ON THE WEIGHTED OCCUPATION TIME AND SUPPORT OF SUPER-BROWNIAN MOTION CONDITIONED ON NON-EXTINCTION

1991MRSubjectClassification60G57,60J601IntroductionInrecentyears,theconditionedsuperprocessbecomesanimportanttopicintheresearchfieldifsuperprocesstheory.Inthispaperswestudyaclassofspecialconditionedsuperprocess,i.e.thesuper-Brownianmotionconditionedonnon-extinction.Weintroducesorxlenotatiollsfirstly.LetM(R')bethecollectionofallfinitemeasllresonRd.LetCo(R') ,CO(R') ,C'(R') bethecollectionsofcontinuousfunctiollshavingcOInpactsupports,vanishingatinfinity,havingfirst-ordercontinuousderivat…     

A CLASS OF BIDIMENSIONAL NONSEPARABLEWAVELET PACKETS

1 IntroductionIn [1], CoifnThu, Meyer, alld Wickerhauser introduced orthogonal wavelet packets for L'(R)and. by using tensor products, collstructed orthogonal wave1et packets iu L'(R'). In [2], Chuial1d Li studied l1onorthogonal wave1et packets and tlieir dual wavelet packets in tlie u11ivariatecase, tl1us generalizing the ortllorgonal wavelet packets of [1]. Ill [3], Slien constructed noutensorwavelet packets in L'(R' ). Applicatious Of wavelet packets in signal processing and compressi…     

Lie Homomorphism on the Associative Ring

Is it true tliat Lie homomorpHisin (isomorphism) \phi of a ring R into a ring R' is a homomorphism (isomorpliism) ? Herstein,I. N. and Kleinfeld, E. and Martindal, W. S.. obtained some results for simple ring and primitive ring,. In this paper I shall study the Lie homomorphism on the associative ring and arrive at the following main conclusion: Theorem. Suppose that R,R' are both associative rings with 1,and the center ofR’ does not contain zero divisor, where R’ is not of oharaoteristio 2 or 3. If \phi is a 3-Lie homomorphism of R onto R',then \phi must be either a homoinorpiiisin or the negative of an anti-homomorphism of R onto R'. Theorem. Suppose that R is an associatiye ring and $R'\ne {0}$ is a prime ring,where (R', +) does not contain elements of the period 2 or 3. If \phi is a 3-Lie homomorphism of R onto R',then \phi it either a homomorphism or the negative of an antihomomorpliism of R onto R'. Theorem. Suppose that R is an associative ring and (R, +) does not contain element of the period 2 or 3,R' is a prime ring. If \phi is a 3-Lie isomorpJlism of R onto R'。then \phi is either a isomorphism or the negative of an anti-isomorphism of R onto R'.     

THE OCCUPATION DENSITY FIELD FOR THE CATALYTIC SUPER-BROWNIAN MOTION

61.IntroductionLetW=[w,,ll.,.,s,t2o,aER']denoteastandardBrownianmotioninRdwithsendgroup{Pt,t2o},C(R')denotetheBanachspaceofcontinuousboundedfunctionsonRdequlppedwiththesupnorm.rk.(a):=(1 Ial')-p/',aERd,Cr(R'):-{feC(R'),lf(x)l5CIof.(x)}withsomeconstantCj,Mv(R'):={pisffedonmeasureonRdandJ(1 lxlp)-'p(dx)d.(P,i):=ff(x)p(dx),AisLebesgUemeasure.GiventheordinaryMP-valuedsuper-Brownianmotiono:=[o,,fl1,Ps,#,t2s2O,pEMP]asthecatalyticmedium,Dawsona…     

MULTIPLE SOLUTIONS OF NONHOMOGENEOUS FOR RELATED CHOQUARD''''S EQUATION

1 IntroductionIn this papertwe investigate the existence of solutions for the following equationWhere v(x) is a continuous function on R',v(x) < 0, v(x) ~ 0 (as lxl ~ co),g(T) 5 0, g(x) t0, g(x) E H--'(R'): andThe homogeneous case, i.e. g(x) = 0. Which means zero is a solutioll of (1.1). It wasintroduced in physics. Usually it appears to be aprototype of the so-called nonlocal problemswhich arise in many,it..ti..,[4]f[6]. Many authors have proved that these equations at leastpossess one po…     

