相关论文: Sweeping processes with prescribed behaviour on ju…

We study a time-inhomogeneous nonlinear SDE with drift and diffusion governed by state-dependent variable exponents. This framework generalizes models like the geometric Brownian motion (GBM) and the constant elasticity of variance (CEV),…

The state of many physical, biological and socio-technical systems evolves by combining smooth local transitions and abrupt resetting events to a set of reference values. The inclusion of the resetting mechanism not only provides the…

This paper is devoted to derive some necessary and suficient conditions for the existence of positive solutions to a singular second order system of dynamic equations with Dirichlet boundary conditions. The results are obtained by employing…

In this paper we consider the Moreau's sweeping processes driven by a time dependent prox-regular set $C(t)$ which is continuous in time with respect to the asymmetric distance $e$ called the excess, defined by $e(A,B) := \sup_{x \in A}…

Drift analysis has become a powerful tool to prove bounds on the runtime of randomized search heuristics. It allows, for example, fairly simple proofs for the classical problem how the (1+1) Evolutionary Algorithm (EA) optimizes an…

Consider a system of particles performing nearest neighbor random walks on the lattice $\ZZ$ under hard--core interaction. The rate for a jump over a given bond is direction--independent and the inverse of the jump rates are i.i.d. random…

We investigate a refracted Levy process driven by a jump diffusion process, whose jumps have rational Laplace transforms. For such a stochastic process, formulas for the Laplace transform of its occupation times are deduced. To derive the…

Disordered network materials abound in both nature and synthetic situations while rigorous analysis of their nonlinear mechanical behaviors still is very challenging. The purpose of this paper is to connect the mathematical framework of…

We construct a non-decreasing pure jump Markov process, whose jump measure heavily depends on the values taken by the process. We determine the singularity spectrum of this process, which turns out to be random and to depend locally on the…

We study stochastic equations of non-negative processes with jumps. The existence and uniqueness of strong solutions are established under Lipschitz and non-Lipschitz conditions. The comparison property of two solutions are proved under…

The Levy Walk is the process with continuous sample paths which arises from consecutive linear motions of i.i.d. lengths with i.i.d. directions. Assuming speed 1 and motions in the domain of beta-stable attraction, we prove functional limit…

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Choice functions constitute a simple, direct and very general mathematical framework for modelling choice under uncertainty. In particular, they are able to represent the set-valued choices that typically arise from applying decision rules…

Plasticity with softening and fracture mechanics lead to ill-posed mathematical problems due to the loss of monotonicity. Multiple co-existing solutions are possible when softening elements are coupled together, and solutions cannot be…

We study the simple evolutionary process in which we repeatedly find the least fit agent in a population of agents and give it a new fitness which is chosen independently at random from a specified distribution. We show that many of the…

Game-theoretic upper expectations are joint (global) probability models that mathematically describe the behaviour of uncertain processes in terms of supermartingales; capital processes corresponding to available betting strategies.…

In this paper, a study of random times on filtered probability spaces is undertaken. The main message is that, as long as distributional properties of optional processes up to the random time are involved, there is no loss of generality in…

Earlier work on program and thread algebra detailed the functional, observable behavior of programs under execution. In this article we add the modeling of unobservable, mechanistic processing, in particular processing due to jump…

Determination of stability and instability of singular points in nonlinear dynamical systems is an important issue that has attracted considerable attention in different fields of engineering and science. So far, different well-defined…

We give a general existence result for interacting particle systems with local interactions and bounded jump rates but noncompact state space at each site. We allow for jump events at a site that affect the state of its neighbours. We give…