Related papers: Stochastic Functional Kolmogorov Equations (I): Pe…
We analyze the long term behavior of interacting populations which can be controlled through harvesting. The dynamics is assumed to be discrete in time and stochastic due to the effect of environmental fluctuations. We present extinction…
Motivated by applications in systems biology, we seek a probabilistic framework based on Markov processes to represent intracellular processes. We review the formal relationships between different stochastic models referred to in the…
A non-autonomous discrete delayed system for a one-species chemostat based on an Ellermeyer model for the continuous case is studied. Conditions for the persistence or the extinction of the solutions are obtained respectively in terms of…
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…
The spectrum of the generator (Kolmogorov operator) of a diffusion process, referred to as the Ruelle-Pollicott (RP) spectrum, provides a detailed characterization of correlation functions and power spectra of stochastic systems via…
Multistage stochastic optimization problems are oftentimes formulated informally in a pathwise way. These are correct in a discrete setting and suitable when addressing computational challenges, for example. But the pathwise problem…
The purpose of this paper is to establish the first and second order necessary conditions for stochastic optimal controls in infinite dimensions. The control system is governed by a stochastic evolution equation, in which both drift and…
The basic system of differential equations for a multiphase flow with the introduction of the probability of each phase in the flow is considered. The main analysis is focused on the case of a heterogeneous two-phase flow. The conservation…
Soliton rate equations are based on non-Kolmogorovian models of probability and naturally include autocatalytic processes. The formalism is not widely known but has great unexplored potential for applications to systems interacting with…
This paper addresses the theoretical conditions necessary for some subject of study to survive forever. A probabilistic analysis leads to some prerequisite conditions for preserving, say, electronic data indefinitely into the future. The…
In theoretical ecology, models describing the spatial dispersal and the temporal evolution of species having non-overlapping generations are often based on integrodifference equations. For various such applications the environment has an…
Kolmogorov's exponential inequalities are basic tools for studying the strong limit theorems such as the classical laws of the iterated logarithm for both independent and dependent random variables. This paper establishes the Kolmogorov…
Solving the 4-d Einstein equations as evolution in time requires solving equations of two types: the four elliptic initial data (constraint) equations, followed by the six second order evolution equations. Analytically the constraint…
A large class of physically important nonlinear and nonhomogeneous evolution problems, characterized by advection-like and diffusion-like processes, can be usefully studied by a time-differential form of Kolmogorov's solution of the…
The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…
We have proposed novel measures based on the Kolmogorov complexity for use in complex system behavior studies and time series analysis. We have considered background of the Kolmogorov complexity and also we have discussed meaning of the…
This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…
The extended Fisher--Kolmogorov (EFK) equation has been used to describe some phenomena in physical, material and biology systems. In this paper, we propose a full-rank splitting scheme and a rank-adaptive splitting approach for this…
The coefficients of the stochastic differential equations with Markovian switching (SDEwMS) additionally depend on a Markov chain and there is no notion of differentiating such functions with respect to the Markov chain. In particular, this…
This paper describes the structure of solutions to Kolmogorov's equations for nonhomogeneous jump Markov processes and applications of these results to control of jump stochastic systems. These equations were studied by Feller (1940), who…