Sufficient and Necessary Conditions for Stochastic Comparability of Jump Processes

Abstract This note is devoted to the study of the stochastic comparability of jump processes. On the basis of [2] and [3], it is proved that two jump processes are stochatically comparable if and only if their q-pairs are comparable. Meanwhile, the result concerning the uniqueness given in [6] is also improved upon. Research supported in part by DPFIHE(Grant No.96002704), NNSFC(Grant No.19771008), MCSEC, Ying-Tung Fok Educational Foundation and Youth Science Foundation of BNU     

Invariant Measures for a Stochastic Kuramoto–Sivashinsky Equation

Abstract

For the one-dimensional Kuramoto–Sivashinsky equation with random forcing term, existence and uniqueness of solutions is proved. Then, the Markovian semigroup is well defined; its properties are analyzed in order to provide sufficient conditions for existence and uniqueness of invariant measures for this stochastic equation. Finally, regularity results are presented.     

STATIONARY SOLUTION FOR A STOCHASTIC LIENARD EQUATION WITH MARKOVIAN SWITCHING

This paper considers a stochastic Liénard equation with Markovian switching. The Feller continuity of its solution is proved by the coupling method and a truncation argument. The existence of a stationary solution for the equation is also proved under the Foster-Lyapunov drift condition.     

Backward stochastic differential equations with Azéma's martingale

The aim of this paper is to study backward stochastic differential equations (BSDE) driven by Azéma's martingale and the associated deterministic functional equations. More precisely, we introduce BSDE's vs. Azéma's martingale in a general frame, then we prove that the existence of a solution to a Markovian BSDE implies the existence of a solution to a deterministic functional equation of a new type. Uniqueness for the functional equation is proved in a particular case. Then we discuss BSDE's vs. an asymmetric martingale: half Brownian motion/half Azéma's martingale, which leads to an asymmetric deterministic functional equation.     

STATIONARY SOLUTION FOR A STOCHASTIC LINARD EQUATION WITH MARKOVIAN SWITCHING

This paper considers a stochastic Lienard equation with Markovian switching. The Feller continuity of its solution is proved by the coupling method and a truncation argument. The existence of a stationary solution for the equation is also proved under the Foster-Lyapunov drift condition.     

STATIONARY SOLUTION FOR A STOCHASTIC LI(E)NARD EQUATION WITH MARKOVIAN SWITCHING

This paper considers a stochastic Lienard equation with Markovian switching.The Feller continuity of its solution is proved by the coupling method and a truncation argument. The existence of a stationary solution for the equation is also proved under the Foster-Lyapunov drift condition.     

Global solutions of stochastic 2D Navier-Stokes equations with Lévy noise

In this paper, we prove the global existence and uniqueness of the strong and weak solutions for 2D Navier-Stokes equations on the torus perturbed by a Lévy process. The existence of invariant measure of the solutions are proved also. This work was supported by National Basic Research Program of China (Grant No. 2006CB8059000), Science Fund for Creative Research Groups (Grant No. 10721101), National Natural Science Foundation of China (Grant Nos. 10671197, 10671168), Science Foundation of Jiangsu Province (Grant Nos. BK2006032, 06-A-038, 07-333) and Key Lab of Random Complex Structures and Data Science, Chinese Academy of Sciences     

Inverse coefficient problems for nonlinear parabolic differential equations

This paper is devoted to a class of inverse problems for a nonlinear parabolic differential equation. The unknown coefficient of the equation depends on the gradient of the solution and belongs to a set of admissible coefficients. It is proved that the convergence of solutions for the corresponding direct problems continuously depends on the coefficient convergence. Based on this result the existence of a quasisolution of the inverse problem is obtained in the appropriate class of admissible coefficients.     

Adaptive synchronization in an array of chaotic neural networks with mixed delays and jumping stochastically hybrid coupling

In this paper, a general model of an array of N linearly coupled delayed neural networks with Markovian jumping hybrid coupling is introduced. The hybrid coupling consists of constant coupling, discrete and distributed time-varying delay coupling. The complex dynamical network jumps from one mode to another according to a Markovian chain, where all the coupling configurations are also dependent on mode switching. Meanwhile, all the coupling terms are subjected to stochastic disturbances which are described in terms of a Brownian motion. By adaptive approach, some sufficient criteria have been derived to ensure the synchronization in an array of jump neural networks with mixed delays and hybrid coupling in mean square. Surprisingly, it is found that complex networks with two different structure can also be synchronized according to known probability matrix. Finally, an example illustrated by switching between small-world networks and nearest-neighbor networks is given to show the effectiveness of the proposed criteria.     

带马尔可夫切换的Q过程的遍历性

本文应用Foster-Lyapunov不等式和耦合方法,研究了一类带马尔可夫切换的Q过程的指数遍历性和强遍历性; 同时,也构造了一些关于这类带马尔可夫切换的Q过程的耦合,并证明某些耦合是成功的.     

