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排序方式: 共有340条查询结果,搜索用时 15 毫秒
1.
2.
Juan Carlos Pardo José-Luis Pérez Victor Pérez-Abreu 《Journal of Functional Analysis》2017,272(1):339-362
We investigate the process of eigenvalues of a fractional Wishart process defined by , where B is the matrix fractional Brownian motion recently studied in [18]. Using stochastic calculus with respect to the Young integral we show that, with probability one, the eigenvalues do not collide at any time. When the matrix process B has entries given by independent fractional Brownian motions with Hurst parameter , we derive a stochastic differential equation in the Malliavin calculus sense for the eigenvalues of the corresponding fractional Wishart process. Finally, a functional limit theorem for the empirical measure-valued process of eigenvalues of a fractional Wishart process is obtained. The limit is characterized and referred to as the non-commutative fractional Wishart process, which constitutes the family of fractional dilations of the free Poisson distribution. 相似文献
3.
《随机分析与应用》2013,31(6):1283-1303
Abstract The evolution of a biological system, like a cellular one, is analyzed by constructing a Markov process on a suitable state space. This is performed by the introduction of an infinitesimal generator for the Markov semigroup associated to this process. A measure valued process is then defined in a natural way and it is proved that his first moment satisfies the Sharpe–Lotka system in a distributional sense. Hence the study of the moments of the process is tried. An involved integral equation for the moment generating functional is derived. 相似文献
4.
A. Johansson, T.M. Jordan, A. Öberg, and M. Pollicott (2010) [7] have studied the multifractal analysis of a class of one-dimensional non-uniformly hyperbolic systems. By introducing some new techniques, we extend the results to the case of high dimension. 相似文献
5.
引入了一般可测函数的(G)模糊积分的概念,研究了这类积分的基本性质,并借助模糊测度的渐近结构特征讨论了这类(G)模糊积分的性质和绝对可积性. 相似文献
7.
Ample fields play an important role in possibility theory. These fields of subsets of a universe, which are additionally closed under arbitrary unions, act as the natural domains for possibility measures. A set provided with an ample field is then called an ample space. In this paper we generalise Wang's notions of product ample field and product ample space. We make a topological study of ample spaces and their products, and introduce ample subspaces, extensions and one-point extensions of ample spaces. In this way, a first step towards a mathematical theory of possibilistic processes is made. 相似文献
8.
In the paper we study the existence of solutions of a nonlinear quadratic Volterra integral equation of fractional order. This equation is considered in the Banach space of real functions defined, continuous and bounded on an unbounded interval. Moreover, we show that solutions of this integral equation are locally attractive. 相似文献
9.
Anthony To-Ming Lau 《Journal of Functional Analysis》2008,254(10):2513-2533
In this paper, we explore the properties of projections of norm one on general Banach algebras, in particular the relation with conditional expectations for algebras which arise in harmonic analysis. 相似文献
10.
Didier Bresch Benoît Desjardins Emmanuel Grenier 《Journal of Functional Analysis》2008,254(5):1269-1281
In this paper we consider linear Schrödinger operator with double or resonant eigenvalues. The main result is the bound of the measure (in a suitable space of functions) of the potentials leading to such double or resonant eigenvalues. Namely we present measure type estimates evaluating neighborhoods of the so-called double or resonant set. 相似文献