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Related papers: Stability for multivalued McKean-Vlasov stochastic…

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In this paper we deal with infinite-dimensional nonlinear forward complete dynamical systems which are subject to external disturbances. We first extend the well-known Datko lemma to the framework of the considered class of systems. Thanks…

Optimization and Control · Mathematics 2020-02-18 Ihab Haidar , Yacine Chitour , Paolo Mason , Mario Sigalotti

The averaging method combined with the Lyapunov-Schmidt reduction provides sufficient conditions for the existence of periodic solutions of the following class of perturbative $T$-periodic nonautonomous differential equations…

Dynamical Systems · Mathematics 2022-12-23 Murilo R. Cândido , Douglas D. Novaes

Under a Lipschitz condition on distribution dependent coefficients, the central limit theorem and the moderate deviation principle are obtained for solutions of McKean-Vlasov type stochastic differential equations, which extend from the…

Probability · Mathematics 2019-11-12 Yongqiang Suo , Chenggui Yuan

We consider the Cauchy problem for coupled system of Vlasov and non-Newtonian fluid equations. We establish local well--posedness of the strong solutions, provided that the initial data are regular enough. Global existence of unique strong…

Analysis of PDEs · Mathematics 2023-06-13 Kyungkeun Kang , Hwa Kil Kim , Jae-Myoung Kim

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon

The stability analysis of a class of discontinuous discrete-time systems is studied in this paper. The system under study is modeled as a feedback interconnection of a linear system and a set-valued nonlinearity. An equivalent…

Systems and Control · Electrical Eng. & Systems 2022-08-12 Francesco Ferrante , Giorgio Valmorbida

The Novikov equation is a Camassa-Holm type equation with cubic nonlinearity. This paper aims to prove the asymptotic stability of peakons solutions under $H^1(\mathbb{R})$-perturbations satisfying that their associated momentum density…

Analysis of PDEs · Mathematics 2020-05-22 José Manuel Palacios

The paper is dedicated to studying the problem of Poisson stability (in particular stationarity, periodicity, quasi-periodicity, Bohr almost periodicity, Bohr almost automorphy, Birkhoff recurrence, almost recurrence in the sense of…

Dynamical Systems · Mathematics 2017-02-10 David Cheban , Zhenxin Liu

The stability analysis of possibly time varying positive semigroups on non necessarily compact state spaces, including Neumann and Dirichlet boundary conditions is a notoriously difficult subject. These crucial questions arise in a variety…

Probability · Mathematics 2023-04-18 Marc Arnaudon , Pierre Del Moral , El Maati Ouhabaz

This paper considers the problem of finite-time stability for stochastic nonlinear systems. A new Lyapunov theorem of stochastic finite-time stability is proposed, and an important corollary is obtained. Some comparisons with the existing…

Probability · Mathematics 2019-09-16 Xin Yu , Juliang Yin , Suiyang Khoo

In this paper, we investigate a class of hybrid stochastic heat equations. By explicit formulae of solutions, we not only reveal the sample Lyapunov exponents but also discuss the $p$th moment Lyapnov exponents. Moreover, several examples…

Probability · Mathematics 2011-11-07 Jianhai Bao , Xuerong Mao , Chenggui Yuan

We present existence results for weak solutions to a broad class of degenerate McKean-Vlasov equations with rough coefficients, expanding upon and refining the techniques recently introduced by the third author. Under certain structural…

Probability · Mathematics 2024-09-24 Andrea Pascucci , Alessio Rondelli , Alexander Yu Veretennikov

In this paper, we consider the continuous dependence on initial values and parameters of solutions as well as invariant measures for McKean-Vlasov SDEs under distribution-dependent Lyapunov conditions. In contrast to the classical SDEs, the…

Dynamical Systems · Mathematics 2024-10-04 Jun Ma , Zhenxin Liu

This paper deals with asymptotic stability of a class of dynamical systems in terms of smooth Lyapunov pairs. We point out that well known converse Lyapunov results for differential inclusions cannot be applied to this class of dynamical…

Dynamical Systems · Mathematics 2015-06-30 Michael Schönlein

We establish the existence of solutions to common noise McKean-Vlasov martingale problems for coefficients with low regularity. Our approach is able to handle the key challenge posed by drift coefficients that are discontinuous with respect…

Probability · Mathematics 2025-09-01 Robert Alexander Crowell

We prove the existence of strong solutions of It\^o's stochastic time dependent equations with irregular diffusion and drift terms of Morrey spaces. Strong uniqueness is also discussed.

Probability · Mathematics 2024-04-03 N. V. Krylov

We study the stability properties of a class of time-varying nonlinear systems. We assume that non-strict input-to-state stable (ISS) Lyapunov functions for our systems are given and posit a mild persistency of excitation condition on our…

Optimization and Control · Mathematics 2007-05-23 Michael Malisoff , Frederic Mazenc

In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…

Probability · Mathematics 2022-09-14 Seiichiro Kusuoka

In this article, we study the persistence of properties of a given classical deter-ministic dierential equation under a stochastic perturbation of two distinct forms: external and internal. The rst case corresponds to add a noise term to a…

Dynamical Systems · Mathematics 2019-10-02 Jacky Cresson , Yasmina Kheloufi , Khadra Nachi , Frédéric Pierret

In this paper we characterise the global stability, global boundedness and recurrence of solutions of a scalar nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable autonomous…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Jian Cheng , Alexandra Rodkina