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Continuous Parameter Jump Markov Processes
Let \(\{X_t:t\ge 0\}\) be a Markov process on a measurable...
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On the Existence and Uniqueness of Stationary Distributions for Some Piecewise Deterministic Markov Processes with State-Dependent Jump Intensity
In this paper, we consider a subclass of piecewise deterministic Markov processes with a Polish state space that involve a deterministic motion...
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Stochastic Stability of Discrete Time Positive Markov Jump Nonlinear Systems
This paper investigates the stochastic stability of discrete time positive Markov jump nonlinear systems (PMJNS). Some definitions on stochastic...
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Synchronization and Random Attractors in Reaction Jump Processes
This work explores a synchronization-like phenomenon induced by common noise for continuous-time Markov jump processes given by chemical reaction...
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Markov Jump Linear Systems
Markov jump linear systems (MJLSs) is an important class of dynamic systems that has been deeply studied in the past years. The main reason is...
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Composite Anti-Disturbance Control of Hidden Semi-Markov Jump Systems via Disturbance Observer
This paper focuses on the disturbance suppression issue of hidden semi-Markov jump systems leveraging composite control. The system consists of a...
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Stability analysis and stabilization of semi-Markov jump linear systems with unavailable sojourn-time information
This study addresses the stability and stabilization problems of discrete-time semi-Markov jump linear systems (S-MJLSs) with unavailable...
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Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations
In this paper, we study a class of reflected backward stochastic differential equations (RBSDEs) driven by the compensated random measure associated...
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Semi-Markov Jump Systems
This note is devoted to the analysis of adaptive sliding mode control of H...
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Optimal Control and Stabilization for Discrete-time Markov Jump Systems With Indefinite Weight Costs and Multi-channel Multiplicative Noises
This paper is concerned with the optimal control and stabilization problems for discrete-time Markov jump systems with multi-channel multiplicative...
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Collaborative Optimization Design of Event-based Asynchronous Filter for Discrete-time T-S Fuzzy Markov Jump Systems
This article is primarily concerned with the collaborative optimization design issue of the asynchronous filter and the event-based trigger for...
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Jump-Chain Simulation of Markov Substitution Processes Over Phylogenies
We draw attention to an under-appreciated simulation method for generating artificial data in a phylogenetic context. The approach, which we refer to...
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Pricing Fade-in Options Under GARCH-Jump Processes
In this paper, we investigate fade-in options under GARCH-jump processes. Specifically, we adopt NIG distributions to capture jump risk, and both...
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Tracking Control Design for Markov Jump Systems With Time-varying Delay and External Disturbances
This article intends to provide an effective output tracking control protocol and enhanced disturbance rejection performance for a class of...
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A general approach for Parisian stop** times under Markov processes
We propose a method based on continuous-time Markov chain (CTMC) approximation to compute the distribution of Parisian stop** times and to price...
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Asynchronous Dissipative Control and Robust Exponential Mean Square Stabilization for Uncertain Fuzzy Neutral Markov Jump Systems
This paper researches the strict dissipative control problem for uncertain fuzzy neutral Markov jump systems by Takagi-Sugeno fuzzy rules. The...
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Markov Processes
A Markov processMarkov process is a dynamical system where movement within the system consists of transitions between a finite set of states. These...
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Passivity-Based State Estimation of Markov Jump Singularly Perturbed Neural Networks Subject to Sensor Nonlinearity and Partially Known Transition Rates
In this paper, the passivity-based state estimation problem is investigated for Markov jump singularly perturbed neural networks, in which the...
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Active Fault-tolerant Control for Discrete-time Markov Jump LPV Systems via Time-varying Hidden Markov Model Approach
In this paper, the active fault-tolerant control problem is studied for a class of discrete-time Markov jump linear parameter-varying systems. The...