Stochastic conservation laws?

We examine conservation laws, typically the conservation of linear momentum, in the light of a recent successful formulation of fermions as Kerr–Newman type Black Holes, which are created fluctuationally from a background Zero Point Field as in Prigogine's cosmology also. We conclude that these conservation laws are to be taken in the spirit of thermodynamic laws.     

Stochastic bilinear spectral systems †

A class of bilinear stochastic partial differential equations is investigated using a semigroup approach. Existence of a mild solution is obtained by proving a maximal inequality for stochastic convolution integrals with a stochastic evolution operator U(t,s) as integrand; moreover, we show the existence of a regular version in t. Under an additional assumption we show the existence of a continuous version of U (.,.) in the space of bounded operators on the state space. Finally, we analyse a p.d.e. model of a simply supported beam to illustrate the applicability of our results to modelling uncertainty in large flexible space structures     

Stochastic Nonlinear Complementarity Problems: Stochastic Programming Reformulation and Penalty-Based Approximation Method

We consider a class of stochastic nonlinear complementarity problems. We first reformulate the stochastic complementarity problem as a stochastic programming model. Based on the reformulation, we then propose a penalty-based sample average approximation method and prove its convergence. Finally, we report on some numerical test results to show the efficiency of our method.     

矩阵代数的Stochastic矩阵子代数

本文证明了n&;#215;n阶Stochastic矩阵全体是全矩阵代数的一个极大子代数。     

矩阵代数的Stochastic矩阵子代数

本文证明了ｎ×ｎ阶Ｓｔｏｃｈａｓｔｉｃ矩阵全体是全矩阵代数的一个极大子代数．     

Stochastic nonlinear Perron–Frobenius theorem

We establish a stochastic nonlinear analogue of the Perron–Frobenius theorem on eigenvalues and eigenvectors of positive matrices. The result is formulated in terms of an automorphism T of a probability space and a random transformation D of the non-negative cone of an n-dimensional Euclidean space. Under assumptions of monotonicity and homogeneity of D, we prove the existence of scalar and vector measurable functions α > 0 and x > 0 satisfying the equation αTx = D(x) almost surely. We apply the result obtained to the analysis of a class of random dynamical systems arising in mathematical economics and finance (von Neumann–Gale dynamical systems).     

评《Stochastic differential equations》

吴让泉同志的专著《Stochastic differential equations》于1985年由Pitman出版公司出版。该书除预备知识这一章外,共分三章.第一章的主要部分介绍了Emeyy关于半鞅随机微分方程解的存在性及唯一性结果(1978年),此外介绍了作者与毛学荣对这一结果的一个推广.第二章详细讨论了线性随机微分方程解的表示,部分结果是经典的(例如见 Arnold:“SDE”,John Wiley＆Sons,1974),部分结果(随机 Liouville公式)是作者新近的工作(但Jacod在“Sem.Prob.XVI,1982”中讨论了非连续半鞅的线性随机微分方程,所得结果更一     

On the Generalized Stochastic Dirichlet Problem—Part I: The Stochastic Weak Maximum Principle

We treat the stochastic Dirichlet problem \(L\lozenge u = h+\nabla f\) in the framework of white noise analysis combined with Sobolev space methods. The input data and the boundary condition are generalized stochastic processes regarded as linear continuous mappings from the Sobolev space \(W_0^{1,2}\) into the Kondratiev space (S)_???1. The operator L is assumed to be strictly elliptic in divergence form \(L\lozenge u=\nabla(A\lozenge\nabla u+b\lozenge u)+c\lozenge\nabla u+d\lozenge u\). Its coefficients: the elements of the matrix A and of the vectors b, c and d are assumed to be generalized random processes, and the product of two generalized processes, denoted by \(\lozenge\), is interpreted as the Wick product. In this paper we prove the weak maximum principle for the operator L, which will imply the uniqueness of the solution to \(L\lozenge u = h+\nabla f\).     

Hybrid Dynamics of Stochastic π-Calculus

In this paper we describe a method to map stochastic π-calculus processes in chemical ground form into hybrid automata. Hybrid automata are tools widely employed to model systems characterized by both discrete and continuous evolution and their use in the context of Systems Biology allows us to address rather fundamental issues. Specifically, the key ingredient we use in this work is the possibility granted by hybrid automata to implement a separation of control and molecular terms in biochemical systems. The computational counterpart of our analysis turns out to be related to the determination of conservation properties of the system.      

LaSalle''''s Theorem for Stochastic Differential Equations

In this paper, we establish a the LaSalle's theorem for stochastic differential equation based on Li's work, and give a more general Lyapunov function which it is more easy to apply. Our work has partly generalized Mao's work.     

