相关论文: Truncated stochastically switching processes

Event-triggered approach to networked control systems is used to reduce the workload of the communication network. For the static output-feedback continuous event-trigger may generate an infinite number of sampling instants in finite time…

To study the fluctuations and dynamics in chemical reaction processes, stochastic differential equations based on the rate equation involving chemical concentrations are often adopted. When the number of molecules is very small, however,…

Based on the theory of stochastic chemical kinetics, the inherent randomness and stochasticity of biochemical reaction networks can be accurately described by discrete-state continuous-time Markov chains. The analysis of such processes is,…

This paper studies the impacts of stochastic load fluctuations, namely the fluctuation intensity and the load power variation speed, on power system dynamic voltage stability. Additionally, the trade-off relationship between the two…

Stochastic resonance is a well established phenomenon, which proves relevant for a wide range of applications, of broad trans-disciplinary breath. Consider a one dimensional bistable stochastic system, characterized by a deterministic…

We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location with a generic space-dependent rate of resetting. We present a systematic approach…

This paper deals with the filtering problem for a class of discrete time stochastic volatility models in which the disturbances have rational probability density functions. This includes the Cauchy distributions and Student t-distributions…

We study the asymptotic behavior of multiscale stochastic gene networks using weak limits of Markov jump processes. Depending on the time and concentration scales of the system we distinguish four types of limits: continuous piecewise…

We extend the theoretical framework used to study search processes with stochastic resetting to the case of partially absorbing targets. Instead of an absorption event occurring when the search particle reaches the boundary of a target, the…

Epigenetic cell memory, the inheritance of gene expression patterns across subsequent cell divisions, is a critical property of multi-cellular organisms. In recent work [10], a subset of the authors observed in a simulation study how the…

We study the large deviations of additive quantities, such as energy or current, in stochastic processes with intermittent reset. Via a mapping from a discrete-time reset process to the Poland-Scheraga model for DNA denaturation, we derive…

Cells are known to utilize biochemical noise to probabilistically switch between distinct gene expression states. We demonstrate that such noise-driven switching is dominated by tails of probability distributions and is therefore…

Stemmed from the derivation of the optimal control to a stochastic linear-quadratic control problem with Markov jumps, we study one kind of backward stochastic differential equations (BSDEs) that the generator f is affected by a Markovian…

This paper investigates the stochastic fluctuations of the number of copies of a given protein in a cell. This problem has already been addressed in the past and closed-form expressions of the mean and variance have been obtained for a…

We present a new method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform…

In this paper we deal with stochastic optimization problems where the data distributions change in response to the decision variables. Traditionally, the study of optimization problems with decision-dependent distributions has assumed…

We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…

First passage in a stochastic process may be influenced by the presence of an external confining potential, as well as "stochastic resetting" in which the process is repeatedly reset back to its initial position. Here we study the interplay…

This paper studies the impacts of stochastic load fluctuations, namely the fluctuation intensity and the changing speed of load power, on the size of the voltage stability margin. To this end, Stochastic Differential-Algebraic Equations…

We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The…