The objective of the research is to develop a general method of constructing Lyapunov functions for non-linear non-autonomous differential inclusions described by ordinary differential equations with parameters. The goal has been attained through the following ideas and tools. First, three-point Poincare’s strategy of the investigation of differential equations and manifolds has been used. Seco...

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We are interested in periodic solutions of a coupled system of two periodically forced ordinary differential inclusions when the first differential inclusion is weakly nonlinear with respect to a small parameter while the second differential inclusion is strongly nonlinear. We investigate two cases when the second equation of the unperturbed autonomous system has either a single or a non-degene...

In this paper we present a framework to analyze the asymptotic behavior of two timescale stochastic approximation algorithms including those with set-valued mean fields. This paper builds on the works of Borkar and Perkins & Leslie. The framework presented herein is more general as compared to the synchronous two timescale framework of Perkins & Leslie, however the assumptions involved are easi...

In this paper we use a class of stochastic functional Kolmogorov-type model with jumps to describe the evolutions of population dynamics. By constructing a special Lyapunov function, we show that the stochastic functional differential equation associated with our model admits a unique global solution in the positive orthant, and, by the exponential martingale inequality with jumps, we dis...