共查询到20条相似文献,搜索用时 31 毫秒
1.
Generalized ornstein-uhlenbeck process having a characteristic operator with polynomial coefficients
Itaru Mitoma 《Probability Theory and Related Fields》1987,76(4):533-555
Summary Let be a weighted Schwartz's space of rapidly decreasing functions, the dual space and (t) a perturbed diffusion operator with polynomial coefficients from into itself. It is proven that (t) generates the Kolmogorov evolution operator from into itself via stochastic method. As applications, we construct a unique solution of a Langevin's equation on : whereW(t) is a Brownian motion and *(t) is the adjoint of (t) and show a central limit theorem for interacting multiplicative diffusions. 相似文献
2.
Robert Blackburn 《Journal of Theoretical Probability》2000,13(3):825-842
For X(t) a real-valued symmetric Lévy process, its characteristic function is E(e
iX(t))=exp(–t()). Assume that is regularly varying at infinity with index 1<2. Let L
x
t
denote the local time of X(t) and L*
t
=sup
xR
L
x
t
. Estimates are obtained for P(L
0
t
y) and P(L*
t
y) as y and t fixed. 相似文献
3.
M. Sh. Shabozov 《Ukrainian Mathematical Journal》1995,47(11):1769-1778
For the classB
p
, 0 < 1, 1p , of 2-periodic functions of the form f(t)=u(,t), whereu (,t) is a biharmonic function in the unit disk, we obtain the exact values of the best approximation and best unilateral approximation of the kernel K(t) of the convolution f= K *g, gl, with respect to the metric of L1. We also consider the problem of renewal of the values of the convolution operator by using the information about the values of the boundary functions.Translated from Ukrainskii Matematicheskii Zhurnal, Vol.47, No. 11, pp. 1549–1557, November, 1995. 相似文献
4.
Horst Elmar Winkelnkemper 《Annals of Global Analysis and Geometry》1992,10(3):209-218
Let
t
be the flow (parametrized with respect to arc length) of a smooth unit vector field v on a closed Riemannian manifold M
n
, whose orbits are geodesics. Then the (n-1)-plane field normal to v, v, is invariant under d
t
and, for each x M, we define a smooth real function
x
(t) : (1 +
i
(t)), where the i(t) are the eigenvalues of AA
T, A being the matrix (with respect to orthonormal bases) of the non-singular linear map d2t
, restricted to v at the point x
-t M
n.Among other things, we prove the
Theorem (Theorem II, below). Assume v is also volume preserving and that
x
'
(t) 0 for all x M and real t; then, if
x
t
: M M is weakly missng for some t, it is necessary that vx 0 at all x M. 相似文献
5.
Let T be a homogeneous tree of homogeneity q+1. Let denote the boundary of T, consisting of all infinite geodesics b=[b
0,b
1,b
2,] beginning at the root, 0. For each b, 1, and a0 we define the approach region ,a
(b) to be the set of all vertices t such that, for some j, t is a descendant of b
j
and the geodesic distance of t to b
j
is at most (–1)j+a. If >1, we view these as tangential approach regions to b with degree of tangency . We consider potentials Gf on T for which the Riesz mass f satisfies the growth condition
T
f
p
(t)q
–|t|<, where p>1 and 0<<1, or p=1 and 0<1. For 11/, we show that Gf(s) has limit zero as s approaches a boundary point b within ,a
(b) except for a subset E of of -dimensional Hausdorff measure 0, where H
(E)=sup>0inf
i
q
–|t
i|:E a subset of the boundary points passing through t
i
for some i,|t
i
|>log
q
(1/). 相似文献
6.
G. M. Feldman 《Journal of Theoretical Probability》2004,17(4):929-941
It is well-known Heyde's characterization theorem for the Gaussian distribution on the real line: if
j
are independent random variables,
j
,
j
are nonzero constants such that
i
±
j
–1
j
0 for all i j and the conditional distribution of L
2=1 1 + ··· +
n
n
given L
1=1 1 + ··· +
n
n
is symmetric, then all random variables
j
are Gaussian. We prove some analogs of this theorem, assuming that independent random variables take on values in a finite Abelian group X and the coefficients
j
,
j
are automorphisms of X. 相似文献
7.
