Related papers: Stability of Nonlinear Regime-switching Jump Diffu…
We consider the problem of designing control laws for stochastic jump linear systems where the disturbances are drawn randomly from a finite sample space according to an unknown distribution, which is estimated from a finite sample of…
A parameter estimation problem for a class of semilinear stochastic evolution equations is considered. Conditions for consistency and asymptotic normality are given in terms of growth and continuity properties of the nonlinear part.…
We propose a quantitative direct method to prove the local stability of a stationary solution for a rough differential equation and its regular discretization scheme. Using Doss-Sussmann technique and stopping time analysis, we provide…
In this paper, we consider the stability analysis of large-scale distributed networked control systems with random communication delays between linearly interconnected subsystems. The stability analysis is performed in the Markov jump…
Some sufficient conditions on the algebraic stability of non-homogeneous regime-switching diffusion processes are established. In this work we focus on determining the decay rate of a stochastic system which switches randomly between…
This paper studies exponential stability properties of a class of two-dimensional (2D) systems called differential repetitive processes (DRPs). Since a distinguishing feature of DRPs is that the problem domain is bounded in the "time"…
Affine jump-diffusions constitute a large class of continuous-time stochastic models that are particularly popular in finance and economics due to their analytical tractability. Methods for parameter estimation for such processes require…
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…
This paper is devoted to the nonlinear analysis of a kinetic model introduced by Saintillan and Shelley to describe suspensions of active rodlike particles in viscous flows. We investigate the stability of the constant state $\Psi(t,x,p) =…
We study the asymptotic stability properties of nonlinear switched systems under the assumption of the existence of a common weak Lyapunov function. We consider the class of nonchaotic inputs, which generalize the different notions of…
This paper aims to develop the stability theory for singular stochastic Markov jump systems with state-dependent noise, including both continuous- and discrete-time cases. The sufficient conditions for the existence and uniqueness of a…
We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…
We study networked control of non-linear systems where system states and tentative plant input sequences are transmitted over unreliable communication channels. The sequences are calculated recursively by using a pre-designed nominally…
This work develops asymptotic properties of a class of switching jump diffusion processes. The processes under consideration may be viewed as a number of jump diffusion processes modulated by a random switching mechanism. The underlying…
We give a sufficient condition for exponential stability of a network of lossless telegrapher's equations, coupled by linear time-varying boundary conditions. The sufficient conditions is in terms of dissipativity of the couplings, which is…
We propose a general framework for studying jump-diffusion systems driven by both Gaussian noise and a jump process with state-dependent intensity. Of particular natural interest are the jump locations: the system evaluated at the jump…
We consider some reaction-diffusion equations describing systems with the nonlocal consumption of resources and the intraspecific competition. Sharp conditions on the coefficients are obtained to ensure the stability and instability of…
We consider nonlinear model predictive control (MPC) schemes without stabilizing terminal conditions, where the model used in the optimization step is generated based on input-output data only. We establish exponential stability for…
This paper studies the stability of sampled and networked control systems with sampling and communication times governed by probabilistic clocks. The clock models have few restrictions, and can be used to model numerous phenomena such as…
In this paper we characterise the global stability, global boundedness and recurrence of solutions of a scalar nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable autonomous…