Related papers: On Time-Varying Delayed Stochastic Differential Sy…
In this paper, we seek to understand the behavior of dynamical systems that are perturbed by a parameter that changes discretely in time. If we impose certain conditions, we can study certain embedded systems within a hybrid system as…
The paper discusses linear fractional representations of parameter-dependent nonlinear systems with dynamics defined by real rational nonlinearities and a finite set of point delays. The global asymptotic stability is investigated via…
Networks of globally coupled, noise activated, bistable elements with connection time delays are considered. The dynamics of these systems is studied numerically using a Langevin description and analytically using (1) a Gaussian…
Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…
This paper investigates the stability properties of a nonlinear fractional differential equation with two discrete delays and a delay-dependent coefficient. Such equations arise in various biological and control systems where temporal…
Time delay estimation plays a critical role in control, stabilization and state estimation of many practical system with time delay. In this paper, we propose a method to estimate delay for discrete time linear multiple-input…
This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…
This paper deals with stability of discrete-time switched linear systems whose all subsystems are unstable. We present sufficient conditions on the subsystems matrices such that a switched system is globally exponentially stable under a set…
A Markovian dichotomic system driven by a deterministic time-periodic force is analyzed in terms of the statistical properties of the switching events between the states. The consideration of the counting process of the switching events…
This paper deals with stability of discrete-time switched linear systems whose all subsystems are unstable and the set of admissible switching signals obeys pre-specified restrictions on switches between the subsystems and dwell times on…
We study a stochastic model of protein dynamics that explicitly includes delay in the degradation. We rigorously derive the master equation for the processes and solve it exactly. We show that the equations for the mean values obtained…
This book is an extension of my doctoral dissertation, focusing on techniques for analyzing stability (dissipativity) and achieving stabilization of linear systems that are characterized by non-trivial distributed delays. It specifically…
The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…
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…
In this paper we first study the fixed-time stabilizability of discrete-time switched linear control systems. Using a geometric approach, we derive conditions under which such systems can be stabilized within a prescribed number of steps,…
The identifiability of latent variable models has received increasing attention due to its relevance in interpretability and out-of-distribution generalisation. In this work, we study the identifiability of Switching Dynamical Systems,…
This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state…
This paper deals with stabilization of discrete-time switched linear systems when explicit knowledge of the state-space models of their subsystems is not available. Given the set of admissible switches between the subsystems, the admissible…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
The aim of this paper is to study the dynamical behavior of non-autonomous stochastic lattice systems with Markovian switching. We first show existence of an evolution system of measures of the stochastic system. We then study the pullback…