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1.
In this paper, we are interested in the well-posedness of a class of fully coupled forward-backward SDE (FBSDE) in which the forward drift coefficient is allowed to be discontinuous with respect to the backward component of the solution. Such an FBSDE is motivated by a practical issue in regime-switching term structure interest rate models, and the discontinuity makes it beyond any existing framework of FBSDEs. In a Markovian setting with non-degenerate forward diffusion, we show that a decoupling function can still be constructed and that it is a Sobolev solution to the corresponding quasilinear PDE. As a consequence we can then argue that the FBSDE admits a weak solution in the sense of [1, 2]. In the one-dimensional case, we further prove that the weak solution of the FBSDE is actually strong, and it is pathwisely unique. Our approach does not use the well-known Yamada–Watanabe Theorem, but instead follows the idea of Krylov for SDEs with measurable coefficients. 相似文献
2.
ABSTRACT Let ? be a complete set of Sylow subgroups of a finite group G, that is, ? contains exactly one and only one Sylow p-subgroup of G for each prime p. A subgroup H of a finite group G is said to be ?-permutable if H permutes with every member of ?. The purpose of this article is to study the influence of ?-permutability of all maximal subgroups of the Sylow subgroups of the generalized Fitting subgroup of some normal subgroup of a finite group G on the structure of G. Our results improve and extend the main results of Asaad (1998), Asaad and Heliel (2003), Asaad et al. (1991), Li et al. (2003), Ramadan (1992), and Srinivasan (1980). 相似文献
3.
《Optimization》2012,61(6):777-793
In this article, we consider a bilevel vector optimization problem where objective and constraints are set valued maps. Our approach consists of using a support function [1–3,14,15,32] together with the convex separation principle for the study of necessary optimality conditions for D.C. bilevel set-valued optimization problems. We give optimality conditions in terms of the strong subdifferential of a cone-convex set-valued mapping introduced by Baier and Jahn 6 and the weak subdifferential of a cone-convex set-valued mapping of Sawaragi and Tanino 28. The bilevel set-valued problem is transformed into a one level set-valued optimization problem using a transformation originated by Ye and Zhu 34. An example illustrating the usefulness of our result is also given. 相似文献
4.
Anders O. F. Hendrickson 《代数通讯》2013,41(12):4420-4438
Diaconis and Isaacs have defined the supercharacter theories of a finite group to be certain approximations to the ordinary character theory of the group [7]. We make explicit the connection between supercharacter theories and Schur rings, and we provide supercharacter theory constructions which correspond to Schur ring products of Leung and Man [12], Hirasaka and Muzychuk [10], and Tamaschke [20]. 相似文献
5.
Adam B. Olshen Robert L. Strawderman Gregory Ryslik Karen Lostritto Alice M. Arnold Annette M. Molinaro 《Journal of computational and graphical statistics》2018,27(1):146-156
Many complex diseases are caused by a variety of both genetic and environmental factors acting in conjunction. To help understand these relationships, nonparametric methods that use aggregate learning have been developed such as random forests and conditional forests. Molinaro et al. (2010) described a powerful, single model approach called partDSA that has the advantage of producing interpretable models. We propose two extensions to the partDSA algorithm called bagged partDSA and boosted partDSA. These algorithms achieve higher prediction accuracies than individual partDSA objects through aggregating over a set of partDSA objects. Further, by using partDSA objects in the ensemble, each base learner creates decision rules using both “and” and “or” statements, which allows for natural logical constructs. We also provide four variable ranking techniques that aid in identifying the most important individual factors in the models. In the regression context, we compared bagged partDSA and boosted partDSA to random forests and conditional forests. Using simulated and real data, we found that bagged partDSA had lower prediction error than the other methods if the data were generated by a simple logic model, and that it performed similarly for other generating mechanisms. We also found that boosted partDSA was effective for a particularly complex case. Taken together these results suggest that the new methods are useful additions to the ensemble learning toolbox. We implement these algorithms as part of the partDSA R package. Supplementary materials for this article are available online. 相似文献
6.
