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Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are…
We investigate some asymptotic properties of general Markov processes conditioned not to be absorbed by moving boundaries. We first give general criteria involving an exponential convergence towards the Q-process, that is the law of the…
We consider multiscale stochastic spatial gene networks involving chemical reactions and diffusions. The model is Markovian and the transitions are driven by Poisson random clocks. We consider a case where there are two different spatial…
In this paper, a link between monotonicity of deterministic dynamical systems and propagation of order by Markov processes is established. The order propagation has received considerable attention in the literature, however, this notion is…
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
We study the stability of non-conservative deterministic cross diffusion models and prove that they are approximated by stochastic population models when the populations become locally large. In this model, the individuals of two species…
The growth rate of the partial maximum of a stationary stable process was first studied in the works of Samorodnitsky (2004a,b), where it was established, based on the seminal works of Rosi\'nski (1995,2000), that the growth rate is…
By analytically solving some simple models of phase-ordering kinetics, we suggest a mechanism for the onset of non-equilibrium behaviour in colloid-polymer mixtures. These mixtures can function as models of atomic systems; their physics…
We derive sufficient conditions for the memory kernel which guarantee legitimate (completely positive and trace-preserving) dynamical map. It turns out that these conditions provide a natural parameterizations of the dynamical map being a…
The Markov evolution is studied of an infinite age-structured population of migrants arriving in and departing from a continuous habitat $X \subseteq\mathds{R}^d$ -- at random and independently of each other. Each population member is…
We study the connections existing between max-infinitely divisible distributions and Poisson processes from the point of view of functional analysis. More precisely, we derive functional identities for the former by using well-known results…
We report on a fundamental role of a non-normalized formal steady state, i.e., an infinite invariant density, in a semi-Markov process where the state is determined by the inter-event time of successive renewals. The state describes certain…
We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…
Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…
We consider the behaviour of branching-selection particle systems in the large population limit. The dynamics of these systems is the combination of the following three components: (a) Motion: particles move on the real line according to a…
This paper provides full classification of dynamics for continuous time Markov chains (CTMCs) on the non-negative integers with polynomial transition rate functions. Such stochastic processes are abundant in applications, in particular in…
Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…
We study the positive recurrence of multi-dimensional birth-and-death processes describing the evolution of a large class of stochastic systems, a typical example being the randomly varying number of flow-level transfers in a…
We construct normed spaces of real-valued functions with controlled growth on possibly infinite-dimensional state spaces such that semigroups of positive, bounded operators $(P_t)_{t\ge 0}$ thereon with $\lim_{t\to 0+}P_t f(x)=f(x)$ are in…
Are spinodal instabilities the leading mechanism in the fragmentation of a fermionic system? Numerous experimental indications suggest such a scenario and stimulated much effort in giving a suitable description, without being finalised in a…