Related papers: Topological equivalence for discontinuous random d…
The differential equations with piecewise constant argument (DEPCAs, for short) is a class of hybrid dynamical systems (combining continuous and discrete). In this paper, under the assumption that the nonlinear term is partially unbounded,…
We present a novel approach of coupling two multidimensional and non-degenerate It\^o processes $(X_t)$ and $(Y_t)$ which follow dynamics with different drifts. Our coupling is sticky in the sense that there is a stochastic process $(r_t)$,…
We take the first steps towards a better understanding of continuous orbit equivalence, i.e., topological orbit equivalence with continuous cocycles. First, we characterise continuous orbit equivalence in terms of isomorphisms of C*-crossed…
A functional method for calculating averages of the time-ordered exponential of a continuous isotropic random $N\times N$ matrix process is presented. The process is not assumed to be Gaussian. In particular, the Lyapunov exponents and…
In this paper, we extend the Hartman-Grobman theorem to systems perturbed with white noises. Let's recall that, in deterministic systems, the Hartman-Grobman theorem establishes the "topological equivalence" of the local phase portrait…
A few recent papers introduced the concept of topological synchronisation. We refer in particular to \cite{TS}, where the theory was illustrated by means of a skew product system, coupling two logistic maps. In this case, we show that the…
This paper considers a problem of testing, from a finite sample, a topological conjugacy of two dynamical systems $(X,f)$ and $(Y,g)$. More precisely, given $x_1,\ldots, x_n \subset X$ and $y_1,\ldots,y_n \subset Y$ such that $x_{i+1} =…
In this article, we develop a functional-analytic framework to establish existence, uniqueness, regularity of disintegration, and statistical properties of equilibrium states for a broad class of dynamical systems, potentially discontinuous…
This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…
The theoretical and numerical understanding of the key concept of topological entropy is an important problem in dynamical systems. Most studies have been carried out on maps (discrete-time systems). We analyse a scenario of global changes…
Understanding which physical processes are symmetric with respect to time inversion is a ubiquitous problem in physics. In quantum physics, effective gauge fields allow emulation of matter under strong magnetic fields, realizing the…
Many real-world systems exhibit ``noisy'' evolution in time; interpreting their finitely-sampled behavior as arising from continuous-time processes (in the It\^o or Stratonovich sense) has led to significant success in modeling and analysis…
We establish that if a sequence of spaces equipped with resistance metrics and measures converge with respect to the Gromov-Hausdorff-vague topology, and a certain non-explosion condition is satisfied, then the associated stochastic…
The probabilistic description of the time evolution of a physical system can take two conceptually distinct forms: a trajectory of probabilities, which specifies how probabilities evolve over time, and a probability on trajectories, which…
We develop a method to prove almost global stability of stochastic differential equations in the sense that almost every initial point (with respect to the Lebesgue measure) is asymptotically attracted to the origin with unit probability.…
L\'{e}vy processes with completely monotone jumps appear frequently in various applications of probability. For example, all popular stock price models based on L\'{e}vy processes (such as the Variance Gamma, CGMY/KoBoL and Normal Inverse…
We develop a method that relates the truncated cumulant-function of the fourth order with the L\'evian cumulant-function. This gives us explicit formulas for the L\'evy-parameters, which allow a real-time analysis of the state of a…
We study robust nonlinear filtering for stochastic models driven by L\'evy processes, where the signal and observation processes are coupled through common Brownian and jump noise. Robustness, defined as the continuous dependence of the…
We obtain the first probabilistic proof of continuous differentiability of time-dependent optimal boundaries in optimal stopping problems. The underlying stochastic dynamics is a one-dimensional, time-inhomogeneous diffusion. The gain…
The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…