6 papers
Stochastic Mackey-Glass Equations and Other Negative Feedback Systems: Existence of Invariant Measures
Mark van den Bosch, Onno van Gaans, Sjoerd Verduyn Lunel
We study equations like the Mackey-Glass equations and Nicholson's blowflies equation, each perturbed by a (small) multiplicative noise term. Solutions to these stochastic negative…
Existence of Invariant Probability Measures for Stochastic Differential Equations with Finite Time Delay
Mark van den Bosch, Onno van Gaans, Sjoerd Verduyn Lunel
We provide sufficient conditions for the existence of invariant probability measures for generic stochastic differential equations with finite time delay. This is achieved by means…
Stochastic Wright's Equation: Existence of Invariant Measures
Mark van den Bosch, Onno van Gaans, Sjoerd Verduyn Lunel
Wright's delay differential equation is one of the prime examples of a fully nonlinear equation without an explicit solution and whose dynamics can be understood by analytic means.…
Local Phase Tracking and Metastability of Planar Waves in Stochastic Reaction-Diffusion Systems
Mark van den Bosch, Hermen Jan Hupkes
Planar travelling waves on with are shown to persist in systems of reaction-diffusion equations with multiplicative noise on significantly long timescale…
Conditional Speed and Shape Corrections for Travelling Wave Solutions to Stochastically Perturbed Reaction-Diffusion Systems
Mark van den Bosch, Christian H. S. Hamster, Hermen Jan Hupkes
In this work we perform rigorous small noise expansions to study the impact of stochastic forcing on the behaviour of planar travelling wave solutions to reaction-diffusion equatio…
Notes on stochastic integration theory with respect to cà dlà g semimartingales and a brief introduction to Lévy processes
Mark van den Bosch
The purpose of these notes is to distribute, mostly without proofs, fundamental definitions and results concerning the theory of semimartingales and stochastic integration. The mat…