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1.
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
2.
3.
V. L. Topunov 《Acta Appl Math》1989,16(2):191-206
In this paper, an application of the Riquer-Thomas-Janet theory is described for the problem of transforming a system of partial differential equations into a passive form, i.e., to a special form which contains explicitly both the equations of the initial system and all their nontrivial differential consequences. This special representation of a system markedly facilitates the subsequent integration of the corresponding differential equations. In this paper, the modern approach to the indicated problem is presented. This is the approach adopted in the Knuth-Bendix procedure [13] for critical-pair/completion and then Buchberger's algorithm for completion of polynomial ideal bases [13] (or, alternatively, for the construction of Groebner bases for ideals in a differential operator ring [14]). The algorithm of reduction to the passive form for linear system of partial differential equations and its implementation in the algorithmic language REFAL, as well as the capabilities of the corresponding program, are outlined. Examples illustrating the power and efficiency of the system are presented. 相似文献
4.
The interferometric intensity patterns from a 2D shearing interferometer are shown and discussed. The intensity patterns can be obtained in two different approaches incorporating differential and extended wavefront controlled displacements. The reliable directional sensitivity of this interferometer allows the optimization of the measurement parameters to estimate the wavefront of the intensity patterns by regularization techniques. 相似文献
5.
A. M. Vinogradov 《Acta Appl Math》1989,15(1-2):3-21
The main notions and results which are necessary for finding higher symmetries and conservation laws for general systems of partial differential equations are given. These constitute the starting point for the subsequent papers of this volume. Some problems are also discussed. 相似文献
6.
Camillo Costantini 《Topology and its Applications》2006,153(7):1056-1078
For X a metrizable space and (Y,ρ) a metric space, with Y pathwise connected, we compute the density of (C(X,(Y,ρ)),σ)—the space of all continuous functions from X to (Y,ρ), endowed with the supremum metric σ. Also, for (X,d) a metric space and (Y,‖⋅‖) a normed space, we compute the density of (UC((X,d),(Y,ρ)),σ) (the space of all uniformly continuous functions from (X,d) to (Y,ρ), where ρ is the metric induced on Y by ‖⋅‖). We also prove that the latter result extends only partially to the case where (Y,ρ) is an arbitrary pathwise connected metric space.To carry such an investigation out, the notions of generalized compact and generalized totally bounded metric space, introduced by the author and A. Barbati in a former paper, turn out to play a crucial rôle. Moreover, we show that the first-mentioned concept provides a precise characterization of those metrizable spaces which attain their extent. 相似文献
7.
Michel Hébert 《Archive for Mathematical Logic》1991,31(2):133-143
Summary We give a syntactic characterization of (finitary) theories whose categories of models are closed under the formation of connected limits (respectively the formation of pullbacks and substructures) in the category of all structures. They are also those theories whose consistent extensions by new atomic facts admit in each component an initial structure (respectively an initial term structure), and also thoseT for whichM(T) is locally finitely multi-presentable in a canonical way. We also show that these two properties of theories are nonuniform. 相似文献
8.
Summary In this paper a Gauss-Jordan algorithm with column interchanges is presented and analysed. We show that, in contrast with Gaussian elimination, the Gauss-Jordan algorithm has essentially differing properties when using column interchanges instead of row interchanges for improving the numerical stability. For solutions obtained by Gauss-Jordan with column interchanges, a more satisfactory bound for the residual norm can be given. The analysis gives theoretical evidence that the algorithm yields numerical solutions as good as those obtained by Gaussian elimination and that, in most practical situations, the residuals are equally small. This is confirmed by numerical experiments. Moreover, timing experiments on a Cyber 205 vector computer show that the algorithm presented has good vectorisation properties. 相似文献
9.
Using Brown's construction (J. Algebra 15 (1970) 103) of an exact 6-term sequence for a fibration of groupoids we show how an exact 9-term sequence can be associated to a fibration of bigroupoids. Applications to topology and algebra are given. 相似文献
10.
本文首先将文[1]中的BLD映射推广为弱(L1,L2)-BLD映射,并证明了如下正则性结果:存在两个可积指数 P1=P1(n,L1,L2)<n<q1=q1(n,L1,L2),使得对任意弱(L1,L2)-BLD映射f∈(Ω,Rn),都有f∈(Ω,Rn),即f为(L1,L2)-BLD映射. 相似文献