Stochastic Differentiation – A Generalized Approach

The space (D ^*) of Wiener distributions allows a natural Pettis-type stochastic calculus. For a certain class of generalized multiparameter processes X: R ^N (D ^*) we prove several differentiation rules (Itô formulas); these processes can be anticipating. We then apply these rules to some examples of square integrable Wiener functionals and look at the integral versions of the resulting formulas.     

A Notion of Stochastic Input-to-State Stability and Its Application to Stability of Cascaded Stochastic Nonlinear Systems

In this paper, the property of practical input-to-state stability and its application to stability of cascaded nonlinear systems are investigated in the stochastic framework. Firstly, the notion of （practical） stochastic input-to-state stability with respect to a stochastic input is introduced, and then by the method of changing supply functions, （a） an （practical） SISS-Lyapunov function for the overall system is obtained from the corresponding Lyapunov functions for cascaded （practical） SISS subsystems.     

Stochastic Comparison for Lévy-Type Processes

The main goal of this paper is to establish necessary and sufficient conditions for stochastic comparison of two general Lévy-type processes on ? ^d . By refining the test functions in Wang (Acta Math. Sin. Engl. Ser. 25:741–758, 2009), mainly the test functions of diffusion coefficients, we get the necessary conditions. The sufficiency of the conditions is obtained by constructing a new sequence of finite Lévy measures {ν ⁿ } _n≥1 different from the one in Wang (Acta Math. Sin. Engl. Ser. 25:741–758, 2009) to approach the Lévy measure ν.     

Stochastic differential equations—some new ideas

In this paper we present a general method to study stochastic equations for a broader class of driving noises. We explain the main principles of this approach in the case of stochastic differential equations driven by a Wiener process. As a result we construct strong solutions of Itô equations with discontinuous and even functional coefficients. We point out that our construction of solutions does not rely on a pathwise uniqueness argument. Further we find that solutions of a larger class of Itô diffusions actually live in a Fréchet space, which is substantially smaller than the Meyer–Watanabe test function space.     

Linear Forward—Backward Stochastic Differential Equations

The problem of finding adapted solutions to systems of coupled linear forward—backward stochastic differential equations (FBSDEs, for short) is investigated. A necessary condition of solvability leads to a reduction of general linear FBSDEs to a special one. By some ideas from controllability in control theory, using some functional analysis, we obtain a necessary and sufficient condition for the solvability of a class of linear FBSDEs. Then a Riccati-type equation for matrix-valued (not necessarily square) functions is derived using the idea of the Four-Step Scheme (introduced in [11] for general FBSDEs). The solvability of such a Riccati-type equation is studied which leads to a representation of adapted solutions to linear FBSDEs. Accepted 29 April 1997     

Stochastic investment models—theory and applications

The paper discusses a stochastic model for investment variables, involving four series: the Retail Prices Index, an index of share dividend yields, an index of share yields, and the yield on ‘consols’. Section 2 describes the model and explains its derivation on the basis of historical data. Section 3 shows how the model can be used for forecasting the distributions of the variables. Section 4 discusses possible applications, and describes two in detail, relating to the expense charges of unit trusts and to guarantees incorporated in index linked life annuities.     

Matrix Algebra Motivated by Essentially Stochastic Matrices

A matrix of order n whose row sums are all equal to 1 is called an essentially stochastic matrix (see Johnsen [4]). We extend this notion as the following. Let F be a field of characteristic 0 or a prime greater than n. M_n(F) denotes the set of all n×n matrices over F. Let t be an elernent of F. A matrix A=(a_(ij)) in M_n(F) is called essentially t-stochastic' provided its row sums are each equal to t. We denote by R_n(t) the set of all essentially t-stochastic matrices over F. We shall mainly study R_n(0) and. Our main references are Johnson [2,4] and Kim [5].     

Pathwise Estimation of Stochastic Differential Equations with Unbounded Delay and Its Application to Stochastic Pantograph Equations

The existence and uniqueness of the global solution of stochastic differential equations with discrete variable delay is investigated in this paper, and the pathwise estimation is also done by using Lyapunov function method and exponential martingale inequality. The results can be used not only in the case of bounded delay but also in the case of unbounded delay. As the applications, this paper considers the pathwise estimation of solutions of stochastic pantograph equations.     

Permanence of Stochastic Lotka–Volterra Systems

This paper proposes a new definition of permanence for stochastic population models, which overcomes some limitations and deficiency of the existing ones. Then, we explore the permanence of two-dimensional stochastic Lotka–Volterra systems in a general setting, which models several different interactions between two species such as cooperation, competition, and predation. Sharp sufficient criteria are established with the help of the Lyapunov direct method and some new techniques. This study reveals that the stochastic noises play an essential role in the permanence and characterize the systems being permanent or not.