Stochastic processes with multiplicative noise have been studied independently in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with multiplicative noise produce intermittency of a special kind, characterized by a power law probability density distribution. We present a review of application...

Several recent articles [l]-[3] have discussed the use ofLagrange polynomials for band-limited signal estimation. We find errorbounds when using Lagrange polynomials for interpolation and extra-polation of finite-power band-limited signals if a finite number of regularlyspaced noisy samples are used. I. INTR~DUC~ONSuppose f(t) has a (2N + 1)st derivative and the samplesf...

We consider the Langevin equation with multiplicative noise term which depends on time and space. The corresponding Fokker-Planck equation in Stratonovich approach is investigated. Its formal solution is obtained for an arbitrary multiplicative noise term given by g(x, t) = D(x)T (t), and the behaviors of probability distributions, for some specific functions of D(x), are analyzed. In particula...

In this paper, a novel variational model with strict convexity for removing multiplicative noise from images is proposed and studied. Firstly, by applying maximum likelihood estimation method and the Bayesian formulation, the variational model is derived. Then, we use an alternating minimization algorithm to find out the minimizer of the objective function, and prove the existence of the minimi...

In [14] nonstandard analysis was used to construct a (standard) global attractor for the 3D stochastic Navier–Stokes equations with general multiplicative noise, living on a Loeb space, using Sell’s approach [26]. The attractor had somewhat ad hoc attracting and compactness properties. We strengthen this result by showing that the attractor has stronger properties making it a neo-attractor – a ...

In this article, a class of second order differential equations on [0, 1], driven by a γ-Hölder continuous function for any value of γ ∈ (0, 1) and with multiplicative noise, is considered. We first show how to solve this equation in a pathwise manner, thanks to Young integration techniques. We then study the differentiability of the solution with respect to the driving process and consider the...

A randomly interacting N-species Lotka-Volterra system in the presence of a Gaussian multiplicative noise is analyzed. The investigation is focused on the role of this external noise into the statistical properties of the extinction times of the populations. The distributions show a Gaussian shape for each noise intensity value investigated. A monotonic behavior of the mean extinction time as a...

We define a (chaotic) deterministic variant of random multiplicative cascade models of turbulence. It preserves the hierarchical tree structure , thanks to the addition of infinitesimal noise. The zero-noise limit can be handled by Perron-Frobenius theory, just as the zero-diffusivity limit for the fast dynamo problem. Random multiplicative models do not possess Kolmogorov 1941 (K41) scaling be...