We consider a functional differential equation (1) (t)=F(t,) fort[0,+) together with a generalized Nicoletti condition (2)H()=. The functionF: [0,+)×C
0[0,+)B is given (whereB denotes the Banach space) and the value ofF (t, ) may depend on the values of (t) fort[0,+);H: C
0[0,+)B is a given linear operator and B. Under suitable assumptions we show that when the solution :[0,+)B satisfies a certain growth condition, then there exists exactly one solution of the problem (1), (2). 相似文献
8.
Frédéric Bernardin 《Set-Valued Analysis》2003,11(4):393-415
In this paper we show the strong mean square convergence of a numerical scheme for a R
d
-multivalued stochastic differential equation: dX
t
+A(X
t
)dtb(t,X
t
)dt+(t,X
t
)dW
t
and obtain the rate of convergence O(( log(1/)1/2) when the diffusion coefficient is bounded. By introducing a discrete Skorokhod problem, we establish L
p
-estimates (p2) for the solutions and prove the convergence by using a deterministic result. Numerical experiments for the rate of convergence are presented. 相似文献
9.
Pham Loi Vu 《Acta Appl Math》2004,84(1):97-120
The paper deals with a problem of developing an inverse-scattering based formalism for solving problems for the cubic nonlinear (or the modified Korteweg–de Vries (KdV)) equations: q
t
+q
xxx
+6q
2
q
x
=0, 0x<, –<t<,q
t
+q
xxx
–6q
2
q
x
=0, with the given initial and boundary conditions: q(x,0)=q(x),q(0,t)=p(t), p(t)L
1(–,). The relation between the solution of the initial-boundary value problem (1), (3), (4) and that of the KdV equation on the half-line is shown. The Cauchy problem for the cubic nonlinear equation: q
t
+q
xxx
–6|q|2
q
x
=0, 0x<, –<t<, with the given initial condition (3) is considered also. Here we solve the above problems on the half-line 0x< but with –<t<. 相似文献
10.
Morton E. Gurtin Paolo Podio-Guidugli 《Zeitschrift für Angewandte Mathematik und Physik (ZAMP)》1992,43(1):181-190
Force and moment balance laws are derived for structured continua. The approach consists in the use of two hypotheses: the availability of a microscope, mathematized by the introduction of a scale parameter; the existence of total and fine power expenses and the invariance of the corresponding power functionals in the limit 0+.
Sommario Vengono dedotte leggi di bilancio delle forze e dei momenti per continui con struttura. L'approccio consiste nell'uso di due ipotesi: la disponibilità di un microscopio, resa matematicamente tramite l'introduzione di un parametro di scala; l'esistenza di forme della potenza spesa totale e fine, e l'invarianza di queste forme per 0+.相似文献
11.
H. Andréka 《Algebra Universalis》1991,28(1):12-25
LetR(, , ¦) denote the class of all algebras isomorphic to ones whose elements are binary relations and whose operations are union, intersection, and relation composition (or relative product) of relations. We prove thatR(, , ¦) is not a variety and is not finitely axiomatizable. LetDLOS denote the class of all structures (A, , , ) where (A, , ) is a distributive lattice, (A, ) is a semigroup and is additive w.r.t. . We prove thatDLOS is the variety generated byR(, , ¦), and moreover, if (A, , , ) DLOS then it is representable whenever we disregard one of its operations.Presented by Boris M. Schein.Research supported by Hungarian National Foundation for Scientific Research grant No. 1810. 相似文献
12.
A variety of Galerkin methods are studied for the parabolic equationu
t
=(a(x)
u),x
n
,t (O,T], subject to the nonlinear boundary conditionu
v
=g(x,t,u),x,t (O,T] and the usual initial condition. Optimal order error estimates are derived both inL
2 () andH
1 () norms for all methods treated, including several that produce linear computational procedures.The authors were partially supported by The National Science Foundation during the preparation of this paper. 相似文献
13.
Let (
t
)
t0 be a -semistable convolution semigroup of probability measures on a Lie groupG whose idempotent
0 is the Haar measure on some compact subgroupK. Then all the measures
1
are supported by theK-contraction groupC
K() of the topological automorphism ofG. We prove here the structure theoremC
K()=C()K, whereC() is the contraction group of . Then it turns out that it is sufficient to study semistable convolution semigroups on simply connected nilpotent Lie groups that have Lie algebras with a positive graduation. 相似文献
14.
