Stability in Probability and Inverse Optimal Control of Evolution Systems Driven by Levy Processes

This paper first develops a Lyapunov-type theorem to study global well-posedness(existence and uniqueness of the strong variational solution)and asymptotic stability in probability of nonlinear stochastic evolution systems(SESs)driven by a special class of Levy processes,which consist of Wiener and compensated Poisson processes.This theorem is then utilized to develop an approach to solve an inverse optimal stabilization problem for SESs driven by Levy processes.The inverse optimal control design achieves global well-posedness and global asymptotic stability of the closed-loop system,and minimizes a meaningful cost functional that penalizes both states and control.The approach does not require to solve a Hamilton-Jacobi-Bellman equation(HJBE).An optimal stabilization of the evolution of the frequency of a certain genetic character from the population is included to illustrate the theoretical developments.

Hunt’s Hypothesis(H)for the Sum of Two Independent Levy Processes

Which Levy processes satisfy Hunt’s hypothesis(H)is a long-standing open problem in probabilistic potential theory.The study of this problem for one-dimensional Levy processes suggests us to consider(H)from the point of view of the sum of Levy processes.In this paper,we present theorems and examples on the validity of(H)for the sum of two independent Levy processes.We also give a novel condition on the Levy measure which implies(H)for a large class of one-dimensional Levy processes.

A stochastic vaccinated epidemic model incorporating Levy processes with a general awareness-induced incidence

In this paper,we investigate a stochastic vaccinated epidemic model with a general awareness-induced incidence perturbed by Levy noise.First,we show that this model has a unique global positive solution.Therefore,we establish the dynamic behavior of the solution around both disease-free and endemic equilibrium points.Furthermore,when R_(0)>1,we give sufficient conditions for the existence of an ergodic stationary distribution to the model when the jump part in the Levy noise is null.Finally,we present some examples to illustrate the analytical results by numerical simulations.

A stochastic threshold of a delayed epidemic model incorporating Levy processes with harmonic mean and vaccination

The aim of this paper is to investigate a stochastic threshold for a delayed epidemic model driven by Levy noise with a nonlinear incidence and vaccination.Mainly,we derive a stochastic threshold 77s which depends on model parameters and stochastic coefficients for a better understanding of the dynamical spreading of the disease.First,we prove the well posedness of the model.Then,we study the extinction and the persistence of the disease according to the values of TZS.Furthermore,using different scenarios of Tuberculosis disease in Morocco,we perform some numerical simulations to support the analytical results.

Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Levy processes with periodic mean

VVc deal with the least squares estimator for the drift parameters of an Ornstein-Uhlenbeck process with periodic mean function driven by fractional Levy process.For this estimator,we obtain consistency and the asymptotic distribution.Compared with fractional Ornstein-Uhlenbeck and Ornstein-Uhlenbeck driven by Levy process,they can be regarded both as a Levy generalization of fractional Brownian motion and a fractional generalization of Levy process.

Ito Formula for Integral Processes Related to Space-Time Levy Noise

In this article, we give a new proof of the Itôformula for some integral processes related to the space-time Lévy noise introduced in [1] [2] as an alternative for the Gaussian white noise perturbing an SPDE. We discuss two applications of this result, which are useful in the study of SPDEs driven by a space-time Lévy noise with finite variance: a maximal inequality for the p-th moment of the stochastic integral, and the Itôrepresentation theorem leading to a chaos expansion similar to the Gaussian case.

Existence,uniqueness and comparison results for BSDEs with Levy jumps in an extended monotonic generator setting

We show that the comparison results for a backward SDE with jumps established in Royer(Stoch.Process.Appl 116:1358–1376,2006)and Yin and Mao(J.Math.Anal.Appl 346:345–358,2008)hold under more simplified conditions.Moreover,we prove existence and uniqueness allowing the coefficients in the linear growth-and monotonicity-condition for the generator to be random and time-dependent.In the L2-case with linear growth,this also generalizes the results of Kruse and Popier(Stochastics 88:491–539,2016).For the proof of the comparison result,we introduce an approximation technique:Given a BSDE driven by Brownian motion and Poisson random measure,we approximate it by BSDEs where the Poisson random measure admits only jumps of size larger than 1/n.