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The aim of this article is to refine a weak invariance principle for stationary sequences given by Doukhan & Louhichi (1999). Since our conditions are not causal our assumptions need to be stronger than the mixing and causal $\theta$-weak…
This paper is a continuation of [26]. Here theorems on conditional uniqueness and regularity for solutions to stochastic Navier-Stokes equations in $\mathbb R^d$ are presented.
In dimension $d\geq3$, we present a general assumption under which the renewal theorem established by Spitzer for i.i.d. sequences of centered nonlattice r.v. holds true. Next we appeal to an operator-type procedure to investigate the…
We define and study the Cauchy problem for a 1-D nonlinear Dirac equation with nonlinearities concentrated at one point. Global well-posedness is provided and conservation laws for mass and energy are shown. Several examples, including…
The bivariate copulas that describe the dependencies and partial dependencies of lagged variables in strictly stationary, first-order GARCH-type processes are investigated. It is shown that the copulas of symmetric GARCH processes are…
For a discrete time Markov chain and in line with Strotz' consistent planning we develop a framework for problems of optimal stopping that are time-inconsistent due to the consideration of a non-linear function of an expected reward. We…
Linear structural equation models are multivariate statistical models encoded by mixed graphs. In particular, the set of covariance matrices for distributions belonging to a linear structural equation model for a fixed mixed graph $G=(V,…
This article treats global uniform exponential stability (GUES) of discrete-time switched linear systems under restricted switching. Given admissible minimum and maximum dwell times, we provide sufficient conditions on the subsystems under…
Understanding the structural evolution of granular systems is a long-standing problem. A recently proposed theory for such dynamics in two dimensions predicts that steady states of very dense systems satisfy detailed-balance. We analyse…
This paper deals with stability of discrete-time switched linear systems whose all subsystems are unstable. We present sufficient conditions on the subsystems matrices such that a switched system is globally exponentially stable under a set…
We show the unique existence of solutions to stationary Navier-Stokes equations with small singular external forces belonging to a critical space. To the best of our knowledge, this is the largest critical space that is available up to now…
Discrete Ginzburg-Landau (DGL) equations with non-local nonlinearities have been established as significant inherently discrete models in numerous physical contexts, similar to their counterparts with local nonlinear terms. We study two…
Engle and Russell (1998, Econometrica, 66:1127--1162) apply results from the GARCH literature to prove consistency and asymptotic normality of the (exponential) QMLE for the generalized autoregressive conditional duration (ACD) model, the…
We consider a class of matrices with a specific structure that arises, among other examples, in dynamic models for biological regulation of enzyme synthesis (Tyson and Othmer, 1978). We first show that a stability condition given in (Tyson…
While synchronized states, and the dynamical pathways through which they emerge, are often regarded as the paradigm to understand the dynamics of information spreading on undirected networks of nonlinear dynamical systems, when we consider…
Dyadic models of the Euler equations were introduced as toy models to study the behaviour of an inviscid fluid in turbulence theory. In 1974 Novikov proposed a generalized mixed dyadic model that extends both Katz-Pavlovic and Obukhov…
A variety of physical phenomena involve the nonlinear transfer of energy from weakly damped modes subjected to external forcing to other modes which are more heavily damped. In this work we explore this in (finite-dimensional) stochastic…
The volatility modeling for autoregressive univariate time series is considered. A benchmark approach is the stationary ARCH model of Engle (1982). Motivated by real data evidence, processes with non constant unconditional variance and ARCH…
We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…
This work studies the dynamics of solutions to the sine-Gordon equation posed on a tadpole graph $G$ and endowed with boundary conditions at the vertex of $\delta$-type. The latter generalize conditions of Neumann-Kirchhoff type. The…