2 papers
cond-mat.stat-mech2025
Universal behaviors of the multi-time correlation functions of random processes with renewal: the step noise case (the random velocity of a Lévy walk)
Marco Bianucci, Mauro Bologna, Daniele Lagomarsino-Oneto +1
Stochastic processes with renewal properties are powerful tools for modeling systems where memory effects and long-time correlations play a significant role. In this work, we study…
math.ST2024
Colored Stochastic Multiplicative Processes with Additive Noise Unveil a Third-Order PDE, Defying Conventional FPE and Fick-Law Paradigms
Marco Bianucci, Mauro Bologna, Riccardo Mannella
Research on stochastic differential equations (SDE) involving both additive and multiplicative noise has been extensive. In situations where the primary process is driven by a mult…