Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions and Markov chain
Fuente:
arXiv
Saved in:
| Main Authors: | Chen, Tian, Hu, Xijun, Wu, Zhen |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Large Deviation Asymptotics for the Supermarket Model with Growing Choices
by: Budhiraja, Amarjit, et al.
Published: (2025)
by: Budhiraja, Amarjit, et al.
Published: (2025)
On second order conditions for singular optimal control of port-Hamiltonian systems
by: Aronna, M. Soledad, et al.
Published: (2024)
by: Aronna, M. Soledad, et al.
Published: (2024)
Many-Server Asymptotics for Join-the-Shortest-Queue: Large Deviations and Rare Events
by: Budhiraja, Amarjit, et al.
Published: (2019)
by: Budhiraja, Amarjit, et al.
Published: (2019)
Stochastic Perturbation of Sweeping Processes Driven by Continuous Uniformly Prox-Regular Moving Sets
by: Garrido, Juan Guillermo, et al.
Published: (2026)
by: Garrido, Juan Guillermo, et al.
Published: (2026)
Well-posedness and Feller property for functional stochastic Hamiltonian systems with singular coefficients and state-dependent switching
by: Xi, Fubao, et al.
Published: (2025)
by: Xi, Fubao, et al.
Published: (2025)
Iterative approximations of periodic trajectories for nonlinear systems with discontinuous inputs
by: Zuyev, Alexander, et al.
Published: (2023)
by: Zuyev, Alexander, et al.
Published: (2023)
A bang-bang optimal control for a nonlinear system modeling the Gate Control Theory of Pain
by: Diaz, Gregorio, et al.
Published: (2025)
by: Diaz, Gregorio, et al.
Published: (2025)
On the duality between consensus problems and Markov processes, with application to delay systems
by: Atay, Fatihcan M.
Published: (2025)
by: Atay, Fatihcan M.
Published: (2025)
Superpositions for General Conditional Mckean-Vlasov Stochastic Differential Equations
by: Feng, Qi, et al.
Published: (2025)
by: Feng, Qi, et al.
Published: (2025)
Ergodicity for regime-switching neutral stochastic functional differential equations with infinite delay
by: Zhang, Zuozheng, et al.
Published: (2026)
by: Zhang, Zuozheng, et al.
Published: (2026)
Polynomial McKean-Vlasov SDEs
by: Cuchiero, Christa, et al.
Published: (2025)
by: Cuchiero, Christa, et al.
Published: (2025)
Well-posedness of Lur'e systems with feedthrough
by: Guiver, Chris, et al.
Published: (2025)
by: Guiver, Chris, et al.
Published: (2025)
Itô formula for reduced rough paths
by: Li, Nannan, et al.
Published: (2025)
by: Li, Nannan, et al.
Published: (2025)
Stable representations of Hamilton-Jacobi-Bellman equations with infinite horizon
by: Misztela, Arkadiusz, et al.
Published: (2026)
by: Misztela, Arkadiusz, et al.
Published: (2026)
Jump Processes with Self-Interactions: Large Deviation Asymptotics
by: Budhiraja, Amarjit, et al.
Published: (2025)
by: Budhiraja, Amarjit, et al.
Published: (2025)
Non-equilibrium functional inequalities for finite Markov chains
by: Hilder, Bastian, et al.
Published: (2026)
by: Hilder, Bastian, et al.
Published: (2026)
Classical solution of path-dependent mean-field semilinear PDEs
by: Tang, Shanjian, et al.
Published: (2021)
by: Tang, Shanjian, et al.
Published: (2021)
On the Fundamental Eigenvalues gap of Sturm-Liouville Operators
by: Ahrami, Mohammed, et al.
Published: (2024)
by: Ahrami, Mohammed, et al.
Published: (2024)
Estimates for the Weyl coefficient of a two-dimensional canonical system
by: Langer, Matthias, et al.
Published: (2021)
by: Langer, Matthias, et al.
Published: (2021)
Filtering and 1/3 Power Law for Optimal Time Discretisation in Numerical Integration of Stochastic Differential Equations
by: Vladimirov, Igor G.
Published: (2025)
by: Vladimirov, Igor G.
Published: (2025)
Optimal Merton's Problem under Multivariate Affine Volterra Models with Jumps
by: Dro, Sigui Brice, et al.
Published: (2026)
by: Dro, Sigui Brice, et al.
Published: (2026)
Singular stochastic delay equations driven by fractional Brownian motion: Dynamics, longtime behaviour, and pathwise stability
by: Varzaneh, Mazyar Ghani, et al.
