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This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…
In this work, we present the equivalent of many theorems available for continuous time systems. In particular, the theory is applied to Averaging Theory and Separation of time scales. In particular the proofs developed for Averaging Theory…
The resonant dynamics of a charged particle, governed by the Lorentz force equation in an electromagnetic field generated by a current-carrying wire with a small harmonic modulation, is considered in this study. When regarded as a…
This paper is concerned with stability analysis and synthesis for discrete-time linear systems with stochastic dynamics. Equivalence is first proved for three stability notions under some key assumptions on the randomness behind the…
The initial value problem for the Vlasov-Poisson system is by now well understood in the case of an isolated system where, by definition, the distribution function of the particles as well as the gravitational potential vanish at spatial…
Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…
We study a kind of better recurrence than Kolmogorov's one: periodicity recurrence,which corresponds periodic solutions in distribution for stochastic differential equations. On the basis of technique of upper and lower solutions and…
The Lyapunov spectrum describes the exponential growth, or decay, of infinitesimal phase-space perturbations. The perturbation associated with the maximum Lyapunov exponent is strongly localized in space, and only a small fraction of all…
We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst parameter H>1/2 and a…
In the past years, the phenomenon of fractional regularity has been addressed for a large class of linear and/or quasilinear differential operators, mostly, in terms of certain Besov spaces. As it turned out, for equations governed by the…
In this paper, we establish existence and uniqueness of strong solutions for a stochastic differential equation driven by an additive noise given by the sum of two correlated fractional Brownian sheets with different Hurst parameters. Our…
Periodic measures are the time-periodic counterpart to invariant measures for dynamical systems and can be used to characterise the long-term periodic behaviour of stochastic systems. This paper gives sufficient conditions for the…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
We consider polynomial differential equations and make a number of contributions to the questions of (i) complexity of deciding stability, (ii) existence of polynomial Lyapunov functions, and (iii) existence of sum of squares (sos) Lyapunov…
We study the problem of stabilization for the acoustic system with a spatially distributed damping. Imposing various hypotheses on the structural properties of the damping term, we identify either exponential or polynomial decay of…
In this paper we study the regularity of the non-cutoff Vlasov-Poisson-Boltzmann system for plasma particles of two species in the whole space $\mathbb{R}^3$ with hard potential. The existence of global-in-time nearby Maxwellian solutions…
In this article we formulate and prove sufficient conditions for the existence of trajectories of nonstationary periodic solutions of autonomous Hamiltonian systems in a neighbourhood of equilibria. It is worth pointing out that assumptions…
We consider existence and stability of an almost periodic solution of the quasilinear system of differential equations with piecewise constant argument of generalized type. The associated linear homogeneous system satisfies exponential…
We describe stochastic Newton and stochastic quasi-Newton approaches to efficiently solve large linear least-squares problems where the very large data sets present a significant computational burden (e.g., the size may exceed computer…
The paper is dedicated to studying the problem of Poisson stability (in particular stationarity, periodicity, quasi-periodicity, Bohr almost periodicity, Bohr almost automorphy, Birkhoff recurrence, almost recurrence in the sense of…