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We derive a necessary and sufficient condition for stochastic processes to have almost periodic finite dimensional distributions; in particular, we obtain characterizations for infinitely divisible processes to be almost periodic in terms…
In a growth-fragmentation system, cells grow in size slowly and split apart at random. Typically, the number of cells in the system grows exponentially and the distribution of the sizes of cells settles into an equilibrium 'asymptotic…
We consider the stability analysis of a large class of linear 1-D PDEs with polynomial data. This class of PDEs contains, as examples, parabolic and hyperbolic PDEs, PDEs with boundary feedback and systems of in-domain/boundary coupled…
We study the convergence analysis for general degenerate and non-reversible stochastic differential equations (SDEs). We apply the Lyapunov method to analyze the Fokker-Planck equation, in which the Lyapunov functional is chosen as a…
This work develops a particle system addressing the approximation of McKean-Vlasov stochastic differential equations (SDEs). The novelty of the approach lies in involving low discrepancy sequences nontrivially in the construction of a…
We derive a necessary and sufficient condition of linear dynamical stability for inhomogeneous Vlasov stationary states of the Hamiltonian Mean Field (HMF) model. The condition is expressed by an explicit disequality that has to be…
In this paper we obtain some extensions of the classical Krylov-Safonov Harnack inequality. The novelty is that we consider functions that do not necessarily satisfy an infinitesimal equation but rather exhibit a two-scale behavior. We…
The paper is dedicated to studying the problem of existence and uniqueness of solutions as well as existence of and exponential convergence to invariant measures for McKean-Vlasov stochastic differential equations with Markovian switching.…
We consider the problem of global stability of nonlinear sampled-data systems. Sampled-data systems are a form of hybrid model which arises when discrete measurements and updates are used to control continuous-time plants. In this paper, we…
This article investigates the propagation of chaos property for weakly interacting mild solutions to semilinear stochastic partial differential equations whose coefficients might not satisfy Lipschitz conditions. Furthermore, we derive…
We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…
In this work, we present sufficient conditions for the existence of a stationary solution of an abstract stochastic Cauchy problem driven by an arbitrary cylindrical L\'evy process, and show that these conditions are also necessary if the…
In this paper, we study the stability problem of a stochastic, nonlinear, discrete-time system. We introduce a linear transfer operator-based Lyapunov measure as a new tool for stability verification of stochastic systems. Weaker…
We consider a non-linear parabolic partial differential equation (PDE) on $\mathbb R^d$ with a distributional coefficient in the non-linear term. The distribution is an element of a Besov space with negative regularity and the non-linearity…
We prove the necessary and sufficient conditions for practical stability of nonlinear dynamical system at general phase restrictions. In such a case the Lyapunov function is nondifferentiable. But if the set of initial data is starry…
The existence of stationary distributions to distribution dependent stochastic differential equations are investigated by using the ergodicity of the associated decoupled equation and the Schauder fixed point theorem. By using Zvonkin's…
In this paper, a necessary and sufficient condition for the stability of Lyapunov exponents of linear differential system are proved in the sense that the equations satisfy the weaker form of integral separation instead of its classical…
We provide algorithms for computing a Lyapunov function for a class of systems where the state trajectories are constrained to evolve within a closed convex set. The dynamical systems that we consider comprise a differential equation which…
In this work, we give sufficient conditions for the almost global asymptotic stability of a cascade in which the subsystems are only almost globally asymptotically stable. The result is extended to upper triangular systems of arbitrary…
The purpose of this paper is to study some properties of solutions to one dimensional as well as multidimensional stochastic differential equations (SDEs in short) with super-linear growth conditions on the coefficients. Taking inspiration…