Related papers: Conditionings to avoid points with various clocks …
The purpose of this article is to extend the applicability of the stationarity principle of the full Jacobi action to non-conservative natural systems and to derive equations of motion corresponding to this extended principle. To this end,…
In this note we collect some known facts concerning central projection correspondances and time parametrizations of Kepler problems in Euclidean spaces and on Spheres.
For a stochastic process $(X_t)_{t\geq 0}$ we establish conditions under which the inverse first-passage time problem has a solution for any random variable $\xi >0$. For Markov processes we give additional conditions under which the…
This article addresses a modification of local time for stochastic processes, to be referred to as `natural local time'. It is prompted by theoretical developments arising in mathematical treatments of recent experiments and observations of…
We consider a stationary process (with either discrete or continuous time) and find an adaptive approximating stationary process combining approximation quality and supplementary good properties that can be interpreted as additional…
Change-point detection and locally stationary time series modeling are two major approaches for the analysis of non-stationary data. The former aims to identify stationary phases by detecting abrupt changes in the dynamics of a time series…
We study the existence and regularity of local times for general $d$-dimensional stochastic processes. We give a general condition for their existence and regularity properties. To emphasize the contribution of our results, we show that…
This work explores the implications of assuming time symmetry and applying bridge-type, time-symmetric temporal boundary conditions to deterministic laws of nature with random components. The analysis, drawing on the works of Kolmogorov and…
We prove time-dependent versions of Kingman's subadditive ergodic theorem, which can be used to study stochastic processes as well as propagation of solutions to PDE in time-dependent environments.
An optimal solution to the problem of scheduling real-time tasks on a set of identical processors is derived. The described approach is based on solving an equivalent uniprocessor real-time scheduling problem. Although there are other…
We use Young integration (resp, bounded $p,q$-variation theory introduced in \cite{Feng-Zhao}) to establish integration of determinate functions with respect to local time of symmetric $\alpha$-stable L\'evy process, for $\alpha \in ]1,2]$,…
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 present some limit theorems for the normalized laws (with respect to functionals involving last passage times at a given level up to time t) of a large class of null recurrent diffusions. Our results rely on hypotheses on the L\'evy…
This paper deals with the optimal stopping problem under partial observation for piecewise-deterministic Markov processes. We first obtain a recursive formulation of the optimal filter process and derive the dynamic programming equation of…
This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…
A protocol for synchronizing distant clocks is proposed that does not rely on the arrival times of the signals which are exchanged, and an optical implementation based on coherent-state pulses is described. This protocol is not limited by…
Entangled states of light exhibit measurable correlations between light detections at separated locations. These correlations are exploited in entangled-state quantum key distribution. To do so involves setting up and maintaining a rhythm…
Different symmetry formalisms for difference equations on lattices are reviewed and applied to perform symmetry reduction for both linear and nonlinear partial difference equations. Both Lie point symmetries and generalized symmetries are…
This paper considers $L_2$ and BIBO stability and stabilization issues for systems with time-varying delays which can be of retarded or neutral type. An important role is played by a nominal system with fixed delays which are close to the…
The aim of this study is to extend the scope and applicability of the level-crossing method to discrete-time stochastic processes and generalize it to enable us to study multiple discrete-time stochastic processes. In previous versions of…