Related papers: On Time-Varying Delayed Stochastic Differential Sy…
This article is devoted to some time-changed stochastic models based on multivariate stable processes. The considered models have several advantages in comparison with classical time-changed Brownian motions - for instance, it turns out…
In this paper, we study a notion of local stationarity for discrete time Markov chains which is useful for applications in statistics. In the spirit of some locally stationary processes introduced in the literature, we consider triangular…
The analysis of nonstationary time series is of great importance in many scientific fields such as physics and neuroscience. In recent years, Gaussian process regression has attracted substantial attention as a robust and powerful method…
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…
Solutions to the interval observation problem for delayed impulsive and switched systems with $L_1$-performance are provided. The approach is based on first obtaining stability and $L_1/\ell_1$-to-$L_1/\ell_1$ performance analysis…
In this paper, a class of non-Markovian forward-backward doubly stochastic systems is studied. By using the technique of functional It\^o (or path-dependent) calculus, the relationship between the systems and related path-dependent…
This paper deals with the global stability of time-delayed dynamical networks. We show that for a time-delayed dynamical network with non-distributed delays the network and the corresponding non-delayed network are both either globally…
We study a non Markovian three state model, subjected to an external periodic signal. This model is intended to describe an excitable systems with periodical driving. In the limit of a small amplitude of the external signal we derive…
This paper studies the problem of stabilization of a nonlinear system with time-varying delays in both sensing and actuation using event-triggered control. Our proposed strategy seeks to opportunistically minimize the number of control…
Many real-world systems modeled using differential equations involve unknown or uncertain parameters. Standard approaches to address parameter estimation inverse problems in this setting typically focus on estimating constants; yet some…
This paper deals with classes of (de)stabilizing switching signals for switched systems. Most of the available conditions for stability of switched systems are sufficient in nature, and consequently, their violation does not conclude…
We study individual-based dynamics in finite populations, subject to randomly switching environmental conditions. These are inspired by models in which genes transition between on and off states, regulating underlying protein dynamics.…
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
We demonstrate an approach to the numerical solution of nonlinear stochastic differential equations with Markovian switching. Such equations describe the stochastic dynamics of processes where the drift and diffusion coefficients are…
This paper deals with input/output-to-state stability (IOSS) of switched nonlinear systems in the discrete-time setting. We present an algorithm to construct periodic switching signals that obey pre-specified restrictions on admissible…
Time delays are a common perturbation in systems with many states, such as networked, distributed, or decentralized systems. Current methods analyzing the stability of large systems with time delay typically produce very conservative…
Systems of differential equations with state-dependent delay are considered. The delay dynamically depends on the state i.e. is governed by an additional differential equation. By applying the time transformations we arrive to constant…
We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…
In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…
In this paper we address the problem of state observation of linear time-varying systems with delayed measurements, which has attracted the attention of many researchers|see [7] and references therein. We show that, adopting the parameter…