A weak stochastic integral in Banach space with application to a linear stochastic differential equation

Cylindrical Wiener processes in real separable Banach spaces are defined, and an approximation theorem involving scalar Wiener processes is given for such processes. A weak stochastic integral for Banach spaces involving a cylindrical Wiener process as integrator and an operator-valued stochastic process as integrand is defined. Basic properties of this integral are stated and proved.A class of linear, time-invariant, stochastic differential equations in real, separable, reflexive Banach spaces is formulated in such fashion that a solution of the equation is a cylindrical process. An existence and uniqueness theorem is proved. A stochastic version of the problem of heat conduction in a ring provides an example.Research supported by National Science Foundation under Grant No. ECS-8005960.     

二维扩散过程保序耦合的存在性

本文研究扩散过程轨道的保序时，对二维非退化扩散过程，我们证明其保序耦合存在，同时构造出一类保序算子。     

Lattice valued intuitionistic fuzzy sets

In this paper a new definition of a lattice valued intuitionistic fuzzy set (LIFS) is introduced, in an attempt to overcome the disadvantages of earlier definitions. Some properties of this kind of fuzzy sets and their basic operations are given. The theorem of synthesis is proved: For every two families of subsets of a set satisfying certain conditions, there is an lattice valued intuitionistic fuzzy set for which these are families of level sets. The research supported by Serbian Ministry of Science and Technology, Grant No. 1227.     

Robust Stabilization by Dynamic Combined State and Output Feedback Compensator for Nonlinear Systems with Jumps

This paper deals with the robustness of the class of nonlinear systems with Markovian jumping parameters and unknown but bounded uncertainties. Under the assumption that the Markovian jump process (disturbance) is irreducible and under complete access to the system state and its mode, we establish robust stability results in two cases: (i) under matching conditions; and (ii) under bounded uncertainties.Research of this author was supported by the Natural Sciences and Engineering Research Council of Canada under Grant OGP0036444     

On Uniqueness of Maximal Coupling for Diffusion Processes with a Reflection

A maximal coupling of two diffusion processes makes two diffusion particles meet as early as possible. We study the uniqueness of maximal couplings under a sort of ‘reflection structure’ which ensures the existence of such couplings. In this framework, the uniqueness in the class of Markovian couplings holds for the Brownian motion on a Riemannian manifold whereas it fails in more singular cases. We also prove that a Kendall-Cranston coupling is maximal under the reflection structure.     

Renormalization group in a fermionic hierarchical model

A study is made of a hierarchical model with spin values in a Grassmann algebra defined by a potential of general form. The action of the spin-block renormalization group in the space of Hamiltonians is reduced to a rational mapping of the space of coupling constants into itself. The methods of the theory of bifurcations are used to investigate the nontrivial fixed points of this mapping. A theorem establishing the existence of a thermodynamic limit of the model at these points in a certain neighborhood of a bifurcation value is proved.This work was done with financial support of the Russian Foundation for Fundamental Research (Grant 93-011-16099).State University, Kazan. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 101, No. 2, pp. 282–293, November, 1994.     

Convergence of one-leg methods for nonlinear neutral delay integro-differential equations

Some convergence results of one-leg methods for nonlinear neutral delay integro-differential equations (NDIDEs) are obtained. It is proved that a one-leg method is E (or EB) -convergent of order p for nonlinear NDIDEs if and only if it is A-stable and consistent of order p in classical sense for ODEs, where p = 1, 2. A numerical example that confirms the theoretical results is given in the end of this paper. This work was supported by National Natural Science Foundation of China (Grant No. 10871164), the Natural Science Foundation of Hunan Province (Grant No. 08JJ6002), and the Scientific Research Fund of Changsha University of Science and Technology (Grant No. 1004259)     

The algebraic structure of discrete zero curvature equations associated with integrable couplings and application to enlarged Volterra systems

An algebraic structure of discrete zero curvature equations is established for integrable coupling systems associated with semi-direct sums of Lie algebras. As an application example of this algebraic structure, a τ-symmetry algebra for the Volterra lattice integrable couplings is engendered from this theory.     

On the existence of global bisections of Lie groupoids

We show that every source connected Lie groupoid always has global bisections through any given point. This bisection can be chosen to be the multiplication of some exponentials as close as possible to a prescribed curve. The existence of bisections through more than one prescribed point is also discussed. We give some interesting applications of these results.     

关于非负下半连续函数最优可测耦合的存在性及其应用

本文证明了两个转移概率关于非负下半连续函数最优可测耦合的存在性定理．作为对这一结果的应用,推广了Ｓｔｒａｓｓｅｎ定理,进而证明了跳过程的随机可比性等价于保序耦合的存在性．