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We discuss a piecewise-conserved constant of motion for a simple dissipative oscillatory mechanical system. The system is a harmonic oscillator with sliding (dry) friction. The piecewise-conserved constant of motion corresponds to the time…
In this paper, we study the application of switched systems stability criteria to derive delay-dependent conditions for systems affected by both a constant and a time-varying delay. The main novelty of our approach lies on the use of…
We study the asymptotic behaviour of the time-changed stochastic process $\vphantom{X}^f\!X(t)=B(\vphantom{S}^f\!S (t))$, where $B$ is a standard one-dimensional Brownian motion and $\vphantom{S}^f\!S$ is the (generalized) inverse of a…
In this paper, we analyze a L{\'e}vy model based on two popular concepts - subordination and L{\'e}vy copulas. More precisely, we consider a two-dimensional L{\'e}vy process such that each component is a time-changed (subordinated) Brownian…
Additive processes are obtained from L\'{e}vy ones by relaxing the condition of stationary increments, hence they are spatially (but not temporally) homogeneous. By analogy with the case of time-homogeneous Markov processes, one can define…
We show that the past and future of half-plane Brownian motion at certain cutpoints are independent of each other after a conformal transformation. Like in Ito's excursion theory, the pieces between cutpoints form a Poisson process with…
We discuss a new completely integrable case of the time-dependent Schroedinger equation in $R^n$ with variable coefficients for a modified oscillator, which is dual with respect to the time inversion to a model of the quantum oscillator…
We propose a method to establish the rapid stabilization of the bilinear Schr\"odinger control system and its linearized system, and the finite time stabilization of the linearized system using the Grammian operators. The analysis of the…
Estimating dynamic correlation between a pair of time series is of importance in many applications. We present new estimators for the dynamic correlation between a pair of correlated Brownian motions and separately for dynamic correlation…
In the context of time-subordinated Brownian motion models, Fourier theory and methodology are proposed to modelling the stochastic distribution of time increments. Gaussian Variance-Mean mixtures and time-subordinated models are reviewed…
We present exact solutions for the non-equilibrium steady states of a class of dissipative spinless fermionic systems with arbitrary Hamiltonian pairing terms, global charging energy interactions, and uniform single particle loss on every…
We establish that uniformly exponentially stable random dynamical systems on the half line have equivalent dynamics through a $C^m-$ conjugacy. This result was obtained for random differential equations as well as for random dynamical…
This paper studies time changes of Brownian motions by positive continuous additive functionals. Under a certain regularity condition on the associated Revuz measures, we prove that the resolvents of the time-changed Brownian motions are…
This paper deals with stability of discrete-time switched linear systems whose all subsystems are unstable. We present sufficient conditions on the subsystems matrices such that a switched system is globally exponentially stable under a set…
This paper presents a novel adaptive control methodology for uncertain systems with time-varying unknown parameters and time-varying bounded disturbance. The adaptive controller ensures uniformly bounded transient and asymptotic tracking…
Using the framework of random walks in random scenery, Cohen and Samorodnitsky (2006) introduced a family of symmetric $\alpha$-stable motions called local time fractional stable motions. When $\alpha=2$, these processes are precisely…
We study a generalized geometric Brownian motion framework that incorporates both entries of new units and exit mechanisms for the current population, extending earlier stochastic resetting models where these rates are treated as identical.…
We prove large deviations principles in large time, for the Brownian occupation time in random scenery. The random scenery is constant on unit cubes, and consist of i.i.d. bounded variables, independent of the Brownian motion. This model is…
A subordinate Brownian motion is a L\'evy process which can be obtained by replacing the time of the Brownian motion by an independent subordinator. The infinitesimal generator of a subordinate Brownian motion is $-\phi(-\Delta)$, where…
Markov jump processes (or continuous-time Markov chains) are a simple and important class of continuous-time dynamical systems. In this paper, we tackle the problem of simulating from the posterior distribution over paths in these models,…