Related papers: Two kinds of conditionings for stable L\'evy proce…
We analyze the morphological transition of a one-dimensional system described by a scalar field, where a flat state looses its stability. This scalar field may for example account for the position of a crystal growth front, an order…
We provide explicit conditions for uniform stability, global asymptotic stability and uniform exponential stability for dynamic equations with a single delay and a nonnegative coefficient. Some examples on nonstandard time scales are also…
We consider two independent identical diffusion processes that annihilate upon meeting in order to study their conditioning with respect to their first-encounter properties. For the case of finite horizon $T<+\infty$, the maximum…
In this research, methods of reducing a general periodic one-dimensional hopping model to a one- or two-state model, which keeps the basic properties of the original process, are discussed. This reduction also implies that, to some extent,…
The objective in stochastic filtering is to reconstruct information about an unobserved (random) process, called the signal process, given the current available observations of a certain noisy transformation of that process. Usually X and Y…
We prove the orbital stability of periodic traveling-wave solutions for systems of dispersive equations with coupled nonlinear terms. Our method is basically developed under two assumptions: one concerning the spectrum of the linearized…
In this paper, we derive identities for the upward and downward exit problems and resolvents for a process whose motion changes between two L\'evy processes if it is above (or below) a barrier $b$ and coincides with a Poissonian arrival…
We study generically stable types/measures in both classical and continuous logics, and their connection with randomization and modes of convergence of types/measures.
This article treats long term average impulse control problems with running costs in the case that the underlying process is a L\'evy process. Under quite general conditions we characterize the value of the control problem as the value of a…
In this paper, we present the testing of four hypotheses on two streams of observations that are driven by L\'evy processes. This is applicable for sequential decision making on the state of two-sensor systems. In one case, each sensor…
In this paper we consider convergence of moments in the small-time limit theorems for L\'evy processes. We provide precise asymptotics for all the absolute moments of positive order. The convergence of moments in limit theorems holds…
In the literature on optimal stopping, the problem of maximizing the expected discounted reward over all stopping times has been explicitly solved for some special reward functions (including $(x^+)^{\nu}$, $(e^x-K)^+$, $(K-e^{-x})^+$,…
We propose an alternative approach for solving a number of well-studied optimal stopping problems for L\'evy processes. Instead of the usual method of guess-and-verify based on martingale properties of the value function, we suggest a more…
The characteristic measure of excursions away from a regular point is studied for a class of symmetric L\'evy processes without Gaussian part. It is proved that the harmonic transform of the killed process enjoys Feller property. The result…
Designing a language feature often requires a choice between several, similarly expressive possibilities. Given that user studies are generally impractical, we propose using stability as a way of making such decisions. Stability is a…
We consider second-order evolution equations in an abstract setting with intermittently delayed/ not-delayed damping. We give sufficient conditions for asymptotic and exponential stability, improving and generalising our previous results…
This paper studies an optimal stopping problem for L\'evy processes. We give a justification of the form of the Snell envelope using standard results of optimal stopping. We also justify the convexity of the value function, and without a…
Based on the concept of a L\'evy copula to describe the dependence structure of a multivariate L\'evy process we present a new estimation procedure. We consider a parametric model for the marginal L\'evy processes as well as for the L\'evy…
We construct optimal Markov couplings of L\'{e}vy processes, whose L\'evy (jump) measure has an absolutely continuous component. The construction is based on properties of subordinate Brownian motions and the coupling of Brownian motions by…
This paper presents a new method for dynamic output feedback stabilizing controller design for decomposable systems with switching topology and delay. Our approach consists of two steps. In the first step, we model the decomposable systems…