Related papers: Topological equivalence for discontinuous random d…
In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…
For a stochastic process $(X_t)_{t\geq 0}$ we establish conditions under which the inverse first-passage time problem has a solution for any random variable $\xi >0$. For Markov processes we give additional conditions under which the…
In this paper, we, for the first time, establish two comparison theorems for multi-dimensional backward stochastic differential equations with jumps. Our approach is novel and completely different from the existing results for…
We analyze confining mechanisms for L\'{e}vy flights. When they evolve in suitable external potentials their variance may exist and show signatures of a superdiffusive transport. Two classes of stochastic jump - type processes are…
We argue here that, as it happens in Classical and Quantum Mechanics, where it has been proven that alternative Hamiltonian descriptions can be compatible with a given set of equations of motion, the same holds true in the realm of…
In complex systems, the interplay between nonlinear and stochastic dynamics, e.g., J. Monod's necessity and chance, gives rise to an evolutionary process in Darwinian sense, in terms of discrete jumps among attractors, with punctuated…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
Motivated by certain problems of statistical physics we consider a stationary stochastic process in which deterministic evolution is interrupted at random times by upward jumps of a fixed size. If the evolution consists of linear decay, the…
Consider jump-type stochastic differential equations with the drift, diffusion and jump terms. Logarithmic derivatives of densities for the solution process are studied, and the Bismut-Elworthy-Li type formulae can be obtained under the…
There are many Markov chains on infinite dimensional spaces whose one-step transition kernels are mutually singular when starting from different initial conditions. We give results which prove unique ergodicity under minimal assumptions on…
Two general upper bounds on the topological entropy of nonlinear time-varying systems are established: one using the matrix measure of the system Jacobian, the other using the largest real part of the eigenvalues of the Jacobian matrix with…
Anti-selfdual Lagrangians on a state space lift to path space provided one adds a suitable selfdual boundary Lagrangian. This process can be iterated by considering the path space as a new state space for the newly obtained anti-selfdual…
A topological dynamical system induces two natural systems, one is on the hyperspace and the other one is on the probability space. The connection among some dynamical properties on the original space and on the induced spaces are…
We prove a boundary Harnack inequality for jump-type Markov processes on metric measure state spaces, under comparability estimates of the jump kernel and Urysohn-type property of the domain of the generator of the process. The result holds…
We establish transportation cost inequalities, with respect to the uniform and $L_2$-metric, on the path space of continuous functions, for laws of solutions of stochastic differential equations with reflections. We also consider the case…
We generalize the notion of the submartingale property and Doob's inequality. Furthermore, we show how the latter leads to new inequalities for several stochastic processes: certain time series, Levy processes, random walks, processes with…
We consider an N-level non-Hermitian Hamiltonian with an exceptional point of order N. We define adiabatic equivalence in such systems and explore topological phase. We show that the topological exceptional states appear at the interface of…
We start by providing an explicit characterization and analytical properties, including the persistence phenomena, of the distribution of the extinction time $\mathbb{T}$ of a class of non-Markovian self-similar stochastic processes with…
We study the statistical mechanics of a general Hamiltonian system in the context of symplectic structure of the corresponding phase space. This covariant formalism reveals some interesting correspondences between properties of the phase…
This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…