相关论文: Existence of L\'evy's area and pathwise integratio…

We consider additive functionals of stationary Markov processes and show that under Kipnis-Varadhan type conditions they converge in rough path topology to a Stratonovich Brownian motion, with a correction to the Levy area that can be…

We extend path analysis by giving sufficient conditions for computing the partial covariance of two random variables from their covariance. This is specifically done by correcting the covariance with the product of some partial variance…

Control of multi-level quantum systems is sensitive to implementation errors in the control field and uncertainties associated with system Hamiltonian parameters. A small variation in the control field spectrum or the system Hamiltonian can…

We consider a pathwise stochastic optimal control problem and study the associated (not necessarily adapted) Hamilton-Jacobi-Bellman stochastic partial differential equation. We show that the value process is the unique solution of this…

Linear Parameter-Varying (LPV) systems with piecewise differentiable parameters is a class of LPV systems for which no proper analysis conditions have been obtained so far. To fill this gap, we propose an approach based on the theory of…

The presence of (partially) automated vehicles on the roads presents an opportunity to compensate the unstable behaviour of conventional vehicles. Vehicles subject to perturbations should (i) recover their equilibrium speed, (ii) react not…

This note proposes a general control approach, called vector-field guided constraint-following control, to solve the dynamics control problem of geometric path-following for a class of uncertain mechanical systems. More specifically, it…

A geometric setup for constrained variational calculus is presented. The analysis deals with the study of the extremals of an action functional defined on piecewise differentiable curves, subject to differentiable, non-holonomic…

We introduce a notion of rough paths on embedded submanifolds and demonstrate that this class of rough paths is natural. On the way we develop a notion of rough integration and an efficient and intrinsic theory of rough differential…

We study finite-dimensional integrals in a way that elucidates the mathematical meaning behind the formal manipulations of path integrals occurring in quantum field theory. This involves a proper understanding of how Wick's theorem allows…

Vehicle trajectory optimization is essential to ensure vehicles travel efficiently and safely. This paper presents an infrastructure assisted constrained connected automated vehicles (CAVs) trajectory optimization method on curved roads.…

We study the extremal behavior of a stochastic integral driven by a multivariate L\'{e}vy process that is regularly varying with index $\alpha>0$. For predictable integrands with a finite $(\alpha+\delta)$-moment, for some $\delta>0$, we…

In this paper, a new model for traffic on roads with multiple lanes is developed, where the vehicles do not adhere to a lane discipline. Assuming identical vehicles, the dynamics is split along two independent directions: the Y-axis…

We consider a real-valued path; it is possible to associate a tree to this path, and we explore the relations between the tree, the properties of $p$-variation of the path, and integration with respect to the path. In particular, the…

This paper presents a robust controller using a Linear Parameter Varying (LPV) model of the lane-keeping system with parameter reduction. Both varying vehicle speed and roll motion on a curved road influence the lateral vehicle model…

On the basis of the canonical quantization procedure of a system defined on a cubic lattice, we propose a new method, in which resolutions of unity expressed in terms of eigenvectors are naturally provided, to find eigenvectors of field…

In this paper an approximation of the set of multivariable and $L_2$ integrable trajectories of the control system described by Urysohn type integral equation is considered. It is assumed that the system is affine with respect to the…

This paper deals with the robust stability analysis of linear systems, subject to time-varying parameters. The Parameter Dependent Lyapunov Function are considered, assuming that the temporal derivative of the parameters are bounded. Some…

In this paper we show that a path-wise solution to the following integral equation $$ Y_t = \int_0^t f(Y_t) dX_t \qquad Y_0=a \in \R^d $$ exists under the assumption that X_t is a L\'evy process of finite p-variation for some $p \geq1$ and…

We present an embedding of stochastic optimal control problems, of the so called path integral form, into reproducing kernel Hilbert spaces. Using consistent, sample based estimates of the embedding leads to a model free, non-parametric…