On Strongly Petrovskii's Parabolic SPDEs in Arbitrary Dimension and Application to the Stochastic Cahn–Hilliard Equation

In this paper we show that the Cahn–Hilliard stochastic PDE has a function valued solution in dimension 4 and 5 when the perturbation is driven by a space-correlated Gaussian noise. We study the regularity of the trajectories of the solution and the absolute continuity of its law at some given time and position. This is done by showing a priori estimates which heavily depend on the specific equation, and by proving general results on stochastic and deterministic integrals involving general operators on smooth domains of ^d which are parabolic in the sense of Petrovskii, and do not necessarily define a semi-group of operators. These last estimates might be used in a more general framework.     

On the Continuity of Pathwise Solutions to Langevin Equations in Infinite Dimensions

We fix a rich probability space (,F,P). Let (H,) be a separable Hilbert space and let be the canonical cylindrical Gaussian measure on H. Given any abstract Wiener space (H,B,) over H, and for every Hilbert–Schmidt operator T: HBH which is (|{}|,)-continuous, where |{}| stands for the (Gross-measurable) norm on B, we construct an Ornstein–Uhlenbeck process : (,F,P)×[0,1](B,|{}|) as a pathwise solution of the following infinite-dimensional Langevin equation d _t =db _t +T( _t )dt with the initial data ₀=0, where b is a B-valued Brownian motion based on the abstract Wiener space (H,B,). The richness of the probability space (,F,P) then implies the following consequences: the probability space is independent of the abstract Wiener space (H,B,) (in the sense that (,F,P) does not depend on the choice of the Gross-measurable norm |{}|) and the space C _B consisting of all continuous B-valued functions on [0,1] is identical with the set of all paths of . Finally, we present a way to obtain pathwise continuous solutions :d _t =

Explicit Expressions for the Ruin Probabilities of Erlang Risk Processes with Pareto Individual Claim Distributions

In this paper we first consider a risk process in which claim inter-arrival times and the time untilthe first claim have an Erlang (2) distribution.An explicit solution is derived for the probability of ultimateruin,given an initial reserve of u when the claim size follows a Pareto distribution.Follow Ramsay,Laplacetransforms and exponential integrals are used to derive the solution,which involves a single integral of realvalued functions along the positive real line,and the integrand is not of an oscillating kind.Then we showthat the ultimate ruin probability can be expressed as the sum of expected values of functions of two differentGamma random variables.Finally,the results are extended to the Erlang(n) case.Numerical examples aregiven to illustrate the main results.     

Stabilization and H{infty} control of two-dimensional Markovian jump systems

This paper extends the results obtained for one-dimensionalMarkovian jump systems, to investigate the problems of stochasticstabilization and H control of two-dimensional (2D) systemswith Markovian jump parameters. The mathematical model of 2Djump systems is established upon the well-known Roesser model,and sufficient conditions are obtained for the existence ofdesired controllers in terms of linear matrix inequalities,which can be readily solved by available numerical software.These obtained results are further extended to more generalcases whose system matrices also contain parameter uncertaintiesrepresented by either polytopic or norm-bounded approaches.A numerical example is provided to show the applicability ofthe proposed theories.     

Convergence Analysis of an Infeasible Interior Point Algorithm Based on a Regularized Central Path for Linear Complementarity Problems

Most existing interior-point methods for a linear complementarity problem (LCP) require the existence of a strictly feasible point to guarantee that the iterates are bounded. Based on a regularized central path, we present an infeasible interior-point algorithm for LCPs without requiring the strict feasibility condition. The iterates generated by the algorithm are bounded when the problem is a P _* LCP and has a solution. Moreover, when the problem is a monotone LCP and has a solution, we prove that the convergence rate is globally linear and it achieves `-feasibility and `-complementarity in at most O(n ² ln(1/`)) iterations with a properly chosen starting point.     

Singular Integral Operators,Morrey Spaces and Fine Regularity of Solutions to PDE's

Boundedness in Morrey spaces is studied for singular integral operators with kernels of mixed homogeneity and their commutators with multiplication by a BMO-function. The results are applied in obtaining fine (Morrey and Hölder) regularity of strong solutions to higher-order elliptic and parabolic equations with VMO coefficients.     

Degree of approximation to function of bounded variation by Bézier variant of MKZ operators

Guo (Approx. Theory Appl. 4 (1988) 9-18) introduced the integral modification of Meyer-Konig and Zeller operators and studied the rate of convergence for functions of bounded variation. In this paper we introduce the Bézier variant of these integrated MKZ operators and study the rate of convergence by means of the decomposition technique of functions of bounded variation together with some results of probability theory and the exact bound of MKZ basis functions. Recently, Zeng (J. Math. Anal. Appl. 219 (1998) 364-376) claimed to improve the results of Guo and Gupta (Approx. Theory Appl. 11 (1995) 106-107), but there is a major mistake in the paper of Zeng. For special case our main theorem gives the correct estimate on the rate of convergence, over the result of Zeng.     

On the existence of an invariant measure for Markov-Feller operators

Let X be a Polish space and P a Markov operator acting on the space of Borel measures on X. We will prove the existence of an invariant measure with respect to P, provided that P satisfies some condition of a Prokhorov type and that the family of functions is equi-continuous with respect to the Prokhorov distance at some point of the space X. Moreover, we will construct a counterexample which show that the above equi-continuity condition cannot be dropped.     

A note on nice operators

In this note, we characterize nice operators in a class of Banach spaces, which includes spaces and L₁(μ), as those operators that preserve extreme points.