We consider three infinite families of cyclic presentations of groups, depending on a finite set of integers and having the same polynomial. Then we prove that the corresponding groups with the same parameters are isomorphic, and that the groups are almost all infinite. Finally, we completely compute the maximal Abelian quotients of such groups, and show that their HNN extensions are high-dimensional knot groups. Our results contain as particular cases the main theorems obtained in two nice articles: Johnson et al. (1999) and Havas et al. (2001). 相似文献
7.
Mamoru Furuya 《代数通讯》2013,41(8):3130-3146
Let A be an analytic algebra over a field k of characteristic p > 0. In this article, for an analytic k-algebra we introduce the concept of analytic pn-basis which generalizes the pn-basis defined in [1], and the concept of an pn-admissible field for an algebraic function field, we give regularity criteria and absolute regularity criteria for an analytic algebra A/k in terms of the higher differential algebra and analytic pn-basis. The results are partial extension of our previous results for affine algebras to the case of analytic algebras (cf. [1, 3]), and these are partial generalization of results of Orbanz in the analytic case (cf. [9]). 相似文献
8.
We complement two papers on supertropical valuation theory ([11], [12]) by providing natural examples of m-valuations (= monoid valuations), and afterwards of supervaluations and transmissions between them. These supervaluations have values in totally ordered supertropical semirings, and the transmissions discussed respect the orderings. We develop the basics of the theory of such semirings and transmissions. 相似文献
9.
This article is a sequel of [4], where we defined supervaluations on a commutative semiring R and studied a dominance relation ? ≥ ψ between supervaluations ? and ψ on R, aiming at an enrichment of the algebraic tool box for use in tropical geometry. A supervaluation ?: R → U is a multiplicative map from R to a supertropical semiring U, cf. [4], [7], [8], [5], [9], with further properties, which mean that ? is a sort of refinement, or covering, of an m-valuation (= monoid valuation) v: R → M. In the most important case, that R is a ring, m-valuations constitute a mild generalization of valuations in the sense of Bourbaki [1], while ? ≥ ψ means that ψ: R → V is a sort of coarsening of the supervaluation ?. If ?(R) generates the semiring U, then ? ≥ ψ iff there exists a “transmission” α: U → V with ψ = α ○ ?. Transmissions are multiplicative maps with further properties, cf. [4, Section 5]. Every semiring homomorphism α: U → V is a transmission, but there are others which lack additivity, and this causes a major difficulty. In the main body of the article we study surjective transmissions via equivalence relations on supertropical semirings. We put special emphasis on homomorphic equivalence relations. Even those are often much more complicated than congruences by ideals in usual commutative algebra. 相似文献
10.
Michel Gros 《代数通讯》2013,41(5):2163-2170
Soit p un nombre premier. Nous établissons l'existence de neutralisations de divers complétés de l'algèbre de Weyl quantique spécialisée en une racine de l'unité primitive d'ordre p (qui est “génériquement” une algèbre d'Azumaya) et donnons en particulier un énoncé de neutralisation explicite relevant celui construit en caractéristique p dans [3]. Let p be a prime number. We establish the existence of neutralizations of various completions of the quantum Weyl algebra specialized at a primitive root of unity of prime order p (which is “generically” an Azumaya algebra) and, in particular, we give a statement of explicit neutralization similar to the one built in characteristic p in [3]. 相似文献
11.
In this article, we are concerned with fractional multiobjective optimization problems. In order to derive optimality conditions, we consider a new single level problem [12], which is locally equivalent to the bilevel fractional multiobjective problem (P) at the optimal solution. Our approach consists of using another approach initiated by Mordukhovich [7, 8], which does not involve any convex approximations and convex separation arguments, called the extremal principle [5, 6, 9], for the study of necessary optimality conditions in fractional vector optimization. 相似文献
12.
