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Peter Imkeller 《Probability Theory and Related Fields》1996,106(1):105-135
Summary. The analytic treatment of problems related to the asymptotic behaviour of random dynamical systems generated by stochastic
differential equations suffers from the presence of non-adapted random invariant measures. Semimartingale theory becomes accessible
if the underlying Wiener filtration is enlarged by the information carried by the orthogonal projectors on the Oseledets spaces
of the (linearized) system.
We study the corresponding problem of preservation of the semimartingale property and the validity of a priori inequalities
between the norms of stochastic integrals in the enlarged filtration and norms of their quadratic variations in case the random
element F enlarging the filtration is real valued and possesses an absolutely continuous law. Applying the tools of Malliavin’s calculus,
we give smoothness conditions on F under which the semimartingale property is preserved and a priori martingale inequalities are valid.
Received: 12 April 1995 / In revised form: 7 March 1996 相似文献
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V. Palyok I.A. Szabó D.L. Beke A. Kikineshi 《Applied Physics A: Materials Science & Processing》2002,74(5):683-687
Surface relief formation at holographic recording on amorphous selenium films was demonstrated and investigated. The presence
of this optical phase modulation component is essential for ensuring significant, stable and erasable optical recording in
a-Se films at 290–320 K temperatures, where conventional photodarkening was known as insignificant and unstable. Photocrystallization
can only be observed in super-exposed a-Se films at the given experimental conditions of hologram recording. Erasing behavior
of surface relief gratings under heat treatment was also investigated in order to reveal further details of the mechanism.
Photoinduced structural transformations within the amorphous phase, connected to local ordering under the condition of light-induced
fluidity, are proposed as an explanation for the relief formation and erasing. The observed reversible optical recording process
may be useful for the various optoelectronic applications of photoconductive a-Se layers.
Received: 12 June 2000 / Accepted: 6 June 2001 / Published online: 30 August 2001 相似文献
6.
Knut Smoczyk 《Mathematische Zeitschrift》2002,240(4):849-883
We prove that symplectic maps between Riemann surfaces L, M of constant, nonpositive and equal curvature converge to minimal symplectic maps, if the Lagrangian angle for the corresponding Lagrangian submanifold in the cross product space satisfies . If one considers a 4-dimensional K?hler-Einstein manifold of nonpositive scalar curvature that admits two complex structures J, K which commute and assumes that is a compact oriented Lagrangian submanifold w.r.t. J such that the K?hler form w.r.t.K restricted to L is positive and , then L converges under the mean curvature flow to a minimal Lagrangian submanifold which is calibrated w.r.t. .
Received: 11 April 2001 / Published online: 29 April 2002 相似文献
7.
Dean A. Carlson 《Journal of Mathematical Analysis and Applications》2002,276(2):561-588
The method of equivalent variational methods, originally due to Carathéodory for free problems in the calculus of variations is extended to investigate feedback Nash equilibria for a class of n-person differential games. Both the finite-horizon and infinite-horizon cases are considered. Examples are given to illustrate the presented results. 相似文献
8.
Mikhail Andramonov 《Journal of Global Optimization》2002,24(2):115-132
We consider applications of disjunctive programming to global optimization and problems with equilibrium constraints. We propose a modification of the algorithm of F. Beaumont for disjunctive programming problems and show its numerical efficiency. 相似文献
9.
Balázs Szendröi 《Mathematische Zeitschrift》2002,240(2):233-241
This note shows that a certain toric quotient of the quintic Calabi-Yau threefold in provides a counterexample to a recent conjecture of Cox and Katz concerning nef cones of toric hypersurfaces.
Received: 8 February 2001; in final form: 17 September 2001 / Published online: 1 February 2002 相似文献
10.
We consider the problem of maximizing a linear fractional function on the Pareto efficient frontier of two other linear fractional functions. We present a finite pivoting-type algorithm that solves the maximization problem while computing simultaneously the efficient frontier. Application to multistage efficiency analysis is discussed. An example demonstrating the computational procedure is included. 相似文献