Absolutely continuous states of exit measures for super-Brownian motions with branching restricted to a hyperplane

The exit measures of super-Brownian motions with branching mechanism from a bounded smooth domain D in ℝ^d+1 are known to be absolutely continuous with respect to the surface area on ϑD if whereas in the case they are singular. However, if the branching is restricted to a singular hyperplane, it is proved that they have absolutely continuous states for alld≥1. Project supported by the National Natural Science Foundation of China (Grant No. 16931063).     

Absolute continuity of vector-valued self-affine measures

This paper is devoted to the absolute continuity of (scalar-valued or vector-valued) self-affine measures and their properties on the boundary of an invariant set. We first extend the definition of WSC to self-affine IFS, and then obtain a necessary and sufficient condition for the vector-valued self-affine measures to be absolutely continuous with respect to the Lebesgue measure. In addition, we prove that, for any IFS and any invariant open set V, the corresponding (scalar-valued or vector-valued) invariant measure is supported either in V or in ∂V.     

Decomposition of multivariate infinitely divisible characteristic functions with absolutely continuous Poisson spectral measures

We shall consider the decomposition problem of multivariate infinitely divisible characteristic functions which have no Gaussian component and have absolutely continuous Poisson spectral measures. Under the condition that A = {x;f(x) > 0} is open, where f is the density of spectral measure, we shall show that a known sufficient condition for the membership of the class I_0m (i.e., infinitely divisible characteristic functions having only infinitely divisible factors) is also necessary.     

支于自仿射Tile上的细分分布

In this paper,some conditions which assure the compactly supported refinable distributions supported on a self-affine tile to be Lebesgue-Stieltjes measures or absolutely continuous measures with respect to Lebesgue-Stieltjes measures are given.     

Variational principles for average exit time moments for diffusions in Euclidean space

Let be a smoothly bounded domain in Euclidean space and let be a diffusion in Euclidean space. For a class of diffusions, we develop variational principles which characterize the average of the moments of the exit time from of a particle driven by where the average is taken over all starting points in

     

Revuz measures under time change

In this paper, we shall study how energy functionals and Revuz measures change under time change of Markov processes and provide an intuitive and direct approach to the computation of the Levy system and jumping measure of time changed process.     

A computational analysis for mean exit time under non-Gaussian Lévy noises

Complex dynamical systems are often subject to non-Gaussian random fluctuations. The exit phenomenon, i.e., escaping from a bounded domain in state space, is an impact of randomness on the evolution of these dynamical systems. The existing work is about asymptotic estimate on mean exit time when the noise intensity is sufficiently small. In the present paper, however, the authors analyze mean exit time for arbitrary noise intensity, via numerical investigation. The mean exit time for a dynamical system, driven by a non-Gaussian, discontinuous (with jumps), α-stable Lévy motion, is described by a differential equation with nonlocal interactions. A numerical approach for solving this nonlocal problem is proposed. A computational analysis is conducted to investigate the relative importance of jump measure, diffusion coefficient and non-Gaussianity in affecting mean exit time.     

Integration over the levels of ACL-functions

We generalize the classical formula of repeated integration to the level sets of ACL-functions.Translated from Matematicheskie Zametki, vol. 77, no. 4, 2005, pp. 540–543.Original Russian Text Copyright © 2005 by B. P. Kufarev, N. G. Nikulina.This revised version was published online in April 2005 with a corrected issue number.     

Domain functionals and exit times for Brownian motion

Two domain functionals describing the averaged expectation of exit times and averaged variance of exit times of Brownian motion from a domain, respectively, are studied. We establish the variational formulas for maximizing the functionals over domains with a volume constraint, and characterize the stationary points and maximizers.

     

Mathematical design of a highway exit curve

A highway exit curve is designed under the assumption that the tangential and normal components of the acceleration of the vehicle remain constant throughout the path. Using fundamental principles of physics and calculus, the differential equation determining the curve function is derived. The equation and initial conditions are cast into a dimensionless form first for universality of the results. It is found that the curves are effected by only one dimensionless parameter which is the ratio of the tangential acceleration to the normal acceleration. For no tangential acceleration, the equation can be solved analytically yielding a circular arc solution as expected. For nonzero tangential acceleration, the function is complicated and no closed-form solutions exist for the differential equation. The equation is solved numerically for various acceleration ratios. Discussions for applications to highway exits are given.     

Subspace exit properties of extremal controls

In a linear control system setting, we derive conditions under which extremal controls give rise to trajectories which exit a given subspace. An application is in determining effectiveness of linear state restraints in time-optimal problems.This work was supported by the National Research Council of Canada under Grant No. A4641.     

Absolutely continuous invariant measures for random maps with position dependent probabilities

A random map is discrete-time dynamical system in which one of a number of transformations is randomly selected and applied at each iteration of the process. Usually the map τ_k is chosen from a finite collection of maps with constant probability p_k. In this note we allow the p_k's to be functions of position. In this case, the random map cannot be considered to be a skew product. The main result provides a sufficient condition for the existence of an absolutely continuous invariant measure for position dependent random maps on [0,1]. Geometrical and topological properties of sets of absolutely continuous invariant measures, attainable by means of position dependent random maps, are studied theoretically and numerically.     

Mean exit time from convex hypersurfaces

L. Karp and M. Pinsky proved that, for small radius , the mean exit time function of an extrinsic -ball in a hypersurface is bounded from below by the corresponding function defined on an extrinsic -ball in . A counterexample given by C. Mueller proves that this inequality doesn't holds in the large. In this paper we show that, if is convex, then the inequality holds for all radii. Moreover, we characterize the equality and show that analogous results are true in the sphere.

     

A difference between continuous and absolutely continuous norms in Banach function spaces

On examples we show a difference between a continuous and absolutely continuous norm in Banach function spaces.     

First exit distribution and path continuity of Hunt processes

This paper gives a characterization of a Hunt process path by the first exit left limit distribution. It is also showed that if the first exit left limit distribution leaving any ball from the center is a uniform distribution on the sphere, then the Levy Processes are a scaled Brownian motion.     

分段线性插值收敛速度的一种估计

给出了分段线性插值收敛速度的一种估计.     

First exit times for compound Poisson dams with a general release rule

An infinite dam with compound Poisson inputs and a state-dependent release rate is considered. For this dam, we solve Kolmogorov’s backward differential equation to obtain the Laplace transforms of the first exit times in terms of a certain positive kernel. This allows us to provide an explicit expression for the Laplace transform of the wet period for a finite dam.