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We investigate the well-posedness and long-time behavior of a general continuum neural field model with Gaussian noise on possibly unbounded domains. In particular, we give conditions for the existence of invariant probability measures by…

Probability · Mathematics 2025-05-21 Anna-Mariya Otsetova , Jonas M. Tölle

In this article, we study the ergodicity of neutral retarded stochastic functional differential equations driven by $\alpha$-regular Volterra process. Based on the equivalence between neutral retarded stochastic functional differential…

Probability · Mathematics 2021-10-08 Xia Pan , Zhi Li

We prove the convergence at an exponential rate towards the invariant probability measure for a class of solutions of stochastic differential equations with finite delay. This is done, in this non-Markovian setting, using the cluster…

Probability · Mathematics 2016-07-11 Laure Pédèches

We study a class of semi-linear differential Volterra equations with polynomial-type potentials that incorporates the effects of memory while being subjected to random perturbations via an additive Gaussian noise. We show that for a broad…

Probability · Mathematics 2025-05-26 Nathan E. Glatt-Holtz , Vincent R. Martinez , Hung D. Nguyen

We develop a theory of ergodicity for a class of random dynamical systems where the driving noise is not white. The two main tools of our analysis are the strong Feller property and topological irreducibility, introduced in this work for a…

Probability · Mathematics 2011-11-09 M. Hairer , A. Ohashi

A reaction network consists of a finite number of species, which interact through predefined reaction channels. Traditionally such networks were modeled deterministically, but it is now well-established that when reactant copy numbers are…

Probability · Mathematics 2013-12-11 Ankit Gupta , Mustafa Khammash

We prove regularity and stochastic homogenization results for certain degenerate elliptic equations in nondivergence form. The equation is required to be strictly elliptic, but the ellipticity may oscillate on the microscopic scale and is…

Analysis of PDEs · Mathematics 2014-10-29 Scott N. Armstrong , Charles K. Smart

In this work, we consider the regularity property of stochastic convolutions for a class of abstract linear stochastic retarded functional differential equations with unbounded operator coefficients. We first establish some useful estimates…

Probability · Mathematics 2019-06-04 Kai Liu

We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence…

Probability · Mathematics 2020-10-28 Oleg Butkovsky , Michael Scheutzow

We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…

Probability · Mathematics 2025-05-07 Andrea Agazzi , Jonathan C. Mattingly , Omar Melikechi

The voltage-conductance kinetic equation for an ensemble of neurons has been studied by many scientists and mathematicians, while its rigorous analysis is still at a premature stage. In this work, we obtain for the first time the…

Probability · Mathematics 2023-05-09 Xu'an Dou , Fanhao Kong , Weijun Xu , Zhennan Zhou

The ergodicity and the output-controllability of stochastic reaction networks have been shown to be essential properties to fulfill to enable their control using, for instance, antithetic integral control. We propose here to extend those…

Optimization and Control · Mathematics 2020-06-24 Corentin Briat , Mustafa Khammash

The exponential stability, in both mean square and almost sure senses, for energy solutions to a class of nonlinear and non-autonomous stochastic PDEs with finite memory is investigated. Various criteria for stability are obtained. An…

Dynamical Systems · Mathematics 2007-10-11 Li Wan , Jinqiao Duan

This work advances the theoretical foundations of reservoir computing (RC) by providing a unified treatment of fading memory and the echo state property (ESP) in both deterministic and stochastic settings. We investigate state-space…

Machine Learning · Statistics 2026-05-15 Juan-Pablo Ortega , Florian Rossmannek

The stochastic processes underlying the growth and stability of biological and psychological systems reveal themselves when far from equilibrium. Far from equilibrium, nonergodicity reigns. Nonergodicity implies that the average outcome for…

Methodology · Statistics 2022-02-03 Madhur Mangalam , Damian G. Kelty-Stephen

In this paper we study the ergodicity and the related semigroup property for a class of symmetric Markov jump processes associated with time changed symmetric $\alpha$-stable processes. For this purpose, explicit and sharp criteria for…

Probability · Mathematics 2013-12-19 Zhen-Qing Chen , Jian Wang

Consider a stochastic nonlinear system controlled over a possibly noisy communication channel. An important problem is to characterize the largest class of channels for which there exist coding and control policies so that the closed-loop…

Optimization and Control · Mathematics 2021-02-11 Nicolas Garcia , Christoph Kawan , Serdar Yuksel

In this paper, we derive exponential ergodicity in relative entropy for general kinetic SDEs under a partially dissipative condition. It covers non-equilibrium situations where the forces are not of gradient type and the invariant measure…

Probability · Mathematics 2025-07-10 Xing Huang , Eva Kopfer , Pierre Monmarché , Panpan Ren

This paper considers the problem of stabilizing a discrete-time non-linear stochastic system over a finite capacity noiseless channel. Our focus is on systems which decompose into a stable and unstable component, and the stability notion…

Optimization and Control · Mathematics 2021-09-07 Nicolás Garcia , Christoph Kawan , Serdar Yüksel

We study ergodic properties of stochastic dissipative systems with additive noise. We show that the system is uniformly exponentially ergodic provided the growth of nonlinearity at infinity is faster than linear. The abstract result is…

Probability · Mathematics 2007-05-23 Beniamin Goldys , Bohdan Maslowski
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