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Our purpose is to characterize the multiparameter Gaussian processes, that is Gaussian sheets, that are equivalent in law
to the Brownian sheet and to the fractional Brownian sheet. We survey multiparameter analogues of the Hitsuda, Girsanov and
Shepp representations. As an application, we study a special type of stochastic equation with linear noise.
相似文献
14.
Jian Zhong PAN Shao Bing WU 《数学学报(英文版)》2006,22(1):23-26
in this note, we answer positively a question by Belegradek and Kapovitch about the relation between rational homotopy theory and a problem in Riemannian geometry which asks that total spaces of which vector bundles over compact non-negative curved manifolds admit (complete) metrics with non-negative curvature. 相似文献
15.
Hanna Sandler 《Geometriae Dedicata》1998,69(3):317-327
In this paper it is shown that one can choose an arbitrarily large number of inconjugate elements of the group Z/2Z*Z/2Z*Z/2Z which have the property that, under all representations of the group in SU(2,1) as a discrete complex hyperbolic ideal triangle group, the elements are hyperbolic and correspond to closed geodesics of equal length on the associated complex hyperbolic surface. This is an analogue of the geometric fact that the multiplicity of the length spectrum of a Riemann surface is never bounded or the equivalent algebraic phenomenon that an arbitrarily large number of conjugacy classes in a free group can have the same trace under all representations in SL(2,R ). 相似文献
16.
Chi-Keung Ng 《Proceedings of the American Mathematical Society》1998,126(12):3767-3768
We show that the Morita equivalence part of Mansfield's Imprimitivity Theory can be obtained by Green's Imprimitivity Theorem (and duality theory).
17.
18.
In this paper, we identify a new class of stochastic linearconvex optimal control problems, whose solution can be obtained by solving appropriate equivalent deterministic optimal control problems. The term linear-convex is meant to imply that the dynamics is linear and the cost function is convex in the state variables, linear in the control variables, and separable. Moreover, some of the coefficients in the dynamics are allowed to be random and the expectations of the control variables are allowed to be constrained. For any stochastic linear-convex problem, the equivalent deterministic problem is obtained. Furthermore, it is shown that the optimal feedback policy of the stochastic problem is affine in its current state, where the affine transformation depends explicitly on the optimal solution of the equivalent deterministic problem in a simple way. The result is illustrated by its application to a simple stochastic inventory control problem.This research was supported in part by NSERC Grant A4617, by SSHRC Grant 410-83-0888, and by an INRIA Post-Doctoral Fellowship. 相似文献
19.
A new model (called the Temperley-Lieb interactions model) is introduced, in two-dimensional lattice statistics, on a square lattice . The Temperley-Lieb equivalence of this model to the six-vertex, self-dual Potts, critical hard-hexagons and critical nonintersecting string models is established. A graphical equivalence of this model to the six-vertex model generalizes this equivalence to noncritical cases of the above models. The order parameters of a specialization of this model are studied. 相似文献
20.
Stefan Müller-Stach 《K-Theory》1995,9(4):395-406
LetX be a smooth projective variety over an algebraically closed fieldk. We repeat Bloch's construction of aG
m
-biextension (torseur)E over CH
hom
p
(X)×CH
hom
q
(X) forp+q=dim(X)+1. First we show that in characteristic zeroE comes via pullback from the Poincaré biextension over the corresponding product of intermediate Jacobians which has been conjectured by Bloch and Murre. Then the relations betweenE and various equivalence relations for algebraic cycles are studied. In particular we reprove Murre's theorem stating that Griffiths' conjecture holds for codimension 2 cycles, i.e. every 2-codimensional cycle which is algebraically and incidence equivalent to zero has torsion Abel-Jacobi invariant. 相似文献