Related papers: Stability properties of stochastic maximal $L^p$-r…
We consider the stability of Robust Optimization problems with respect to perturbations in their uncertainty sets. We focus on Linear Optimization problems, including those with a possibly infinite number of constraints, also known as…
In this paper, we discuss delayed periodic dynamical systems, compare capability of criteria of global exponential stability in terms of various $L^{p}$ ($1\le p<\infty$) norms. A general approach to investigate global exponential stability…
In this paper, we investigate solution stability for control problems of partial differential equations with the cost functional not involving the usual quadratic term for the control. We first establish a sufficient optimality condition…
Semidiscretization in time is studied for a class of quasi-linear evolution equations in a framework due to Kato, which applies to symmetric first-order hyperbolic systems and to a variety of fluid and wave equations. In the regime where…
Maximum likelihood estimation (MLE) methods are widely used for evolutionary tree. As evolutionary tree is not a smooth parameter, the consistency of its MLE has been a topic of debate. It has been noted without proof that the classical…
We study the stability of quantum pure states and, more generally, subspaces for stochastic dynamics that describe continuously--monitored systems. We show that the target subspace is almost surely invariant if and only if it is invariant…
The Blackstock-Crighton equation models nonlinear acoustic wave propagation in thermo-viscous fluids. In the present work we investigate the associated inhomogeneous Dirichlet and Neumann boundary value problems in a bounded domain and…
We consider stable solutions to the equation $ -\Delta_p u =f(u) $ in a smooth bounded domain $\Omega\subset\mathbb{R}^n $ for a $ C^1 $ nonlinearity $f$. Either in the radial case, or for some model nonlinearities $f$ in a general domain,…
This paper is concerned with establishing global asymptotic stability results for a class of non-linear PDE which have some similarity to the PDE of the Lifschitz-Slyozov-Wagner model. The method of proof does not involve a Lyapounov…
This paper investigates the existence, uniqueness, and regularity of solutions to evolution equations with time-measurable pseudo-differential operators in weighted mixed-norm Sobolev-Lipschitz spaces. We also explore trace embedding and…
In this paper, we study the problem of Poisson stability of solutions for stochastic semi-linear evolution equation driven by fractional Brownian motion \mathrm{d} X(t)= \left( AX(t) + f(t, X(t)) \right) \mathrm{d}t + g\left(t,…
Stability is a key property of both forward models and inverse problems, and depends on the norms considered in the relevant function spaces. For instance, stability estimates for hyperbolic partial differential equations are often based on…
The main goal of the work is to study the stochastic averaging principle for two time-scales stochastic evolution equations driven by L\'evy process. The solution of reduced equation with modified coefficient is derived to approximate the…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
In this manuscript, we investigate a fractional stochastic neutral differential equation with time delay, which includes both deterministic and stochastic components. Our primary objective is to rigorously prove the existence of a unique…
This paper is devoted to the maximal $L^1$ regularity and asymptotic behavior for solutions to the inhomogeneous incompressible Navier-Stokes equations under a scaling-invariant smallness assumption on the initial velocity. We obtain a new…
We consider a simple model for multidimensional cone-wise linear dynamics around cusp-like equilibria. We assume that the local linear evolution is either $\mathbf{v}^\prime=\mathbb{A}\mathbf{v}$ or $\mathbb{B}\mathbf{v}$ (with…
This paper is devoted to the analysis of a finite horizon discrete-time stochastic optimal control problem, in presence of constraints. We study the regularity of the value function which comes from the dynamic programming algorithm. We…
In this article we develop a framework for studying parabolic semilinear stochastic evolution equations (SEEs) with singularities in the initial condition and singularities at the initial time of the time-dependent coefficients of the…
We develop an asymptotic theory for the jump robust measurement of covariations in the context of stochastic evolution equation in infinite dimensions. Namely, we identify scaling limits for realized covariations of solution processes with…