Related papers: Vector-valued Almost Sure Invariance Principle For…
Using a weak convergence approach, we establish a Large Deviation Principle (LDP) for the solutions of fluid dynamic systems in two-dimensional bounded domains subjected to no-slip boundary conditions and perturbed by additive noise. Our…
We prove a weak iterated invariance principle for a large class of non-uniformly expanding random dynamical systems. In addition, we give a quenched homogenization result for fast-slow systems in the case when the fast component corresponds…
This article establishes an asymptotic theory for volatility estimation in an infinite-dimensional setting. We consider mild solutions of semilinear stochastic partial differential equations and derive a stable central limit theorem for the…
In this paper we study time semi-discrete approximations of a class of polynomially stable infinite dimensional systems modeling the damped vibrations. We prove that adding a suitable numerical viscosity term in the numerical scheme, one…
Value-at-risk (VaR) has been playing the role of a standard risk measure since its introduction. In practice, the delta-normal approach is usually adopted to approximate the VaR of portfolios with option positions. Its effectiveness,…
In this paper, we obtain almost sure invariance principles with rate of order $n^{1/p}\log^\beta n$, $2< p\le 4$, for sums associated to a sequence of reverse martingale differences. Then, we apply those results to obtain similar…
We investigate the maximum caliber variational principle as an inference algorithm used to predict dynamical properties of complex nonequilibrium, stationary, statistical systems in the presence of incomplete information. Specifically, we…
This paper provide a comprehensive analysis of the finite and long time behavior of continuous-time non-Markovian dynamical systems, with a focus on the forward Stochastic Volterra Integral Equations(SVIEs).We investigate the properties of…
A constant-rate multi-mode system is a hybrid system that can switch freely among a finite set of modes, and whose dynamics is specified by a finite number of real-valued variables with mode-dependent constant rates. We introduce and study…
The notion of Inertial Balanced Viscosity (IBV) solution to rate-independent evolutionary processes is introduced. Such solutions are characterized by an energy balance where a suitable, rate-dependent, dissipation cost is optimized at jump…
In this paper we estimate the rest of the approximation of a stationary process by a martingale in terms of the projections of partial sums. Then, based on this estimate, we obtain almost sure approximation of partial sums by a martingale…
We prove an invariance principle (functional central limit theorem) for a vector-valued additive functional of a Markov chain for almost every starting point with respect to an ergodic equilibrium distribution. The hypothesis is a moment…
Incremental stability is a property of dynamical systems that ensures the convergence of trajectories with respect to each other rather than a fixed equilibrium point or a fixed trajectory. In this paper, we introduce a related stability…
In this paper, we develop tools to establish almost sure stability of stochastic switched systems whose switching signal is constrained by an automaton. After having provided the necessary generalizations of existing results in the setting…
A variation principle for mass transport in solids is derived that recasts transport coefficients as minima of local thermodynamic average quantities. The result is independent of diffusion mechanism, and applies to amorphous and…
Written with respect to an appropriate Poisson structure, a partially integrable Hamiltonian system is viewed as a completely integrable system with parameters. Then, the theorem on quasi-periodic stability in Ref. [1] (the KAM theorem) can…
Motivated by recent developments in Hamiltonian variational principles, Hamiltonian variational integrators, and their applications such as to optimization and control, we present a new Type II variational approach for Hamiltonian systems,…
Recently, Horv\'ath, Song, and Terlaky [\emph{A novel unified approach to invariance condition of dynamical system, submitted to Applied Mathematics and Computation}] proposed a novel unified approach to study, i.e., invariance conditions,…
For stochastic systems with nonvanishing noise, i.e., at the desired state the noise port does not vanish, it is impossible to achieve the global stability of the desired state in the sense of probability. This bad property also leads to…
We seek to establish qualitative convergence results to a general class of evolution PDEs described by gradient flows in optimal transportation distances. These qualitative convergence results come from dynamical systems under the general…