Related papers: Long-time asymptotic behaviour of the value functi…

The paper is devoted to the asymptotic behavior of value functions of abstract control problem with the long-time and discounted averages. The Uniform Tauberian Theorem for these problems states that the uniform convergence of value…

In this study, we examine the asymptotic behavior of solutions to nonlinear Schr\"{o}dinger equations with time-dependent harmonic oscillators and prove the time-decay property of solutions in the case of a long range power type…

In this paper we study well-posedness and asymptotic stability for a class of nonlinear second-order evolution equations with intermittent delay damping. More precisely, a delay feedback and an undelayed one act alternately in time. We show…

We give estimates for the convolution product of an arbitrary number of endlessly continuable functions. This allows us to deal with nonlinear operations for the corresponding resurgent series, e.g. substitution into a convergent power…

We determine the asymptotic behavior of the realized power variations, or more generally of sums of a given test function evaluated at the successive increments of a L\'{e}vy process. One can completely elucidate the first order behavior…

We investigate the asymptotic behavior of sample functions of stable processes when $t{\to}\infty$. We compare our results with the iterated logarithm law, results for the first hitting time and most visited sites problems.

In this paper, we present new results on finite- and fixed-time convergence for dynamical systems using LaSalle-like invariance principles. In particular, we provide first and second-order non-smooth Lyapunov-like results for finite- and…

We consider the model selection problem for a large class of time series models, including, multivariate count processes, causal processes with exogenous covariates. A procedure based on a general penalized contrast is proposed. Some…

In this article we study the asymptotic behavior of solutions of some fractional differential equations. We prove convergence to power type functions under some assumptions on the nonlinearities. Our results extend and generalize some…

This paper considers a general class of nonparametric time series regression models where the regression function can be time-dependent. We establish an asymptotic theory for estimates of the time-varying regression functions. For this…

We analyze the stability properties of Lur'e systems with piecewise continuous nonlinearities by exploiting the notion of set-valued Lie derivative for Lur'e-Postnikov Lyapunov functions. We first extend an existing result of the literature…

We establish spectral, linear, and nonlinear stability of the vanishing and slow-moving travelling waves that arise as time asymptotic solutions to the Fisher-Stefan equation. Nonlinear stability is in terms of the limiting equations that…

In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…

We explore properties of the value function and existence of optimal stopping times for functionals with discontinuities related to the boundary of an open (possibly unbounded) set $\mathcal{O}$. The stopping horizon is either random, equal…

We examine the almost-sure asymptotics of the solution to the stochastic heat equation driven by a L\'evy space-time white noise. When a spatial point is fixed and time tends to infinity, we show that the solution develops unusually high…

Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are…

Under non-exponential discounting, we develop a dynamic theory for stopping problems in continuous time. Our framework covers discount functions that induce decreasing impatience. Due to the inherent time inconsistency, we look for…

We study the asymptotic properties of the solutions of a nonlinear renewal equation. The main contribution of the present article is to provide stability and convergence results around equilibrium solutions, under some local subcritical…

Our aim in this paper is to investigate the asymptotic behavior of solutions of the perturbed linear fractional differential system. We show that if the original linear autonomous system is asymptotically stable then under the action of…

The closed-loop stability and infinite-horizon performance of receding-horizon approximations are studied for non-stationary linear-quadratic regulator (LQR) problems. The approach is based on a lifted reformulation of the optimal control…