solved by numerically methods. Moreo...

Viability and invariance problems related to a stochastic equation in a Hilbert space H are studied. Finite dimensional invariant C submanifolds of H are characterized. We derive Nagumo type conditions and prove a regularity result: Any weak solution, which is viable in a finite dimensional C submanifold, is a strong solution. These results are related to finding finite dimensional realizations...

In this paper, we study the existence of generalized solutions for the infinite dimensional nonlinear stochastic differential inclusions $dx(t) in F(t,x(t))dt +G(t,x(t))dW_t$ in which the multifunction $F$ is semimonotone and hemicontinuous and the operator-valued multifunction $G$ satisfies a Lipschitz condition. We define the It^{o} stochastic integral of operator set-valued stochastic pr...

The Smoluchowski equation is a nonlinear integro-differential equation describing the evolution of the concentration μt(dx) of particles of mass in (x, x+ dx) in an infinite particle system where coalescence occurs. We introduce a class of algorithms, which allow, under some conditions, to simulate exactly a stochastic process (Xt)t≥0, whose time marginals are given by (xμt(dx))t≥0.

The largest Lyapunov exponent of an ergodic Hamiltonian system is the rate of exponential growth of the norm of a typical vector in the tangent space. For an N-particle Hamiltonian system with a smooth Hamiltonian of the type p(2)+V(q), the evolution of tangent vectors is governed by the Hessian matrix V of the potential. Ergodicity implies that the Lyapunov exponent is independent of initial c...

semilinear stochastic evolution equations with multiplicative l'evy noise are considered‎. ‎the drift term is assumed to be monotone nonlinear and with linear growth‎. ‎unlike other similar works‎, ‎we do not impose coercivity conditions on coefficients‎. ‎we establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. ‎as corollarie...

A characterization of the unbounded stochastic generators of quantum completely positive flows is given. This suggests the general form of quantum stochastic adapted evolutions with respect to the Wiener (diffusion), Poisson (jumps), or general Quantum Noise. The corresponding irreversible Heisenberg evolution in terms of stochastic completely positive (CP) maps is constructed. The general form...

We study the wellposedness and pathwise regularity of semilinear non-autonomous parabolic evolution equations with boundary and interior noise in an Lp setting. We obtain existence and uniqueness of mild and weak solutions. The boundary noise term is reformulated as a perturbation of a stochastic evolution equation with values in extrapolation spaces.