4 citations · 9 across the 8 of their papers we have counts for
4 papers · 1 filter
Estimating stationary characteristic functions of stochastic systems via semidefinite programming
Khem Raj Ghusinga, Andrew Lamperski, Abhyudai Singh
This paper proposes a methodology to estimate characteristic functions of stochastic differential equations that are defined over polynomials and driven by Lévy noise. For such sys…
Driving an Ornstein--Uhlenbeck Process to Desired First-Passage Time Statistics
Khem Raj Ghusinga, Vaibhav Srivastava, Abhyudai Singh
First-passage time (FPT) of an Ornstein-Uhlenbeck (OU) process is of immense interest in a variety of contexts. This paper considers an OU process with two boundaries, one of which…
Approximate moment dynamics for polynomial and trigonometric stochastic systems
Khem Raj Ghusinga, Mohammad Soltani, Andrew Lamperski +2
Stochastic dynamical systems often contain nonlinearities which make it hard to compute probability density functions or statistical moments of these systems. For the moment comput…
Analysis and Control of Stochastic Systems using Semidefinite Programming over Moments
Andrew Lamperski, Khem Raj Ghusinga, Abhyudai Singh
This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution…