Approximating periodic functions in Hölder type metrics by singular integrals with positive Kernels

Let M be either the space of 2π-periodic functions L_p, where 1 ≤ p < ∞, or C; let ω_r(f, h) be the continuity modulus of order r of the function f, and let

Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case

Continuous-time random walks, or compound renewal processes, are pure-jump stochastic processes with several applications in insurance, finance, economics and physics. Based on heuristic considerations, a definition is given for stochastic integrals driven by continuous-time random walks, which includes the Itô and Stratonovich cases. It is then shown how the definition can be used to compute these two stochastic integrals by means of Monte Carlo simulations. Our example is based on the normal compound Poisson process, which in the diffusive limit converges to the Wiener process.     

Simulation of stochastic integrals with respect to Lévy processes of type G

We study the simulation of stochastic processes defined as stochastic integrals with respect to type G Lévy processes for the case where it is not possible to simulate the type G process exactly. The type G Lévy process as well as the stochastic integral can on compact intervals be represented as an infinite series. In a practical simulation we must truncate this representation. We examine the approximation of the remaining terms with a simpler process to get an approximation of the stochastic integral. We also show that a stochastic time change representation can be used to obtain an approximation of stochastic integrals with respect to type G Lévy processes provided that the integrator and the integrand are independent.     

Finite dimensional optimal filters for a class of ltô- processes with jumping parameters

We consider a finite state Markov process θ, feeding the coefficients of a linear Itô-equation with state ξ. The θ-process is observed in white noise, and it is shown that the optimal nonlinear filter for ξ, is of finite dimension. We also derive finite dimensional equations for optimal prediction and smoothing.     

Equiconvergence of expansions in multiple Fourier series and in fourier integrals with “lacunary sequences of partial sums”

We investigate the equiconvergence on T^N = [?π, π)^N of expansions in multiple trigonometric Fourier series and in the Fourier integrals of functions f ∈ L_p(T^N) and g ∈ L_p(R^N), p > 1, N ≥ 3, g(x) = f(x) on T^N, in the case where the “partial sums” of these expansions, i.e., S_n(x; f) and J_α(x; g), respectively, have “numbers” n ∈ Z^N and α ∈ R^N (n_j = [α_j], j = 1,..., N, [t] is the integral part of t ∈ R¹) containing N ? 1 components which are elements of “lacunary sequences.”     

Long-time behavior of solutions to a class of stochastic parabolic equations with homogeneous white noise: itô's case

In this article we prove new results concerning the long-time behaviour of random fields that are solutions in some generalized sense to a class of semilinear parabolic equations subjected to a homogeneous and multiplicative white noise. Our main results state that these random fields eventually converge with probability. one to a global attractor represented by a single random variable whose properties we investigate in detail. We analyze the partial differential equations of this article in light Itô's stochastic calculus and thereby obtain stabilization and stability results which are substantially different from our earlier results concerning their interpretation in the sense of Stratonovitch. In particular, the asymptotic properties of the random fields that we investigate here exhibit no recurrence and oscillatory properties     

Rough singular integrals associated with surfaces of Van der Corput type简

In this paper,the authors establish the Lp-mapping properties for a class of singular integrals along surfaces in Rn of the form {φ(|u|)u : u ∈ Rn} as well as the related maximal operators provided that the function φ satisfies certain oscillatory integral estimates of Van der Corput type,and the integral kernels are given by the radial function h ∈Δγ(R+) for γ 1 and the sphere function Ω∈ Fβ(Sn.1) for some β 0,which is distinct from H1(Sn.1).     

Economic design of variable parameters <Emphasis Type="Italic">X̄</Emphasis> control charts for processes with fuzzy mean shifts

Modern studies have shown that the X? control charts with variable parameters (VPs) detect process shifts faster than the traditional X? control charts. This article developed the economic design of the VP X? control chart to determine the values of the design parameters of the chart. However, this study, different from previous studies, was focused on the process that is subject to a disturbing cause, and the occurrence of the cause can result in a fuzzy mean shift (ie the magnitude of the mean shift could not be recognized exactly). The issue of economically selecting the design parameters for the chart was firstly formulated as a mathematical programming model with a fuzzy objective function that could cope with fuzzy number type of mean shift. A fuzzy-simulation-based genetic algorithm was then employed to search for the optimal values of the design parameters from the model. An industrial example was provided to illustrate the solution procedure, and was used for comparison between the VP and the traditional X? chart. Effects of model parameters on the solution of the economic design were also discussed.     

Monge’s problem with a quadratic cost by the zero-noise limit of <Emphasis Type="Italic">h</Emphasis>-path processes

We study the asymptotic behavior, in the zero-noise limit, of solutions to Schrödingers functional equations and that of h-path processes, and give a new proof of the existence of the minimizer of Monges problem with a quadratic cost.Partially supported by the Grant-in-Aid for Scientific Research, No. 15340047 and 15340051, JSPS.     

Optimality conditions for multiple objective fractional subset programming with ( , ρ,σ,θ )-V-type-I and related non-convex functions

In this paper, we introduce a new class of generalized convex n-set functions, called ( , ρ,σ,θ)-V-Type-I and related non-convex functions, and then establish a number of parametric and semi-parametric sufficient optimality conditions for the primal problem under the aforesaid assumptions. This work partially extends an earlier work of [G.J. Zalmai, Efficiency conditions and duality models for multiobjective fractional subset programming problems with generalized ( , α, ρ, θ)-V-convex functions, Comput. Math. Appl. 43 (2002) 1489–1520] to a wider class of functions.