共查询到20条相似文献,搜索用时 15 毫秒
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For a Gaussian process X and smooth function f, we consider a Stratonovich integral of f(X), defined as the weak limit, if it exists, of a sequence of Riemann sums. We give covariance conditions on X such that the sequence converges in law. This gives a change-of-variable formula in law with a correction term which is an Itô integral of f? with respect to a Gaussian martingale independent of X. The proof uses Malliavin calculus and a central limit theorem from Nourdin and Nualart (2010) [8]. This formula was known for fBm with H=1/6 Nourdin et al. (2010) [9]. We extend this to a larger class of Gaussian processes. 相似文献
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We derive a Molchan–Golosov-type integral transform which changes fractional Brownian motion of arbitrary Hurst index K into fractional Brownian motion of index H. Integration is carried out over [0,t], t>0. The formula is derived in the time domain. Based on this transform, we construct a prelimit which converges in L2(P)-sense to an analogous, already known Mandelbrot–Van Ness-type integral transform, where integration is over (−∞,t], t>0. 相似文献
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In this paper we study a subordinate Brownian motion with a Gaussian component and a rather general discontinuous part. The assumption on the subordinator is that its Laplace exponent is a complete Bernstein function with a Lévy density satisfying a certain growth condition near zero. The main result is a boundary Harnack principle with explicit boundary decay rate for non-negative harmonic functions of the process in C1,1 open sets. As a consequence of the boundary Harnack principle, we establish sharp two-sided estimates on the Green function of the subordinate Brownian motion in any bounded C1,1 open set D and identify the Martin boundary of D with respect to the subordinate Brownian motion with the Euclidean boundary. 相似文献
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Naoya Kanbayashi Hideo Kozono Takahiro Okabe 《Journal of Mathematical Analysis and Applications》2014
Consider stationary weak solutions of the Navier–Stokes equations in a bounded domain in R3 under the nonhomogeneous boundary condition. We give a new approach for the stability of the stationary flow in the L2-framework. Furthermore, we give some examples of stable solutions which may be large in L3(Ω) or W1,3/2(Ω). 相似文献
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We exhibit balance conditions between a Young function A and a Young function B for a Korn type inequality to hold between the LB norm of the gradient of vector-valued functions and the LA norm of its symmetric part. In particular, we extend a standard form of the Korn inequality in Lp, with 1<p<∞, and an Orlicz version involving a Young function A satisfying both the Δ2 and the ∇2 condition. 相似文献
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This paper is devoted to analyze a splitting method for solving incompressible inviscid rotational flows. The problem is first recast into the velocity–vorticity–pressure formulation by introducing the additional vorticity variable, and then split into three consecutive subsystems. For each subsystem, the L2 least-squares finite element approach is applied to attain accurate numerical solutions. We show that for each time step this splitting least-squares approach exhibits an optimal rate of convergence in the H1 norm for velocity and pressure, and a suboptimal rate in the L2 norm for vorticity. A numerical example in two dimensions is presented, which confirms the theoretical error estimates. 相似文献
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Jean-Stéphane Dhersin Fabian Freund Arno Siri-Jégousse Linglong Yuan 《Stochastic Processes and their Applications》2013
In this paper, we consider Beta(2−α,α) (with 1<α<2) and related Λ-coalescents. If T(n) denotes the length of a randomly chosen external branch of the n-coalescent, we prove the convergence of nα−1T(n) when n tends to ∞, and give the limit. To this aim, we give asymptotics for the number σ(n) of collisions which occur in the n-coalescent until the end of the chosen external branch, and for the block counting process associated with the n-coalescent. 相似文献
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In this paper, we study nonparametric estimation of the Lévy density for pure jump Lévy processes. We consider n discrete time observations with step Δ. The asymptotic framework is: n tends to infinity, Δ=Δn tends to zero while nΔn tends to infinity. First, we use a Fourier approach (“frequency domain”): this allows us to construct an adaptive nonparametric estimator and to provide a bound for the global L2-risk. Second, we use a direct approach (“time domain”) which allows us to construct an estimator on a given compact interval. We provide a bound for L2-risk restricted to the compact interval. We discuss rates of convergence and give examples and simulation results for processes fitting in our framework. 相似文献
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We investigate possible quantifications of the Dunford–Pettis property. We show, in particular, that the Dunford–Pettis property is automatically quantitative in a sense. Further, there are two incomparable mutually dual stronger versions of a quantitative Dunford–Pettis property. We prove that L1 spaces and C(K) spaces possess both of them. We also show that several natural measures of weak non-compactness are equal in L1 spaces. 相似文献
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We study radial solutions of the Cauchy problem for the wave equation in the multidimensional unit ball Bd, d≥1. In this case, the operator that appears is the Bessel Laplacian and the solution u(t,x) is given in terms of a Fourier–Bessel expansion. We prove that, for initial Lp data, the series converges in the L2 norm. The analysis of a particular operator, the adjoint of the Riesz transform for Fourier–Bessel series, is needed for our purposes, and may be of independent interest. As applications, certain Lp−L2 estimates for the solution of the heat equation and the extension problem for the fractional Bessel Laplacian are obtained. 相似文献
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The spectra of parallel flows (that is, flows governed by first-order differential operators parallel to one direction) are investigated, on both L2 spaces and weighted-L2 spaces. As a consequence, an example of a flow admitting a purely singular continuous spectrum is provided. For flows admitting more regular spectra the density of states is analyzed, and spaces on which it is uniformly bounded are identified. As an application, an ergodic theorem with uniform convergence is proved. 相似文献
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Let x(s), s∈Rd be a Gaussian self-similar random process of index H. We consider the problem of log-asymptotics for the probability pT that x(s), x(0)=0 does not exceed a fixed level in a star-shaped expanding domain T⋅Δ as T→∞. We solve the problem of the existence of the limit, θ?lim(−logpT)/(logT)D, T→∞, for the fractional Brownian sheet x(s), s∈[0,T]2 when D=2, and we estimate θ for the integrated fractional Brownian motion when D=1. 相似文献
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In this paper, the linear conforming finite element method for the one-dimensional Bérenger's PML boundary is investigated and well-posedness of the given equation is discussed. Furthermore, optimal error estimates and stability in the L2 or H1-norm are derived under the assumption that h, h2ω2 and h2ω3 are sufficiently small, where h is the mesh size and ω denotes a fixed frequency. Numerical examples are presented to validate the theoretical error bounds. 相似文献
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This paper is concerned with the existence, uniqueness, and nonlinear stability of stationary solutions to the Cauchy problem of the full compressible Navier–Stokes–Korteweg system effected by the given mass source, the external force of general form, and the energy source in R3. Based on the weighted L2-method and some delicate L∞ estimates on solutions to the linearized problem, the existence and uniqueness of stationary solution are obtained by the contraction mapping principle. The proof of the stability result is given by an elementary energy method and relies on some intrinsic properties of the full compressible Navier–Stokes–Korteweg system. 相似文献
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In this paper, we have established some compact imbedding theorems for some subspaces of W1,p(x)(U) when the underlying domain U is unbounded. The domain we consider is mainly of type RN(N≥2) or RL×Ω(L≥2), where Ω⊂RM is a bounded domain with smooth boundary. 相似文献