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Related papers: On a notion of stochastic zeroing barrier function

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The objects under investigation are the stochastic integrals with respect to free Levy processes. We define such integrals for square-integrable integrands, as well as for a certain general class of bounded integrands. Using the product…

Operator Algebras · Mathematics 2007-05-23 Michael Anshelevich

We define a fractional Ito stochastic integral with respect to a randomly scaled fractional Brownian motion via an $S$-transform approach. We investigate the properties of this stochastic integral, prove the Ito formula for functions of…

Probability · Mathematics 2026-03-05 Yana A. Butko , Merten Mlinarzik

This paper first summarizes the foundations of stochastic calculus via regularization and constructs through this procedure It\^o and Stratonovich integrals. In the second part, a survey and new results are presented in relation with finite…

Probability · Mathematics 2007-05-23 Francesco Russo , Pierre Vallois

By introducing a color filtration to the multiplicity space, we extend the quantum Ito calculus on multiple symmetric Fock space to the framework of filtered adapted biprocesses. In this new notion of adaptedness,``classical'' time…

Quantum Algebra · Mathematics 2014-07-25 Romuald Lenczewski

This paper proposes a new framework to compute finite-horizon safety guarantees for discrete-time piece-wise affine systems with stochastic noise of unknown distributions. The approach is based on a novel approach to synthesise a stochastic…

Systems and Control · Electrical Eng. & Systems 2023-09-12 Frederik Baymler Mathiesen , Licio Romao , Simeon C. Calvert , Alessandro Abate , Luca Laurenti

We study the safety verification problem for a class of distributed parameter systems described by partial differential equations (PDEs), i.e., the problem of checking whether the solutions of the PDE satisfy a set of constraints at a…

Optimization and Control · Mathematics 2017-08-11 Mohamadreza Ahmadi , Giorgio Valmorbida , Antonis Papachristodoulou

We present a condition for a stochastic differential equation dX_{t}={\mu}(t,X_{t})dt+{\sigma}(t,X_{t})dB_{t} to have a unique functional solution of the form Z(t,B_{t}). The condition expresses a relation between {\mu} and {\sigma}. A…

Probability · Mathematics 2012-09-05 Imme van den Berg

The overarching goal of this paper is to establish a set-valued It\^{o}'s formula. As an application, we obtain the existence and uniqueness of solutions for the general set-valued backward stochastic differential equation which gives an…

Probability · Mathematics 2021-02-09 Yao-jia Zhang , Zhun Gou , Nan-jing Huang

Accurate quantification of safety is essential for the design of autonomous systems. In this paper, we present a methodology to characterize the exact probabilities associated with invariance and recovery in safe control. We consider a…

Optimization and Control · Mathematics 2021-04-22 Albert Chern , Xiang Wang , Abhiram Iyer , Yorie Nakahira

In this paper an alternative approach to solve uncertain Stochastic Differential Equation (SDE) is proposed. This uncertainty occurs due to the involved parameters in system and these are considered as Triangular Fuzzy Numbers (TFN). Here…

Numerical Analysis · Computer Science 2015-02-11 Sukanta Nayak , Snehashish Chakraverty

Providing non-trivial certificates of safety for non-linear stochastic systems is an important open problem that limits the wider adoption of autonomous systems in safety-critical applications. One promising solution to address this problem…

Systems and Control · Electrical Eng. & Systems 2022-06-06 Frederik Baymler Mathiesen , Simeon Calvert , Luca Laurenti

This paper is a survey of methods for solving smooth (strongly) monotone stochastic variational inequalities. To begin with, we give the deterministic foundation from which the stochastic methods eventually evolved. Then we review methods…

Optimization and Control · Mathematics 2023-04-04 Aleksandr Beznosikov , Boris Polyak , Eduard Gorbunov , Dmitry Kovalev , Alexander Gasnikov

In general, adding a stochastic perturbation to a differential equation possessing an invariant manifold destroys the invariance as far as the It\^o formalism is used. In this article, we propose an invariantization method for perturbations…

Mathematical Physics · Physics 2018-09-26 Jacky Cresson , Yasmina Kheloufi , Khadra Nachi

Control barrier functions are widely used to synthesize safety-critical controls. However, the presence of Gaussian-type noise in dynamical systems can generate unbounded signals and potentially result in severe consequences. Although…

Systems and Control · Electrical Eng. & Systems 2023-12-21 Chuanzheng Wang , Yiming Meng , Jun Liu , Stephen Smith

The large-scale integration of intermittent renewable energy has brought serious challenges to the frequency security of power systems. In this paper, a novel nonparametric stochastic analysis method of system dynamic frequency is proposed…

Systems and Control · Electrical Eng. & Systems 2023-12-19 Can Wan , Yupeng Ren , Ping Ju

The paper is concerned with a zero-sum continuous-time stochastic differential game with a dynamics controlled by a Markov process and a terminal payoff. The value function of the original game is estimated using the value function of a…

Optimization and Control · Mathematics 2016-02-16 Yurii Averboukh

In this paper, we study the stabilization problem for the Ito systems with both multiplicative noise and multiple delays which exist widely in applications such as networked control systems. Sufficient and necessary conditions are obtained…

Optimization and Control · Mathematics 2018-07-20 Juanjuan Xu , Huanshui Zhang

A free choice of the integration sense would lead to the paradox that the number of possible equations (thus of solutions for a given model) can vary under a mere change of the variables. This is shown by a specific change which neutralizes…

Mathematical Physics · Physics 2017-04-18 Dietrich Ryter

When deployed in the real world, safe control methods must be robust to unstructured uncertainties such as modeling error and external disturbances. Typical robust safety methods achieve their guarantees by always assuming that the…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Ryan K. Cosner , Preston Culbertson , Aaron D. Ames

In this paper, we demonstrate the simulation of fundamental solution for the parabolic equation by the relationship with Ito diffusion. The factorization and Monte Carlo methods of the fundamental solution are considered. With the fact that…

Methodology · Statistics 2014-07-07 Xinjun Gan , Gang Wei , Jie Zhang , Qi Zhang