THE NEIGHBORHOOD IN STABILIZING HIGHER PERIOD ORBITS FOR DISCRETE CHAOTIC DYNAMICS

1IntroductiollConsiderableattentionhasbeenpaidrecentlytothecontrolofchaoticsystem.Inthispaper,weuseappropriateperturbation(localfeedbackcontrol)tostabilizetheunstablehigherperiodicorbitswhichispresentedbyPaskatoet.al.[8].Ouraimistoinitiallypresenttheestimationofneighborhoodofaperiod-porbitinwhichthecontrolledsystemremainsstable.ConsiderthenonlineardiscretedynamicalsystemwherexuER'isthestatevariable,N4={no,no l,''3no6NU{0}},andfeC'(NAxR',R').Let2beperiod-ppoint,i.e.fi(n,~)=2,then{2,f(n,2)…     

DIRICHLET FORMS AND SYMMETRIC DIFFUSIONS ON A BOUNDED DOMAIN IN R~d

Let D be a bounded C~3-domain in R~d and(a_(ij))be a bounded symmetric matrixdefined on D.Consider the symmetric form(u,v)=1/2∫_D a_(ij)(x)(u(x))/(x_i) (v(x))/(x_j)dx,u,v∈H~1(D).Under some assumptions it is shown that the diffusion process associated with the regularDirichlet space(,(H~1(D))on L~2(D)can be characterized as a unique solution of acertain stochastic differential equation.     

Preconditioned Conjugate Gradient Methods for Integral Equations of the Second Kind Defined on the Half-Line

1.IntroductionInthispaPer,westudynumericalsolutionstointegralequationsofthesecondkinddefinedonthehalfline.Morepreciselyweconsidertheequationy(t)+Iooa(t,s)y(s)ds=g(t),OS相似文献   

环上Lie可乘映射的可加性（英文）

设R是一个含有非平凡幂等元的环,R'是另一任意环.如果一个双映射Φ:R→R'是Lie可乘映射,即满足对任意A,B∈冗有Φ([A,B])=[Φ(A),Φ(B)],则R在满足一定条件下,Φ是几乎可加的,即Φ(A+B)=Φ(A)+Φ(B)+Z'A,B,其中Z'A,B是R'中心中依赖于A和B的元素.应用上面的主要结果,本文证明了在素环、三角代数或没有中心交换投影的von Neumann代数上的Lie可乘双映射是几乎可加的.     

GLOBAL CONVERGENCE OF QPFTH METHOD FOR LARGE-SCALE NONLINEAR SPARSE CONSTRAINED OPTIMIZATION

1.IntroductionIn[6],aQPFTHmethodwasproposedforsolvingthefollowingnonlinearprogrammingproblemwherefunctionsf:R"-- RIandgi:R"-- R',jeJaretwicecontinuouslydifferentiable.TheQPFTHalgorithmwasdevelopedforsolvingsparselarge-scaleproblem(l.l)andwastwo-stepQ-quadraticallyandR-quadraticallyconvergent(see[6]).Theglobalconvergenceofthisalgorithmisdiscussedindetailinthispaper.Forthefollowinginvestigationwerequiresomenotationsandassumptions.TheLagrangianofproblem(1.1)isdefinedbyFOundationofJiangs…     

Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions

The central limit (or fluctuation) phenomena are discussed in the interacting diffusion system. The tightness in the Kolmogorov-Prokhorov sense is proved for a sequence of distribution valued processes arising from finite particle systems. Further, the stochastic differential equation for the limit process is derived by constructing an infinite dimensional Brownian motion.     

