Related papers: Random Time Change and Related Evolution Equations…
We study the asymptotic convergence properties, as the time variable goes to infinity, of trajectories of second-order dissipative evolution equations combining potential with non-potential effects. We exhibit a sharp condition, involving…
Markov processes restarted or reset at random times to a fixed state or region in space have been actively studied recently in connection with random searches, foraging, and population dynamics. Here we study the large deviations of…
We study the asymptotic behavior of complex discrete evolution equations of Ginzburg- Landau type. Depending on the nonlinearity and the data of the problem, we find different dynamical behavior ranging from global existence of solutions…
The concept of weak invariants has recently been introduced in the context of conserved quantities in finite-time processes in nonequilibrium quantum thermodynamics. A weak invariant itself has a time-dependent spectrum, but its expectation…
We study the asymptotic behavior of the trajectory of a nonautonomous evolution equation governed by a quasi-nonexpansive operator in Hilbert spaces. We prove the weak convergence of the trajectory to a fixed point of the operator by…
The work treats systems combining slow and fast motions depending on each other where fast motions are perturbations of families of either dynamical systems or Markov processes with freezed slow variable. In the first case we consider…
A variational formula for the asymptotic variance of general Markov processes is obtained. As application, we get a upper bound of the mean exit time of reversible Markov processes, and some comparison theorems between the reversible and…
In this paper, we investigate the global existence, uniqueness and asymptotic stability of time $\omega$-periodic classical solution for a class of extended Fisher-Kolmogorov equations with delays and general nonlinear term. We establish a…
We study Markov processes conditioned so that their local time must grow slower than a prescribed function. Building upon recent work on Brownian motion with constrained local time in [5] and [33], we study transience and recurrence for a…
We define and study fractional versions of the well-known Gamma subordinator $\Gamma :=\{\Gamma (t),$ $t\geq 0\},$ which are obtained by time-changing $% \Gamma $ by means of an independent stable subordinator or its inverse. Their…
In this paper, we study mixed power-exponential moment functionals of nonlinearly perturbed semi-Markov processes in discrete time. Conditions under which the moment functionals of interest can be expanded in asymptotic power series with…
This article is devoted to developing an abstract theory of time-fractional gradient flow equations for time-dependent convex functionals in real Hilbert spaces. The main results concern the existence of strong solutions to time-fractional…
In this paper we investigate a class of nonautonomous linear parabolic problems with time depending Ornstein-Uhlenbeck operators. We study the asymptotic behavior of the associated evolution operator and evolution semigroup in the periodic…
We aim at characterizing the asymptotic behavior of value functions in the control of piece-wise deterministic Markov processes (PDMP) of switch type under nonexpansive assumptions. For a particular class of processes inspired by temperate…
We consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy tailed steps, the limiting…
In this article, we study the regularity of solutions to inhomogeneous time-fractional evolution equations involving anisotropic non-local operators in mixed-norm Sobolev spaces of variable order, with non-trivial initial conditions. The…
In this paper we study an asymptotic expansion for the distribution of a random motion of a particle driven by a Markov process in diffusion approximation. We show that the singularly perturbed equation of a Markovian random motion can be…
The long- and short-time behavior of solutions to dissipative evolution equations is studied by applying the concept of hypocoercivity. Aiming at partial differential equations that allow for a modal decomposition, we compute estimates that…
It is an interesting open problem to achieve adaptive prescribed-time control for strict-feedback systems with unknown and fast or even abrupt time-varying parameters. In this paper we present a solution with the aid of several design and…
In this paper we study the asymptotic behaviour of empirical processes when parameters are estimated, assuming that the underlying sequence of random variables is long-range dependent. We show completely different phenomena compared to…