Related papers: Sweeping processes with prescribed behaviour on ju…
Quantum trajectory theories have not fully reconciled discrete quantum jumps with continuous unitary evolution. We address this challenge by developing a hidden variable formulation that reveals hidden correlations in individual trials. We…
We propose coupled evolution equations for the thickness of a liquid film and the density of an adsorbate layer on a partially wetting solid substrate. Therein, running droplets are studied assuming a chemical reaction underneath the…
The goal of this paper is the analytical validation of a model of Cermelli and Gurtin for an evolution law for systems of screw dislocations under the assumption of antiplane shear. The motion of the dislocations is restricted to a discrete…
One of the most efficient ways of generating goal-directed walking motions is synthesising the final motion based on footprints. Nevertheless, current implementations have not examined the generation of continuous motion based on…
We consider the limit behavior of a one-dimensional random walk with unit jumps whose transition probabilities are modified every time the walk hits zero. The invariance principle is proved in the scheme of series where the size of…
Here we present well-posedness results for first order stochastic differential inclusions, more precisely for sweeping process with a stochastic perturbation. These results are provided in combining both deterministic sweeping process…
In this paper we derive a generic decomposition of the option pricing formula for models with finite activity jumps in the underlying asset price process (SVJ models). This is an extension of the well-known result by Alos (2012) for Heston…
In this paper, we construct rotating frames for curves, including plane curves, space curves and curves on surfaces. Hence, the behaviour of an arbitrary moving point on a curve can be seen as the composite of linear motion and rotation.…
We provide a support theorem for the law of the solution to an SDE with jump noise. This theorem applies to general SDEs with jumps and is illustrated by examples of SDEs with quite degenerate jump noises where the theorem leads to an…
We study sweeping processes in a Hilbert space driven by time-dependent uniformly prox-regular sets, allowing the moving constraint to exhibit discontinuities of bounded variation. We introduce a new integral formulation for…
The existence of the {\em typical set} is key for data compression strategies and for the emergence of robust statistical observables in macroscopic physical systems. Standard approaches derive its existence from a restricted set of…
To circumvent the ill-posedness issues present in various models of continuum fluid mechanics, we present a dynamical systems approach aiming at selection of physically relevant solutions. Even under the presence of infinitely many…
In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…
In this article we define and study a stochastic process on Galoisian covers of compact manifolds. The successive positions of the process are defined recursively by picking a point uniformly in the Dirichlet domain of the previous one. We…
The Pontryagin-type maximum principle derived in [30] for optimal control problems involving sweeping processes is generalized to the case where the sweeping set C is nonsmooth and not necessarily bounded, namely, C is the intersection of a…
In the paper, a class of second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps with non-Lipschitz conditions is considered. The existence and uniqueness of the mild solution is established by means of the…
We give a concise proof of the fundamental theorem of smoothing theory in the special case when a smoothing exists.
Using the language of regular variation, we give a sufficient condition for a point process to be in the superposition domain of attraction of a strictly stable point process. This sufficient condition is then used to obtain an explicit…
A continuum individual-based model of hopping and coalescing particles is introduced and studied. Its microscopic dynamics are described by a hierarchy of evolution equations obtained in the paper. Then the passage from the micro- to…
The problem of the existence and uniqueness of the motion of the system of an arbitrary number linear oscillators under a generalized dry-friction type control is studied. This type of control arises in the problem of steering the system to…