Multiplicative noise
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Recent papers in Multiplicative noise
Ultrasound images and SAR i.e. synthetic aperture radar images are usually corrupted because of speckle noise also called as granular noise. It is quite a tedious task to remove such noise and analyze those corrupted images. Till now many... more
Based on a system-reservoir model, where the system is nonlinearly coupled to a heat bath and the heat bath is modulated by an external stationary Gaussian noise, we derive the generalized Langevin equation with space dependent friction... more
We consider the stochastic heat equation with multiplicative noise $u_{t}=\frac{1}{2}\Delta u+u\dot{W}$ in ℝ+×ℝd , whose solution is interpreted in the mild sense. The noise $\dot{W}$ is fractional in time (with Hurst index H≥1/2), and... more
We present a set of models of the main stylized facts of market price fluctuations. These models comprise dynamical evolution with threshold dynamics and Langevin price equation with multiplicative noise, percolation models to describe... more
We study the heat equation with a random potential term. The potential is a one-sided stable noise, with positive jumps, which does not depend on time. To avoid singularities, we define the equation in terms of a construction similar to... more
In this paper, robustness of parametric systems is analyzed using a new approach to interval mathematics called Modal Interval Analysis. Modal Intervals are an interval extension that, instead of classic intervals, recovers some of the... more
We study a model consisting of N nonlinear oscillators with global periodic coupling and local multiplicative and additive noises. The model was shown to undergo a nonequilibrium phase transition towards a broken-symmetry phase exhibiting... more