相关论文: Completely regular multivariate stationary process…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…
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…
We present a new conjecture about a necessary condition that a (bio)chemical network has to satisfy for it to exhibit multistationarity. According to a Theorem of Feliu and Wiuf [27, 12], the conjecture is known for strictly monotonic…
Mass-action chemical reaction systems are frequently used in Computational Biology. The corresponding polynomial dynamical systems are often large (consisting of tens or even hundreds of ordinary differential equations) and poorly…
The article is devoted to stochastic processes with values in finite- and infinite-dimensional vector spaces over infinite fields $\bf K$ of zero characteristics with non-trivial non-archimedean norms. For different types of stochastic…
We consider the regularity of sample paths of Volterra-L\'{e}vy processes. These processes are defined as stochastic integrals $$ M(t)=\int_{0}^{t}F(t,r)dX(r), \ \ t \in \mathds{R}_{+}, $$ where $X$ is a L\'{e}vy process and $F$ is a…
A new sufficient condition for the existence of a stationary causal solution of an ARCH($\infty$) equation is provided. This condition allows to consider polynomially decaying coefficients, so that it can be applied to the so-called FIGARCH…
We consider the system of stochastic differential equations dX_t=A(X_{t-}) dZ_t, where Z_t^1, ..., Z^d_t are independent one-dimensional symmetric stable processes of order \alpha, and the matrix-valued function A is bounded, continuous and…
Applying probabilistic techniques we study regularity properties of quantum master equations (QMEs) in the Lindblad form with unbounded coefficients; a density operator is regular if, roughly speaking, it describes a quantum state with…
We derive mixing properties for a broad class of Poisson count time series satisfying a certain contraction condition. Using specific coupling techniques, we prove absolute regularity at a geometric rate not only for stationary…
In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors. Such an approximation is useful for…
In this paper, we consider a mean-reverting stochastic volatility equation with regime switching, and present some sufficient conditions for the existence of global positive solution, asymptotic boundedness in pth moment, positive…
This article develops a statistical test for the null hypothesis of strict stationarity of a discrete time stochastic process in the frequency domain. When the null hypothesis is true, the second order cumulant spectrum is zero at all the…
On the basis of the transfer matrix technique an analytical method to investigate the stationary states, for an electron in one-dimensional periodic structures in an external electrical field, displaying the symmetry of the problem is…
This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…
We continue the investigation of the spectral theory and exponential asymptotics of Markov processes, following Kontoyiannis and Meyn (2003). We introduce a new family of nonlinear Lyapunov drift criteria, characterizing distinct subclasses…
We consider the problem to estimate the generalized cepstral coefficients of a stationary stochastic process or stationary multidimensional random field. It turns out that a naive version of the periodogram-based estimator for the…
A variety of physical phenomena involve the nonlinear transfer of energy from weakly damped modes subjected to external forcing to other modes which are more heavily damped. In this work we explore this in (finite-dimensional) stochastic…
A complete apparatus is defined as reacting to every state of the measured system. Standard quantum mechanics of indistinguishable particles is shown to imply that apparatuses must be incomplete or else they would be drowned out by noise.…
We prove strong stationarity conditions for optimal control problems that are governed by a prototypical rate-independent evolution variational inequality, i.e., first-order necessary optimality conditions in the form of a primal-dual…