Related papers: Stable processes conditioned to hit an interval co…
This paper addresses the stability problem for discrete-time switched systems under autonomous switching. Each mode of the switched system is modeled as a Linear Parameter Varying (LPV) system, the time-varying parameters can vary…
In this paper, we derive differential conditions guaranteeing the orbital stability of nonlinear hybrid limit cycles. These conditions are represented as a series of pointwise linear matrix inequalities (LMI), enabling the search for…
We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…
The topic of this manuscript is the stability analysis of continuous-time switched nonlinear systems with constraints on the admissible switching signals. Our particular focus lies in considering signals characterized by upper and lower…
A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…
This paper compiles several aspects of the dynamics of stochastic approximation algorithms with Markov iterate-dependent noise when the iterates are not known to be stable beforehand. We achieve the same by extending the lock-in probability…
In this paper we consider the problem of finding stable maxima of expensive (to evaluate) functions. We are motivated by the optimisation of physical and industrial processes where, for some input ranges, small and unavoidable variations in…
A necessary and sufficient condition for a L\'evy process $X$ to stay positive, in probability, near 0, which arises in studies of Chung-type laws for $X$ near 0, is given in terms of the characteristics of $X$.
A Lyapunov-Krasovskii functional with prescribed derivative whose construction does not require the stability of the system is introduced. It leads to the presentation of stability/instability theorems. By evaluating the functional at…
We consider the class of stationary-increment harmonizable stable processes with infinite control measure, which most notably includes real harmonizable fractional stable motions. We give conditions for the integrability of the paths of…
A continuous-time Markov process $X$ can be conditioned to be in a given state at a fixed time $T > 0$ using Doob's $h$-transform. This transform requires the typically intractable transition density of $X$. The effect of the $h$-transform…
In this paper we show that the existence of a Lyapunov-Krasovskii functional is necessary and sufficient condition for the uniform global asymptotic stability and the global exponential stability of time-invariant systems described by…
We explicitly construct global strict Lyapunov functions for rapidly time-varying nonlinear control systems. The Lyapunov functions we construct are expressed in terms of oftentimes more readily available Lyapunov functions for the limiting…
We introduce a fairly general concept of functional equation for $k$-tuples of functions $f_1,\dots,f_k\colon X \to Y$ between arbitrary sets. The homomorphy equations for mappings between groups and other algebraic systems, as well as…
Based on the concept of self-decomposability, we extend some recent multivariate L\'evy models built using multivariate subordination with the aim of capturing situations in which a sudden event in one market is propagated onto related…
A short proof is given of a necessary and sufficient condition for the normalized occupation measure of a L\'evy process in a metrizable compact group to be asymptotically uniform with probability one.
We study whether a multivariate L\'evy-driven moving average process can shadow arbitrarily closely any continuous path, starting from the present value of the process, with positive conditional probability, which we call the conditional…
This article aims at providing a unified analysis of the exponential stabilization of some abstract infinite dimensional systems undergoing an event-triggering mechanism that samples the control input. The partial differential equation is…
In this paper we study the domain of stable processes, stable-like processes and more general pseudo- and integro-differential operators which naturally arise both in analysis and as infinitesimal generators of L\'evy- and L\'evy-type…
This paper concerns two-dimensional Filippov systems --- ordinary differential equations that are discontinuous on one-dimensional switching manifolds. In the situation that a stable focus transitions to an unstable focus by colliding with…