M. S. Sgibnev 《Mathematical Notes》1977,22(5):916-920
Let {n} be a sequence of identically distributed independent random variables,M1=<0,M
1
2
<;S
0=0,S
n
=1+2,+...+
n, n1;¯ S=sup {S
n
n=0.} The asymptotic behavior ofP(¯ St) as t is studied. If
t
P
(1x dx=0((t)), thenP(¯ St)– 1/¦¦
t
P (1x dx=0((t)) (t) is a positive function, having regular behavior at infinity.Translated from Matematicheskie Zametki, Vol. 22, No. 5, pp. 763–770, November, 1977.The author thanks B. A. Rogozin for the formulation of the problem and valuable remarks. 相似文献
15.
We study the class of bounded C
0-semigroups T=(T
t
)
t0 on a Banach space X satisfying the asymptotic finite dimensionality condition: codim X
0(T)<, where X
0(T):={x X:limt T
t
x=0}. We prove a theorem which provides some necessary and sufficient conditions for asymptotic finite dimensionality. 相似文献
16.
Let F be a distribution function (d.f.) on [0, ) with finite first moment m >0. We define the integrated tail distribution function F
1 of F by F
1(t)=m-1
0
t
(1- F(u))du, t0. In this paper, we obtain sufficient conditions under which implications FSF
1S and F
1S FS hold, where S is the class of subexponential distributions. 相似文献
17.
M. B. Nathanson 《Acta Mathematica Hungarica》2000,87(3):179-195
Let A be a set of positive integers with gcd (A) = 1, and let p
A
(n) be the partition function of A. Let c
0 = 2/3. If A has lower asymptotic density and upper asymptotic density , then lim inf log p
A
(n)/c
0 n and lim sup log p
A
(n)/c
0 n . In particular, if A has asymptotic density > 0, then log p
A
(n) c0n. Conversely, if > 0 and log p
A
(n) c
0 n, then the set A has asymptotic density . 相似文献
18.
We discuss the evaluation of the Hilbert transformf
–1
1
(t-)–1
w(, )(t)dt,–1<<1, of the Jacobi weight functionw(, )(t)=(1–t))(1+t) by analytic and numerical means and also comment on the recursive computation of the quantitiesf
–1
1
)(t–)–1
n
(t;w
(, ))
w
(, )(t)dt,n=0, 1, 2, ..., where
n
(·;w
(, )) is the Jacobi polynomial of degreen.The work of the first author was supported in part by the National Science Foundation under grant DCR-8320561. The work of the second author was supported by the National Science Foundation under grant DMS-8419086. 相似文献
19.
Bolesław Gaweł 《Aequationes Mathematicae》1996,52(1):55-71
Summary In the paper we consider, from a topological point of view, the set of all continuous functionsf:I I for which the unique continuous solution:I – [0, ) of(f(x)) (x, (x)) and(x, (x)) (f(x)) (x, (x)), respectively, is the zero function. We obtain also some corollaries on the qualitative theory of the functional equation(f(x)) = g(x, (x)).
No assumption on the iterative behaviour off is imposed. 相似文献
20.
V. M. Levchyuk 《Algebra and Logic》2002,41(6):400-408
Let G(k) be the Chevalley group of normal type associated with a root system G = , or of twisted type G = m,m = 2,3, over a field K. Its root subgroups Xs, for all possible s G+, generate a maximal unipotent subgroup U = UG(k) if p = charK < 0, U is a Sylow p-subgroup of G(K). We examine G and K for which there exists a paired intersection U U9, g G(K), which is not conjugate in G(K) to a normal subgroup of U. If K is a finite field, this is equivalent to a condition that the normalizer of U U9 in G(K)has a p-multiple index. Put p() = max(r,r)/(s,s) | r,s . We prove a statement (Theorem 1) saying the following. Let G(K) be a Chevalley group of Lie rank greater than 1 over a finite field K of characteristic p and U be its Sylow p-subgroup equal to UG(K); also, either G = and p() is distinct from p and 1, or G(K) is a twisted group. Then G(K) contains a monomial element n such that the normalizer U of Un in G(K) has a p-multiple index. Let K be an associative commutative ring with unity and (K,J) be a congruence subgroup of the Chevalley group (K) modulo a nilpotent ideal J. We examine an hypercentral series 1 Z1 Z2 ... Zc-1 of the group U(K) (K,J). Theorem 2 shows that under an extra restriction on the quotient (Jt : J) of ideals, central series are related via Zi = Tc-iC, 1 i < c, where C is a subgroup of central diagonal elements. Such a connection exists, in particular, if K = Zpm and J = (pd), 1 d < m, d| m. 相似文献