Related papers: Stopping time convergence for processes associated…
The paper deals with the Dirichlet problem for the nonstationary Stokes system in a cone. The authors obtain existence and uniqueness results for solutions in weighted Sobolev spaces and study the asymptotics of the solutions at infinity.
We derive a mode-coupling theory for the slow dynamics of fluids confined in disordered porous media represented by spherical particles randomly placed in space. Its equations display the usual nonlinear structure met in this theoretical…
In this paper, we present the first general solution to the automatic reconfiguration problem of timed discrete-event systems. We extend the recursive forcible backtracking approach which had been already solved the automatic…
In this paper, we prove that there exists a unique, bounded continuous weak solution to the Dirichlet boundary value problem for a general class of second-order elliptic operators with singular coefficients, which does not necessarily have…
In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of quantitative finance. Using large…
We investigate the limiting behavior of discrete determinantal point processes (DPPs) towards continuous DPPs when the size of the set to sample from goes to infinity. We propose a non-asymptotic characterization of this limit in terms of…
Non-autonomous perturbations of isochronous systems in the plane are considered. It is assumed that the intensity of perturbations decays with time, and the frequency is asymptotically constant with the limiting value satisfying a resonance…
Tau leap schemes were originally designed for the efficient time stepping of discrete state and continuous in time Markov processes arising in stochastic chemical kinetics. Previous convergence results on tau leaping schemes have been…
We develop methods to solve general optimal stopping problems with opportunities to stop that arrive randomly. Such problems occur naturally in applications with market frictions. Pivotal to our approach is that our methods operate on…
For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…
We study optimal multiple stopping of strong Markov processes with random refraction periods. The refraction periods are assumed to be exponentially distributed with a common rate and independent of the underlying dynamics. Our main tool is…
Recently our understanding of black holes in D-spacetime dimensions, as solutions of the Einstein equation, has advanced greatly. Besides the well established spherical black hole we have now explicitly found other species of topologies of…
Within the context of topological data analysis, the problems of identifying topological significance and matching signals across datasets are important and useful inferential tasks in many applications. The limitation of existing solutions…
The paper investigates sufficient conditions on a differential inclusion which guarantee that the origin is a finite time stable equilibrium, namely a weak local one, a weak global one or a strong local one. The analysis relies on the…
In this paper we consider the problem of a multi-agent system achieving a formation in the presence of misbehaving or adversarial agents. We introduce a novel continuous time resilient controller to guarantee that normally behaving agents…
The aim of this article is to investigate the well-posedness, stability and convergence of solutions to the time-dependent Maxwell's equations for electric field in conductive media in continuous and discrete settings. The situation we…
The steady motion of a viscous incompressible fluid in a junction of unbounded channels with sources and sinks is modeled through the Navier-Stokes equations under inhomogeneous Dirichlet boundary conditions. In contrast to many previous…
We study delay-induced transitions in consensus dynamics on signed networks with a ring topology. The proposed model is formulated as a system of delay differential equations incorporating both cooperative and antagonistic interactions, as…
A recursive time-varying state feedback is presented for a chain of integrators with unmatched perturbations in continuous and discrete time. In continuous time, it is shown that hyperexponential convergence is achieved for the first state…
The stability analysis of a class of discontinuous discrete-time systems is studied in this paper. The system under study is modeled as a feedback interconnection of a linear system and a set-valued nonlinearity. An equivalent…