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Causal reversibility blends reversibility and causality for concurrent systems. It indicates that an action can be undone provided that all of its consequences have been undone already, thus making it possible to bring the system back to a…

Logic in Computer Science · Computer Science 2024-02-14 Marco Bernardo , Claudio A. Mezzina

We give an explicit bound for the $L_1$-distance between two additive processes of local characteristics $(f_j(\cdot),\sigma^2(\cdot),\nu_j)$, $j = 1,2$. The cases $\sigma =0$ and $\sigma > 0$ are both treated. We allow $\nu_1$ and $\nu_2$…

Probability · Mathematics 2014-05-16 Pierre Etore , Ester Mariucci

Transitions between two lanes often have a significant impact on various forms of road traffic. To address this problem, we have developed a two-lane asymmetric simple exclusion process model and two hypothetical traffic control strategies,…

Physics and Society · Physics 2022-12-14 Yuming Dong , Xiaolu Jia , Daichi Yanagisawa , Akihito Nagahama , Katsuhiro Nishinari

We study the impact of competing time delays in coupled stochastic synchronization and coordination problems. We consider two types of delays: transmission delays between interacting elements and processing, cognitive, or execution delays…

Statistical Mechanics · Physics 2011-01-12 D. Hunt , G. Korniss , B. K. Szymanski

Clock synchronization procedures are analyzed in the presence of imperfect communications. In this context we show that there are physical limitations which prevent one from synchronizing distant clocks when the intervening medium is…

Quantum Physics · Physics 2009-11-07 V. Giovannetti , S. Lloyd , L. Maccone , S. M. Shahriar

The main objective of this paper is the construction of the solution of an impulsive stochastic differential equation, subject to control conditions in the pulse-times and give sufficient conditions for them to be random variables with…

Probability · Mathematics 2015-08-24 Ricardo Castro Santis

A relationship between two sided discounted singular control problems and Dynkin games is established for real valued L\'evy processes. In addition, the solution of a two-sided ergodic singular control problem is obtained as the limit of…

Probability · Mathematics 2025-07-25 Ernesto Mordecki , Facundo Oliú

This work focuses on the estimation of multiple change-points in a time-varying Ising model that evolves piece-wise constantly. The aim is to identify both the moments at which significant changes occur in the Ising model, as well as the…

Machine Learning · Statistics 2020-07-01 Batiste Le Bars , Pierre Humbert , Argyris Kalogeratos , Nicolas Vayatis

In this paper we give an explicit expression for the local time of the classical risk process and associate it with the density of an occupational measure. To do so, we approximate the local time by a suitable sequence of absolutely…

Probability · Mathematics 2008-01-15 F. Cortes , J. A. León , J. Villa

This paper investigates biological models that represent the transition equation from a system in the past to a system in the future. It is shown that finite-time Lyapunov exponents calculated along a locally pullback attractive solution…

Dynamical Systems · Mathematics 2024-02-19 Jesús Dueñas , Iacopo P. Longo , Rafael Obaya

This article treats long term average impulse control problems with running costs in the case that the underlying process is a L\'evy process. Under quite general conditions we characterize the value of the control problem as the value of a…

Probability · Mathematics 2020-05-15 Sören Christensen , Tobias Sohr

In this paper, we will discuss an approximation of the characteristic function of the first passage time for a Levy process using the martingale approach. The characteristic function of the first passage time of the tempered stable process…

Pricing of Securities · Quantitative Finance 2019-04-04 Young Shin Kim

We study local structure of time-optimal controls and trajectories for a 3-dimensional control-affine system with a 2-dimensional control parameter with values in the disk. In particular, we give sufficient conditions, in terms of Lie…

Optimization and Control · Mathematics 2016-05-24 Andrei A. Agrachev , Carolina Biolo

We develop a penalized two-pass regression with time-varying factor loadings. The penalization in the first pass enforces sparsity for the time-variation drivers while also maintaining compatibility with the no-arbitrage restrictions by…

Econometrics · Economics 2022-08-02 Gaetan Bakalli , Stéphane Guerrier , Olivier Scaillet

A popular method for solving reachability in timed automata proceeds by enumerating reachable sets of valuations represented as zones. A na\"ive enumeration of zones does not terminate. Various termination mechanisms have been studied over…

Formal Languages and Automata Theory · Computer Science 2019-04-19 Paul Gastin , Sayan Mukherjee , B Srivathsan

We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…

Probability · Mathematics 2021-08-27 David Criens , Peter Pfaffelhuber , Thorsten Schmidt

We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…

Probability · Mathematics 2025-01-22 Yuliia Mishura , René L. Schilling

In this article, we discuss various implementation of L1 filtering in order to detect some properties of noisy signals. This filter consists of using a L1 penalty condition in order to obtain the filtered signal composed by a set of…

Portfolio Management · Quantitative Finance 2014-09-18 Tung-Lam Dao

Carr and Wu (2004), henceforth CW, developed a framework that encompasses almost all of the continuous-time models proposed in the option pricing literature. Their framework hinges on the stopping time property of the time changes. By…

Mathematical Finance · Quantitative Finance 2019-07-03 Hasan Fallahgoul , Kihun Nam

Let X be some homogeneous additive functional of a skew Bessel process Y. In this note, we compute the asymptotics of the first passage time of X to some fixed level b, and study the position of Y when X exits a bounded interval [a, b]. As…

Probability · Mathematics 2019-05-27 Christophe Profeta