REGULARITY AND SENSITIVITY FOR MCKEAN-VLASOV TYPE SPDEs GENERATED BY STABLE-LIKE PROCESSES [PDF]
Проблемы анализа, 2018 In this paper we study the sensitivity of nonlinear stochastic differential equations of McKean–Vlasov type generated by stable-like processes. By using the method of stochastic characteristics, we transfer these equations to non-stochastic equations ...
V. N. Kolokoltsov, M. S. Troeva
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On stochastic differential equations driven by skew stable processes
Lietuvos Matematikos Rinkinys, 2001 There is not abstract.
Henrikas Pragarauskas
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Mathematical analysis of a stochastic delay model for respiratory syncytial virus dynamics [PDF]
Scientific ReportsRespiratory syncytial virus (RSV) is a single-stranded RNA virus responsible for a wide range of respiratory tract infections, including those affecting the lungs, airways, and middle ear.
Ali Raza +4 more
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Application of Lévy processes in modelling (geodetic) time series with mixed spectra [PDF]
Nonlinear Processes in Geophysics, 2021 Recently, various models have been developed, including the fractional Brownian motion (fBm), to analyse the stochastic properties of geodetic time series together with the estimated geophysical signals.
J.-P. Montillet +5 more
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Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise [PDF]
تحقیقات مالی, 2021 Objective: The main purpose of this paper is to investigate a developed stochastic algorithm for modeling financial markets using the Ornstein-uhlenbeck process combined with Levy noise. Using the closing prices of stock markets, it can be concluded that
Mina Mohammadi, Parisa Nabati
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Learning stochastically stable Gaussian process state–space models [PDF]
IFAC Journal of Systems and Control, 2020 Abstract Control systems are increasingly applied in domains where an analytic description of the system dynamics does not exist or is difficult to obtain. Example applications include autonomous robots in unstructured environments, human behavior modeling for prediction and action recognition in human–machine-interaction, and chemical process ...
Jonas Umlauft, Sandra Hirche
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Slow Manifolds for Stochastic Koper Models with Stable Lévy Noises
Axioms, 2023 The Koper model is a vector field in which the differential equations describe the electrochemical oscillations appearing in diffusion processes. This work focuses on the understanding of the slow dynamics of a stochastic Koper model perturbed by stable ...
Hina Zulfiqar +2 more
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Improved noise‐to‐state stability criteria of random nonlinear systems with stochastic impulses
IET Control Theory & Applications, 2021 This paper considers noise‐to‐state stability for random non‐linear systems with stochastic impulses. The impulsive random non‐linear systems contain three random characteristics: the second‐moment processes in continuous dynamics, the sequence of random
Likang Feng, Ju H. Park, Weihai Zhang
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Maximum principles for nonlocal parabolic Waldenfels operators [PDF]
Bulletin of Mathematical Sciences, 2019 As a class of Lévy type Markov generators, nonlocal Waldenfels operators appear naturally in the context of investigating stochastic dynamics under Lévy fluctuations and constructing Markov processes with boundary conditions (in particular the ...
Qiao Huang, Jinqiao Duan, Jiang-Lun Wu
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The Typical Set and Entropy in Stochastic Systems with Arbitrary Phase Space Growth
Entropy, 2023 The existence of the typical set is key for data compression strategies and for the emergence of robust statistical observables in macroscopic physical systems.
Rudolf Hanel, Bernat Corominas-Murtra
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