A note on generalized exponential stability of impulsive stochastic functional differential equations

JOURNAL ARTICLE published October 2024 in Applied Mathematics Letters

Authors: Dehao Ruan | Yao Lu | Quanxin Zhu

Stationary distribution of periodic stochastic differential equations with Markov switching

JOURNAL ARTICLE published September 2024 in Journal of Mathematical Analysis and Applications

Authors: Yongmei Cai | Yuyuan Li | Xuerong Mao

Lagrange stability and passivity in the mean square sense of discrete-time stochastic Markovian switched neural networks with time-varying mixed delays

JOURNAL ARTICLE published September 2024 in Applied Mathematics and Computation

Authors: Liu Yang | Weijun Ma | Xin Wang

Hydrodynamic stability in the presence of a stochastic forcing: A case study in convection

JOURNAL ARTICLE published September 2024 in Physica D: Nonlinear Phenomena

Research funded by National Science Foundation (NSF-DMS-1816551,NSF-DMS-2108790,NSF-DMS-1313272,DMS-1816408) | Simons Foundation (586788,NSF-DMS-2206762)

Authors: Juraj Földes | Nathan E. Glatt-Holtz | Geordie Richards | Jared P. Whitehead

Hybrid stochastic SIS epidemic models with vaccination: Stability of the disease-free state and applications

JOURNAL ARTICLE published August 2024 in Nonlinear Analysis: Hybrid Systems

Research funded by National Science Foundation Division of Mathematical Sciences (DMS-1853467) | National Foundation for Science and Technology Development (101.03-2021.29)

Authors: Nguyen T. Hieu | Dang H. Nguyen | Nhu N. Nguyen | Tran D. Tuong

Skolem and positivity completeness of ergodic Markov chains

JOURNAL ARTICLE published August 2024 in Information Processing Letters

Research funded by Deutsche Forschungsgemeinschaft (389792660)

Authors: Mihir Vahanwala

Stability of switched neutral stochastic functional systems with different structures under high nonlinearity

JOURNAL ARTICLE published August 2024 in Applied Mathematics and Computation

Research funded by Science and Technology Program of Hunan Province (2021RC4030) | National Natural Science Foundation of China (62173139) | Scientific Research Foundation of Hunan Provincial Education Department (23C0007) | Natural Science Foundation of Hunan Province (2023JJ30388)

Authors: Boliang Lu | Quanxin Zhu

Stochastic inversion of fracture networks using the reversible jump Markov chain Monte Carlo algorithm

JOURNAL ARTICLE published August 2024 in Energy

Authors: Runhai Feng | Saleh Nasser

Input-to-state stability of stochastic Markovian jump genetic regulatory networks

JOURNAL ARTICLE published August 2024 in Mathematics and Computers in Simulation

Research funded by National Natural Science Foundation of China (62103103) | Natural Science Foundation of Jiangsu Province (BK20210223)

Authors: Yang Cao | A. Chandrasekar | T. Radhika | V. Vijayakumar

Almost sure synchronization of stochastic multi-links semi-Markov jump systems via aperiodically intermittent control

JOURNAL ARTICLE published August 2024 in Communications in Nonlinear Science and Numerical Simulation

Research funded by National Natural Science Foundation of China (12101180)

Authors: Chang Gao | Hao Gu | Yu Xiao | Beibei Guo

On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein–Uhlenbeck processes

JOURNAL ARTICLE published August 2024 in Stochastic Processes and their Applications

Authors: Anita Behme | Paolo Di Tella | Apostolos Sideris

Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: A Banach lattice approach

JOURNAL ARTICLE published July 2024 in Stochastic Processes and their Applications

Authors: Matheus M. Castro | Jeroen S.W. Lamb | Guillermo Olicón-Méndez | Martin Rasmussen

Higher-order assortativity for directed weighted networks and Markov chains

JOURNAL ARTICLE published July 2024 in European Journal of Operational Research

Authors: Alberto Arcagni | Roy Cerqueti | Rosanna Grassi

Stability for generalized stochastic equations

JOURNAL ARTICLE published July 2024 in Stochastic Processes and their Applications

Research funded by Fundacao de Amparo a Pesquisa do Estado de Sao Paulo (2019/03188-7,2021/12213-5) | Conselho Nacional de Desenvolvimento Cientifico e Tecnologico (309344/2017-4,310540/2019-4,431517/2018-5)

Authors: F. Andrade da Silva | E.M. Bonotto | M. Federson

Markov selections and Feller properties of nonlinear diffusions

JOURNAL ARTICLE published July 2024 in Stochastic Processes and their Applications

Research funded by Deutsche Forschungsgemeinschaft (SCHM 2160/15-1,SCHM 2160/13-1)

Authors: David Criens | Lars Niemann

Stability and dynamical bifurcation of a stochastic regime-switching predator–prey model

JOURNAL ARTICLE published July 2024 in Journal of Mathematical Analysis and Applications

Authors: Meng Liu

Volatility estimation of hidden Markov processes and adaptive filtration

JOURNAL ARTICLE published July 2024 in Stochastic Processes and their Applications

Research funded by Russian Science Foundation (20-61-47043)

Authors: Yury A. Kutoyants

Stability of impulsive stochastic functional differential equations with delays

JOURNAL ARTICLE published July 2024 in Applied Mathematics Letters

Research funded by National Natural Science Foundation of China (12071105) | Natural Science Foundation of Hunan Province (2023JJ30382)

Authors: Jingxian Guo | Shuihong Xiao | Jianli Li

Almost sure exponential synchronization analysis of stochastic strict-feedback systems with semi-Markov jump

JOURNAL ARTICLE published July 2024 in Engineering Applications of Artificial Intelligence

Authors: Chang Gao | Lu Zhang | Haiying Zhang | Yu Xiao

Kernel estimation of the transition density in bifurcating Markov chains

JOURNAL ARTICLE published July 2024 in Journal of Statistical Planning and Inference

Authors: S. Valère Bitseki Penda