Michael Hellus 《代数通讯》2013,41(7):2615-2621
In continuation of [1] we study associated primes of Matlis duals of local cohomology modules (MDLCM). We combine ideas from Helmut Zöschinger on coassociated primes of arbitrary modules with results from [1 4-6], and obtain partial answers to questions which were left open in [1]. These partial answers give further support for conjecture (*) from [1] on the set of associated primes of MDLCMs. In addition, and also inspired by ideas from Zöschinger, we prove some non-finiteness results of local cohomology. 相似文献
13.
Seyyed Majid Jafarian Amiri 《代数通讯》2013,41(6):2055-2059
In [1], the authors proved that the maximum sum of element orders on finite groups of the same order occurs in cyclic group. In this paper we obtain the structure of groups having maximum sum of element orders on noncyclic nilpotent group of the same order. 相似文献
14.
B. Kheirfam 《Numerical Functional Analysis & Optimization》2013,34(10):1322-1338
In this article, we present a new full Nesterov-Todd step infeasible interior-point method for second-order cone optimization based on a non-coercive kernel function. The main iteration consists of a so-called feasibility step and one centering step, whereas the earlier versions, in [4, 21], needed two additional centering steps. We use a kernel function to induce the feasibility step. The new algorithm reduces the searching steps in each iteration and tenders an interesting analysis for complexity bound. 相似文献
15.
This article provides in the setting of infinite dimensional Hilbert space, a result concerning the existence and uniqueness of solutions for Lipschitz single-valued perturbations of evolution problems associated with time-dependent subdifferential operators. The result is used to extend to optimal control problems associated with such equations the relaxation theorems with Young measures established in Casting et al. [7, 11] and Edmond and Thibault [11]. 相似文献
16.
In this paper we consider the thin film equation with prescribed non-zero contact angle condition for a large class of mobility coefficients, in dimension 1. We prove the global in time existence of weak solutions by using a diffuse approximation of the free boundary condition. This approach, which can be physically motivated by the introduction of singular disjoining/conjoining pressure forces had been suggested in particular by Bertsch et al. in [11]. 相似文献
17.
In their paper, Carmona and Touzi [8] studied an optimal multiple stopping time problem in a market where the price process is continuous. In this article, we generalize their results when the price process is allowed to jump. Also, we generalize the problem associated to the valuation of swing options to the context of jump diffusion processes. We relate our problem to a sequence of ordinary stopping time problems. We characterize the value function of each ordinary stopping time problem as the unique viscosity solution of the associated Hamilton–Jacobi–Bellman variational inequality. 相似文献
18.
Jean-Yves Chemin 《偏微分方程通讯》2015,40(5):878-896
By applying Wiegner's method in [16], we first prove the large time decay estimate for the global solutions of a 2.5 dimensional Navier-Stokes system, which is a sort of singular perturbed 2-D Navier-Stokes system in three space dimension. As an application of this decay estimate, we give a simplified proof for the global wellposedness result in [6] for 3-D Navier-Stokes system with one slow variable. Let us also mention that compared with the assumptions for the initial data in [6], here the assumptions in Theorem 1.3 are weaker. 相似文献
19.
《代数通讯》2013,41(9):3773-3779
In [1], the author gave a positive solution to the problem in the survey of Jarden [2] on the closedness of the class of profinite groups that are isomorphic to absolute Galois groups of fields with respect to finite free products. In [3], O. V. Mel'nikov solved this problem for separable profinite groups ([3] was done earlier than [1]). In the same case, a more exact result on the absolute Galois groups of fields of fixed characteristic was obtained there. The proof proposed in 4-5 is simpler than that in [1] and, in addition, provides the results of Mel'nikov. On February, 2000, the author (knowing nothing about 4-5) found one more proof of these results. In the author opinion, this proof is the simplest and the construction used in the proof, as well as its properties (cf. Propositio n 1) can have other applications. 相似文献
20.
Morton E. Harris 《代数通讯》2013,41(8):3668-3671
At some point, after publication, the author realized that the proof of [3, Theorem 5.2] is incorrect. This proof incorrectly adapts the proof of [1, Theorem 4.8] since [3, (5.5)] is incorrect. Using the same proof outline, we correct the proof of [3, Theorem 5.2]. 相似文献