scholarly journals REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES

2019 ◽  
Vol 36 (5) ◽  
pp. 773-802 ◽  
Author(s):  
Brendan K. Beare ◽  
Won-Ki Seo
Keyword(s):  
Separable Hilbert Space ◽  
Sufficient Conditions ◽  
General Setting ◽  
Operator Pencil ◽  
Second Order ◽  
Vector Autoregressive ◽  
Functional Time Series ◽  
Vector Autoregressive Processes ◽  
Necessary And Sufficient ◽  
Autoregressive Hilbertian Processes

We develop versions of the Granger–Johansen representation theorems for I(1) and I(2) vector autoregressive processes that apply to processes taking values in an arbitrary complex separable Hilbert space. This more general setting is of central relevance for statistical applications involving functional time series. An I(1) or I(2) solution to an autoregressive law of motion is obtained when the inverse of the autoregressive operator pencil has a pole of first or second order at one. We obtain a range of necessary and sufficient conditions for such a pole to be of first or second order. Cointegrating and attractor subspaces are characterized in terms of the behavior of the autoregressive operator pencil in a neighborhood of one.

scholarly journals TO EXISTENCE OF COMPLETELY CONTINUOUS DIFFERENTIAL REALIZATION SECOND ORDER BILINEAR SYSTEM

2021 ◽  
Vol 23 (4) ◽  
pp. 116-132
Author(s):  
A.V. Daneev ◽  
◽  
A.V. Lakeev ◽  
V.A. Rusanov ◽  
◽  
...  
Keyword(s):  
Separable Hilbert Space ◽  
Sufficient Conditions ◽  
Bilinear System ◽  
Integral Form ◽  
Second Order ◽  
Complete Continuity ◽  
Completely Continuous ◽  
Infinite Dimensional ◽  
Necessary And Sufficient ◽  
Geometric Study

For a continuous nonlinear infinite-dimensional behavioristic system (dynamical system of J. Willems), a functional-geometric study of the necessary and sufficient conditions for the existence of six non-stationary coefficients-operators of the model of bilinear differential realization of this system in the class of second-order differential equations in a separable Hilbert space is carried out. The case is investigated when the simulated operators are burdened with a condition that ensures the complete continuity of the integral form of the equations of realization in the entropy setting.

scholarly journals Second-order impulsive differential systems with mixed and several delays

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Shyam Sundar Santra ◽  
Apurba Ghosh ◽  
Omar Bazighifan ◽  
Khaled Mohamed Khedher ◽  
Taher A. Nofal
Keyword(s):  
Differential Equations ◽  
Sufficient Conditions ◽  
Impulsive Differential Equations ◽  
Oscillation Theory ◽  
Second Order ◽  
Neutral Delay ◽  
Differential Systems ◽  
Impulsive Differential Systems ◽  
Several Delays ◽  
Necessary And Sufficient

AbstractIn this work, we present new necessary and sufficient conditions for the oscillation of a class of second-order neutral delay impulsive differential equations. Our oscillation results complement, simplify and improve recent results on oscillation theory of this type of nonlinear neutral impulsive differential equations that appear in the literature. An example is provided to illustrate the value of the main results.

scholarly journals First and second order optimality conditions for the control of Fokker-Planck equations

2021 ◽  
Vol 27 ◽  
pp. 15
Author(s):  
M. Soledad Aronna ◽  
Fredi Tröltzsch
Keyword(s):  
Control Variable ◽  
Sufficient Conditions ◽  
Planck Equation ◽  
Second Order ◽  
Optimal Controls ◽  
Main Emphasis ◽  
The Cost ◽  
Necessary And Sufficient ◽  
Fokker Planck Equations ◽  
Fokker Planck

In this article we study an optimal control problem subject to the Fokker-Planck equation ∂tρ − ν∆ρ − div(ρB[u]) = 0 The control variable u is time-dependent and possibly multidimensional, and the function B depends on the space variable and the control. The cost functional is of tracking type and includes a quadratic regularization term on the control. For this problem, we prove existence of optimal controls and first order necessary conditions. Main emphasis is placed on second order necessary and sufficient conditions.

scholarly journals Stationary Threshold Vector Autoregressive Models

2018 ◽  
Vol 11 (3) ◽  
pp. 45 ◽  
Author(s):  
Galyna Grynkiv ◽  
Lars Stentoft
Keyword(s):  
Steady State ◽  
Stationary Distribution ◽  
Sufficient Conditions ◽  
Threshold Models ◽  
Bernoulli Distribution ◽  
Vector Autoregressive Model ◽  
Economic Data ◽  
Vector Autoregressive Models ◽  
Vector Autoregressive ◽  
Necessary And Sufficient

This paper examines the steady state properties of the Threshold Vector Autoregressive model. Assuming that the trigger variable is exogenous and the regime process follows a Bernoulli distribution, necessary and sufficient conditions for the existence of stationary distribution are derived. A situation related to so-called “locally explosive models”, where the stationary distribution exists though the model is explosive in one regime, is analysed. Simulations show that locally explosive models can generate some of the key properties of financial and economic data. They also show that assessing the stationarity of threshold models based on simulations might well lead to wrong conclusions.

APPROXIMATE CONTROLLABILITY OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS WITH IMPULSIVE EFFECTS

2010 ◽  
Vol 24 (14) ◽  
pp. 1559-1572 ◽  
Author(s):  
RATHINASAMY SAKTHIVEL ◽  
YONG REN ◽  
N. I. MAHMUDOV
Keyword(s):  
Biological Sciences ◽  
Differential Equations ◽  
Approximate Controllability ◽  
Sufficient Conditions ◽  
Impulsive Differential Equations ◽  
Second Order ◽  
Impulsive Effects ◽  
Infinite Dimensional ◽  
Infinite Dimensional Dynamical Systems ◽  
Necessary And Sufficient

Many practical systems in physical and biological sciences have impulsive dynamical behaviors during the evolution process which can be modeled by impulsive differential equations. In this paper, the approximate controllability of nonlinear second-order stochastic infinite-dimensional dynamical systems with impulsive effects is considered. By using the Holder's inequality, stochastic analysis and fixed point strategy, a new set of necessary and sufficient conditions are formulated which guarantees the approximate controllability of the nonlinear second-order stochastic system. The results are obtained under the assumption that the associated linear system is approximately controllable.

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