Related papers: Switching Diffusion Systems with Past-Dependent Sw…
This work focuses on recurrence and ergodicity of switching diffusions consisting of continuous and discrete components, in which the discrete component takes values in a countably infinite set and the rates of switching at current time…
This work continues and substantially extends our recent work on switching diffusions with the switching processes that depend on the past states and that take values in a countable state space. That is, the discrete components of the…
Motivated by networked systems in random environment and controlled hybrid stochastic dynamic systems, this work focuses on modeling and analysis of a class of switching diffusions consisting of continuous and discrete components. Novel…
This work focuses on a class of stochastic Hamiltonian type jump diffusion systems with state-dependent switching, in which the switching component has countably infinite many states. First,the existence and uniqueness of the underlying…
In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…
This work focuses on a class of regime-switching jump diffusion processes, in which the switching component has countably infinite many states or regimes. The existence and uniqueness of the underlying process are obtained by an interlacing…
This work focuses on stability of regime-switching diffusions consisting of continuous and discrete components, in which the discrete component switches in a countably infinite set and its switching rates at current time depend on the…
This work develops asymptotic properties of a class of switching jump diffusion processes. The processes under consideration may be viewed as a number of jump diffusion processes modulated by a random switching mechanism. The underlying…
This work focuses on a class of regime-switching jump diffusion processes with a countably infinite state space for the discrete component. Such processes can be used to model complex hybrid systems in which both structural changes, small…
We consider a classic two-state switching diffusion model from a single-particle tracking perspective. The mean and the variance of the time-averaged mean square displacement (TAMSD) are computed exactly. When the measurement time (i.e.,…
High fidelity state transfer is an important ingredient of distributed quantum information processing. We present and analyse results on perfect and quasi-perfect state transfer with linear spin chains incorporating non-uniform on-site…
This work is devoted to switching diffusions that have two components (a continuous component and a discrete component). Different from the so-called Markovian switching diffusions, in the setup, the discrete component (the switching)…
We provide some criteria on the stability of regime-switching diffusion processes. Both the state-independent and state-dependent regime-switching diffusion processes with switching in a finite state space and an infinite countable state…
In this paper we study the transition density and exponential ergodicity in total variation for an affine process on the canonical state space $\mathbb{R}_{\geq0}^{m}\times\mathbb{R}^{n}$. Under a H\"ormander-type condition for diffusion…
Stochastic systems feature, in general, both coherent dynamics and incoherent transitions between different states. We propose a method to identify the coherent part in the full counting statistics for the transitions. The proposal is…
This paper studies the asymptotic behavior of processes with switching. More precisely, the stability under fast switching for diffusion processes and discrete state space Markovian processes is considered. The proofs are based on…
We present a comprehensive study of the phase transitions in the single-field reaction-diffusion stochastic systems with field-dependent mobility of a power-low form and the internal fluctuations. Using variational principles and mean-field…
Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…
Conditions sufficient for the transience of the process have been established for the Markov diffusion model with switching and two modes, transient and ergodic, with intensities bounded away from zero. This paper shows limitations on the…
Recent massive numerical simulations have shown that the response of a "stochastic resonator" is enhanced as a consequence of spatial coupling. Similar results have been analytically obtained in a reaction-diffusion model, using…