Related papers: Stochastic Functional Kolmogorov Equations (I): Pe…
Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…
This work proposes and analyzes a family of spatially inhomogeneous epidemic models. This is our first effort to use stochastic partial differential equations (SPDEs) to model epidemic dynamics with spatial variations and environmental…
This paper is devoted to the study of the asymptotic behavior of solutions to multi-order fractional cooperative systems. First, we demonstrate the boundedness of solutions to fractional-order systems under certain conditions imposed on the…
Certain Markov processes, or deterministic evolution equations, have the property that they are dual to a stochastic process that exhibits extinction versus unbounded growth, i.e., the total mass in such a process either becomes zero, or…
In spatially extended systems, it is common to find latent variables that are hard, or even impossible, to measure with acceptable precision, but are crucially important for the proper description of the dynamics. This substantially…
The focus of this work is on local stability of a class of nonlinear ordinary differential equations (ODE) that describe limits of empirical measures associated with finite-state weakly interacting N-particle systems. Local Lyapunov…
In this paper, we develop a novel contraction framework for stability analysis of discrete-time nonlinear systems with parameters following stochastic processes. For general stochastic processes, we first provide a sufficient condition for…
We consider a nonlinear coupled discrete-time model of population dynamics. This model describes the movement of populations within a heterogeneous landscape, where the growth of subpopulations are modelled by (possibly different) bounded…
A Markov evolution of a system of point particles in $\mathbb{R}^d$ is described at micro-and mesoscopic levels. The particles reproduce themselves at distant points (dispersal) and die, independently and under the influence of each other…
We analytically derive novel explicit integral representations for the solution of nonhomogeneous initial-boundary-value problems for a large category of evolution partial differential equations of Sobolev-Galpern type with generic…
The celebrated H\"{o}rmander condition is a sufficient (and nearly necessary) condition for a second-order linear Kolmogorov partial differential equation (PDE) with smooth coefficients to be hypoelliptic. As a consequence, the solutions of…
In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…
As a first approach to the study of systems coupling finite and infinite dimensional natures, this article addresses the stability of a system of ordinary differential equations coupled with a classic heat equation using a Lyapunov…
Non-autonomous differential equations exhibit a highly intricate dynamics, and various concepts have been introduced to describe their qualitative behavior. In general, it is rare to obtain time dependent invariant compact attracting sets…
We construct a stochastic dynamical systems theory in which sustainability is a structural boundary property of a fully coupled Earth--Human--Production system. Each subsystem is modelled as a vector-valued process governed by stochastic…
We study a spatially explicit harvesting model in periodic or bounded environments. The model is governed by a parabolic equation with a spatially dependent nonlinearity of Kolmogorov--Petrovsky--Piskunov type, and a negative external…
The use of Kolmogorov-Smirnov-type statistics for testing stochastic dominance goes back to McFadden (1989). In this paper we extend the approach of Barret and Donald (2003) to the bivariate case, without the assumption of absolute…
This book contains a large number of exercises related to different stochastic disciplines. Difficulty of the problems varies from the basic level in the first chapter up to the analysis of articles in Probability, Statistics and Computer…
Semi-Markov processes are a generalization of Markov processes since the exponential distribution of time intervals is replaced with an arbitrary distribution. This paper provides an integro-differential form of the Kolmogorov's backward…
This contribution is dedicated to the exploration of exponential operator splitting methods for the time integration of evolution equations. It entails the review of previous achievements as well as the depiction of novel results. The…