On semimartingale diffusions and stochastic differential equations

Given a regular diffusion X on the real axis which is a semimartingale we describe the semimartingale decomposition of X. We then give necessary and sufficient conditions in terms of the scale and the speed measure for X being a solution of an Ito type stochastic differential equation driven by a Wiener process and with classical drift or a drift term involving the local time of X. A regular diffusion is also characterized as unique solution of a certain martingale problem. Finally we discuss an example related to skew Brownian motion     

Scaling limits of interacting diffusions in domains

We survey recent effort in establishing the hydrodynamic limits and the fluctuation limits for a class of interacting diffusions in domains. These systems are introduced to model the transport of positive and negative charges in solar cells. They are general microscopic models that can be used to describe macroscopic phenomena with coupled boundary conditions, such as the popula- tion dynamics of two segregated species under competition. Proving these two types of limits represents establishing the functional law of large numbers and the functional central limit theorem, respectively, for the empirical measures of the spatial positions of the particles. We show that the hydrodynamic limit is a pair of deterministic measures whose densities solve a coupled nonlinear heat equations, while the fluctuation limit can be described by a Gaussian Markov process that solves a stochastic partial differential equation.     

Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions

Consider the optimal stopping problem of a one-dimensional diffusion with positive discount. Based on Dynkin's characterization of the value as the minimal excessive majorant of the reward and considering its Riesz representation, we give an explicit equation to find the optimal stopping threshold for problems with one-sided stopping regions, and an explicit formula for the value function of the problem. This representation also gives light on the validity of the smooth-fit (SF) principle. The results are illustrated by solving some classical problems, and also through the solution of: optimal stopping of the skew Brownian motion and optimal stopping of the sticky Brownian motion, including cases in which the SF principle fails.     

Ergodic control of reflected diffusions with jumps

We discuss ergodicity properties of a controlled jumps diffusion process reflected from the boundary of a bounded domain. The control parameters act on the drift term and on a first-order-type jump density. The controlled process is generated via a Girsanov change of probability, and a long-run average criterion is optimized. An optimal stationary feedback is constructed by means of the Hamilton-Jacobi-Bellman equation.     

Bayesian estimation of incompletely observed diffusions

We present a general framework for Bayesian estimation of incompletely observed multivariate diffusion processes. Observations are assumed to be discrete in time, noisy and incomplete. We assume the drift and diffusion coefficient depend on an unknown parameter. A data-augmentation algorithm for drawing from the posterior distribution is presented which is based on simulating diffusion bridges conditional on a noisy incomplete observation at an intermediate time. The dynamics of such filtered bridges are derived and it is shown how these can be simulated using a generalised version of the guided proposals introduced in Schauer, Van der Meulen and Van Zanten (2017, Bernoulli 23(4A)).     

Correlation structure of time-changed Pearson diffusions

The stochastic solution to diffusion equations with polynomial coefficients is called a Pearson diffusion. If the time derivative is replaced by a distributed order fractional derivative, the stochastic solution is called a distributed order fractional Pearson diffusion. This paper develops a formula for the covariance function of distributed order fractional Pearson diffusion in the steady state, in terms of generalized Mittag-Leffler functions. The correlation function decays like a power law. That formula shows that distributed order fractional Pearson diffusions exhibits long range dependence.     

Two-parameter diffusions random fields

This paper presents an alternative method for calculating the diffusion, drift, and mixed coefficients of an example of biparameter Gaussian diffusion defined as a solution of a linear hyperbolic stochastic partial differential equation (Nualart & Sanz , 1979). To derive the expression of these coefficients, we part from an integral stochastic repre , sentation given by these authors for this class of biparameter diffusion processes arising from biparameter Gaussian random fields verifying a particular Markov property     

A note on statistical inference for a class of diffusions and approximate diffusions

Some optimal inference results for a class of diffusion processes, including the continuous state branching process and the approximate Wright-Fisher model with selection, are derived.It is then showed how the theory of convergence of experiments, due to Le Cam, can be applied to derive corresponding results for processes approximating these diffusions.     

Transition operators of diffusions reduce zero-crossing

If is a solution of a one-dimensional, parabolic, second-order, linear partial differential equation (PDE), then it is known that, under suitable conditions, the number of zero-crossings of the function decreases (that is, does not increase) as time increases. Such theorems have applications to the study of blow-up of solutions of semilinear PDE, time dependent Sturm Liouville theory, curve shrinking problems and control theory. We generalise the PDE results by showing that the transition operator of a (possibly time-inhomogenous) one-dimensional diffusion reduces the number of zero-crossings of a function or even, suitably interpreted, a signed measure. Our proof is completely probabilistic and depends in a transparent manner on little more than the sample-path continuity of diffusion processes.