相关论文: Existence of limiting distribution for affine proc…
This paper considers the problem of controlled invariance of involutive regular distribution, both for smooth and real analytic cases. After a review of some existing work, a precise formulation of the problem of local and global controlled…
The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…
We consider continuous-state branching processes (CB processes) which become extinct almost surely. First, we tackle the problem of describing the stationary measures on $(0,+\infty)$ for such CB processes. We give a representation of the…
We characterize the conditions for the conservation of the energy and of the components of the momentum maps of lifted actions, and of their `gauge-like' generalizations, in time-independent nonholonomic mechanical systems with affine…
Distributed order fractional Langevin-like equations are introduced and applied to describe anomalous diffusion without unique diffusion or scaling exponent. It is shown that these fractional Langevin equations of distributed order can be…
We establish existence of exponential moments and the validity of the affine transform formula for affine jump-diffusions with a general closed convex state space. This extends known results for affine jump-diffusions with a canonical state…
In this work we provide a computationally tractable procedure for designing affine control policies, applied to constrained, discrete-time, partially observable, linear systems subject to set bounded disturbances, stochastic noise and…
We consider a controlled-diffusion process pertaining to a chain of distributed systems with random perturbations that satisfies a weak H\"ormander type condition. In particular, we consider a stochastic control problem with the following…
Diffusion models have shown great promise in synthesizing visually appealing images. However, it remains challenging to condition the synthesis at a fine-grained level, for instance, synthesizing image pixels following some generic color…
The paper demonstrates that the canonical probability distribution of the occupancy numbers of a bosonic system is multinomial, and shows how the thermodynamics of the canonical system descends from this distribution. The categorical…
We develop efficient methods for simulating processes of Ornstein-Uhlenbeck type related to the class of $p$-tempered $\alpha$-stable ($\ts$) distributions. Our results hold for both the univariate and multivariate cases and we consider…
The retainability of canonical distributions for a Brownian particle controlled by a time-dependent harmonic potential is investigated in the overdamped and underdamped situations, respectively. Because of different time scales, the…
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…
It is shown by constructing Rohlins canonical measures that for a strictly stationary, d-dimensional vector-valued process X there exists another strictly stationary d-dimensional process U with uniform one-dimensional marginals and with…
In this paper, we provide a result of exponential stability for several dissipative linear kinetic equations with heavy-tailed equilibria. The approach, inspired by the so-called $L^2$-hypocoercivity method, is robust enough to provide…
We prove several limit theorems for a simple class of partially hyperbolic fast-slow systems. We start with some well know results on averaging, then we give a substantial refinement of known large (and moderate) deviation results and…
We show that for the mean zero simple exclusion process in $\mathbb {Z}^d$ and for the asymmetric simple exclusion process in $\mathbb{Z}^d$ for $d\geq3$, the self-diffusion coefficient of a tagged particle is stable when approximated by…
Motivated by control-affine systems in optimal control theory, we introduce the notion of a point-affine distribution on a manifold X - i.e., an affine distribution F together with a distinguished vector field contained in F. We compute…
We consider a general method for the approximation of the distribution of a process conditioned to not hit a given set. Existing methods are based on particle system that are failable, in the sense that, in many situations , they are not…
In this paper, the existence and uniqueness of strong solutions to distribution dependent neutral SFDEs are proved. We give the conditions such that the order preservation of these equations holds. Moreover, we show these conditions are…