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We study equilibrium selection for invariant measures of stochastic dynamical systems with constant step size, under persistent noise and minimal moment assumptions, in a general quasi-Feller framework. Such dynamics arise in…

概率论 · 数学 2026-01-16 Jean-Gabriel Attali

This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

概率论 · 数学 2023-05-22 Taras Lukashiv , Igor V. Malyk , Maryna Chepeleva , Petr V. Nazarov

We show that every globally asymptotically stable system with a twice continuously differentiable vector field admits a local polynomial Lyapunov function on an arbitrary bounded neighborhood of the origin.

最优化与控制 · 数学 2012-01-23 M. Rungger , J. Kloos , R. Majumdar

Suppose that two vector fields on a smooth manifold render some equilibrium point globally asymptotically stable (GAS). We show that there exists a homotopy between the corresponding semiflows such that this point remains GAS along this…

动力系统 · 数学 2026-01-12 Wouter Jongeneel

We study functional stochastic differential equations with a locally unbounded, functional drift focusing on well-posedness, stability and the strong Feller property. Following the non-functional case, we only consider integrability…

概率论 · 数学 2020-09-08 Stefan Bachmann

We characterise asymptotic stability of port-Hamiltonian systems by means of matrix conditions using well-known resolvent criteria from $C_0$-semigroup theory. The idea of proof is based on a recent characterisation of exponential stability…

偏微分方程分析 · 数学 2023-12-12 Marcus Waurick , Hans Zwart

We formulate a criterion for the existence and uniqueness of an invariant measure for a Markov process taking values in a Polish phase space. In addition, weak-$^*$ ergodicity, that is, the weak convergence of the ergodic averages of the…

概率论 · 数学 2010-10-19 Tomasz Komorowski , Szymon Peszat , Tomasz Szarek

We establish metastability in the sense of Lebowitz and Penrose under practical and simple hypothesis for (families of) Markov chains on finite configuration space in some asymptotic regime, including the case of configuration space size…

概率论 · 数学 2017-01-31 Alessandra Bianchi , Alexandre Gaudillière

Suppose we have a high-frequency sample from the L\'{e}vy process of the form $X_t^\theta=\beta t+\gamma Z_t+U_t$, where $Z$ is a possibly asymmetric locally $\alpha$-stable L\'{e}vy process, and $U$ is a nuisance L\'{e}vy process less…

概率论 · 数学 2015-08-17 Dmytro Ivanenko , Alexey M. Kulik , Hiroki Masuda

We find sufficient conditions for commutative non-autonomous systems on certain metric spaces to be topologically stable. In particular, we prove that (i) Every mean equicontinuous, mean expansive system with strong average shadowing…

动力系统 · 数学 2019-06-25 Abdul Gaffar Khan , Pramod Kumar Das , Tarun Das

In this paper, we investigate the asymptotic behaviors of the solutions of nonlinear dynamic systems nearby an equilibrium point, when the nominal parts are subject to non necessarily small perturbations. We show that, under some estimates…

动力系统 · 数学 2020-08-07 Mondher Benjemaa , Wided Gouadri , Mohamed Ali Hammami

We investigate the concept of an asymptotic e-process, which is a doubly-indexed stochastic process $(E_{m,n})_{m,n\in\mathbb{N}}$ that possesses, asymptotically for an approximation index $m\to\infty$, the properties of an e-process along…

统计理论 · 数学 2026-05-25 Pierre-François Massiani , Sebastian Schulze , Mattes Mollenhauer

This paper is devoted to providing quantitative bounds on the location of eigenvalues, both discrete and embedded, of non self-adjoint Lam\'e operators of elasticity $-\Delta^\ast + V$ in terms of suitable norms of the potential $V$. In…

谱理论 · 数学 2021-01-26 Biagio Cassano , Lucrezia Cossetti , Luca Fanelli

Under multiplicative drift and other regularity conditions, it is established that the asymptotic variance associated with a particle filter approximation of the prediction filter is bounded uniformly in time, and the nonasymptotic,…

统计计算 · 统计学 2013-12-06 Nick Whiteley

Strong Feller property and irreducibility are study for a class of non-linear monotone stochastic partial differential equations with multiplicative noise. H\"older continuity of the associated Markov semigroups are discussed in some…

概率论 · 数学 2014-08-01 Shao-Qin Zhang

We consider time-inhomogeneous ODEs whose parameters are governed by an underlying ergodic Markov process. When this underlying process is accelerated by a factor $\varepsilon^{-1}$, an averaging phenomenon occurs and the solution of the…

概率论 · 数学 2025-08-13 Pierre Monmarché , Edouard Strickler

This paper develops a connection between the asymptotic stability of nonlinear filters and a notion of observability. We consider a general class of hidden Markov models in continuous time with compact signal state space, and call such a…

概率论 · 数学 2009-06-15 Ramon van Handel

Empirically defining some constant probabilistic orbits of f(x) and g(x) iterated high-order functions, the stability of these functions in possible entangled interaction dynamics of the environment through its orbit's connectivity (open…

混沌动力学 · 物理学 2019-11-19 Charles Roberto Telles

The purpose of this paper is to give a sufficient condition for (strong) stability of non-proper smooth functions (with respect to the Whitney $C^\infty$-topology). We show that a Morse function is stable if it is end-trivial at any point…

几何拓扑 · 数学 2021-04-19 Kenta Hayano

We investigate some asymptotic properties of general Markov processes conditioned not to be absorbed by moving boundaries. We first give general criteria involving an exponential convergence towards the Q-process, that is the law of the…

概率论 · 数学 2020-05-13 William Oçafrain