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刘继成 《数学物理学报(B辑英文版)》2004,24(2)
Let X be a two parameter smooth semimartingale and (~X) be its process of the product variation. It is proved that (~X) can be approximated as D∞-limit of sums of its discrete product variations as the mesh of division tends to zero. Moreover, this result can be strengthen to yield the quasi sure convergence of sums by estimating the speed of the convergence. 相似文献
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矩阵损失下随机回归系数和参数的线性Minimax估计 总被引:2,自引:0,他引:2
对于一般的随机效应线性模型Y=Xβ+ε,这里β和ε分别是p维和n维的随机向量,且E(βε)=(Aa0),Cov(βε)=σ2(V10
0V2),(Vi≥0,i=1,2)我们定义了Sα+Qβ的线性Minimax估计,在一定条件下得到了Sα+Qβ在线性估计类中的Minimax估计,并在几乎处处意义下证明了它的唯一性. 相似文献
4.
Ludwig Gauckler 《计算数学(英文版)》2020,38(5):705-714
Trigonometric integrators for oscillatory linear Hamiltonian differential equations are
considered. Under a condition of Hairer & Lubich on the filter functions in the method,
a modified energy is derived that is exactly preserved by trigonometric integrators. This
implies and extends a known result on all-time near-conservation of energy. The extension
can be applied to linear wave equations. 相似文献
5.
We consider the long time behavior of an infinite dimensional stochastic evolution equation with respect to a cylindrical
Wiener process. New estimates on the disturbance operator related to the problem are proved using a ``variation of constants'-type
formula. Such estimates, under the natural assumption of mean-square stability for the linear part of the equation, lead directly
to sufficient conditions for the exponential stability of the problem. In the last part of the paper we prove that, under
suitable conditions, the equation admits a unique invariant measure that is strongly mixing. To complete the paper, we present
examples of interesting situations where our construction applies.
Accepted 28 February 2001. Online publication 9 August 2001. 相似文献