Published: (2024)
by: Varzaneh, Mazyar Ghani, et al.
Published: (2024)
Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations
by: Cox, Sonja, et al.
Published: (2013)
by: Cox, Sonja, et al.
Published: (2013)
Well-Posedness and Ergodicity of Functional Stochastic Partial Differential Equations with Markovian Switching
by: Xi, Fubao, et al.
Published: (2025)
by: Xi, Fubao, et al.
Published: (2025)
Reachability for multiagent control systems via Lyapunov functions
by: Cavagnari, Giulia, et al.
Published: (2025)
by: Cavagnari, Giulia, et al.
Published: (2025)
Inexact Catching-Up Algorithm for Moreau's Sweeping Processes
by: Garrido, Juan Guillermo, et al.
Published: (2025)
by: Garrido, Juan Guillermo, et al.
Published: (2025)
On the reduction of stochastic chemical reaction networks
by: Eilertsen, Justin, et al.
Published: (2023)
by: Eilertsen, Justin, et al.
Published: (2023)
Stochastic maximum principle for optimal control of infinitely delayed systems of functional type in infinite dimensions
by: Cheng, Guanwei
Published: (2026)
by: Cheng, Guanwei
Published: (2026)
Eigenvalue distribution of canonical systems: trace class and sparse spectrum
by: Langer, Matthias, et al.
Published: (2024)
by: Langer, Matthias, et al.
Published: (2024)
Invariant measures for the box-ball system based on stationary Markov chains and periodic Gibbs measures
by: Croydon, David A., et al.
Published: (2019)
by: Croydon, David A., et al.
Published: (2019)
Almost Sure Diffusion Approximation in Averaging: Direct Proofs with Rough Paths Flavors
by: Kifer, Yuri
Published: (2024)
by: Kifer, Yuri
Published: (2024)
Rank-based stochastic differential inclusions and diffusion limits for a load balancing model
by: Atar, Rami, et al.
Published: (2024)
by: Atar, Rami, et al.
Published: (2024)
A Study of the One-Dimensional Heat-Conduction Equation with Radiation
by: Halic, Mihai
Published: (2023)
by: Halic, Mihai
Published: (2023)
On the mean-variance problem through the lens of multivariate fake stationary affine Volterra dynamics
by: Gnabeyeu, Emmanuel
Published: (2026)
by: Gnabeyeu, Emmanuel
Published: (2026)
On Utility Maximization under Multivariate Fake Stationary Affine Volterra Models
by: Gnabeyeu, Emmanuel
Published: (2026)
by: Gnabeyeu, Emmanuel
Published: (2026)
Coarse graining of stochastic differential equations: averaging and projection method
by: Duong, Manh Hong, et al.
Published: (2025)
by: Duong, Manh Hong, et al.
Published: (2025)
On convergence rate bounds for a class of nonlinear Markov chains
by: Shchegolev, Alexander, et al.
Published: (2022)
by: Shchegolev, Alexander, et al.
Published: (2022)
Bessel Functions and Analysis of Circular Waveguides
by: Mora-Paz, Jaime, et al.
Published: (2025)
by: Mora-Paz, Jaime, et al.
Published: (2025)
Reconstructing the system coefficients for coupled harmonic oscillators
by: Bartsch, Jan, et al.
Published: (2024)
by: Bartsch, Jan, et al.
Published: (2024)
Galerkin-like Method for Integro-Differential Inclusions with applications to Volterra Sweeping processes
by: Pérez-Aros, Pedro, et al.
Published: (2023)
by: Pérez-Aros, Pedro, et al.
Published: (2023)
Similar Items
-
Large Deviation Asymptotics for the Supermarket Model with Growing Choices
by: Budhiraja, Amarjit, et al.
Published: (2025) -
On second order conditions for singular optimal control of port-Hamiltonian systems
by: Aronna, M. Soledad, et al.
Published: (2024) -
Many-Server Asymptotics for Join-the-Shortest-Queue: Large Deviations and Rare Events
by: Budhiraja, Amarjit, et al.
Published: (2019) -
Stochastic Perturbation of Sweeping Processes Driven by Continuous Uniformly Prox-Regular Moving Sets
by: Garrido, Juan Guillermo, et al.
Published: (2026) -
Well-posedness and Feller property for functional stochastic Hamiltonian systems with singular coefficients and state-dependent switching
by: Xi, Fubao, et al.
Published: (2025)