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本文研究了非Lipschitz条件下半鞅随机微分方程.利用It(o)分析和Gronwall不等式,探讨了随机微分方程无爆炸解,并证明了随机微分方程解的唯一性. 相似文献
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A geometric approach to asymptotic expansions for large-deviation probabilities, developed for the Gaussian law by Breitung and Richter [J. Multivariate Anal.,58, 1–20 (1996)], will be extended in the present paper to the class of spherical measures by utilizing their common geometric properties. This approach consists of rewriting the probabilities under consideration as large parameter values of the Laplace transform of a suitably defined function, expanding this function in a power series, and then applying Watson’s lemma. A geometric representation of the Laplace transform allows one to combine the global and local properties of both the underlying measure and the large-deviation domain. A special new type of difficulty is to be dealt with because the so-called dominating points of the large-deviation domain degenerate asymptotically. As is shown in Richter and Schumacher (in print), the typical statistical applications of large-deviation theory lead to such situations. In the present paper, consideration is restricted to a certain two-dimensional domain of large-deviations having asymptotically degenerating dominating points. The key assumption is a parametrized expansion for the inverse $\bar g^{ - 1} $ of the negative logarithm of the density-generating function of the two-dimensional spherical law under consideration. 相似文献
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David E. Rush 《Proceedings of the American Mathematical Society》2000,128(10):2879-2884
Let be a commutative ring, let be an indeterminate, and let . There has been much recent work concerned with determining the Dedekind-Mertens number =min , especially on determining when = . In this note we introduce a universal Dedekind-Mertens number , which takes into account the fact that deg() + for any ring containing as a subring, and show that behaves more predictably than .
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Keith M. Rogers 《Proceedings of the American Mathematical Society》2005,133(12):3543-3550
We find the sharp constant in a sublevel set estimate which arises in connection with van der Corput's lemma. In order to do this, we find the nodes that minimise divided differences. We go on to find the sharp constant in the first instance of the van der Corput lemma. With these bounds we improve the constant in the general van der Corput lemma, so that it is asymptotically sharp.
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Shuhei Hayashi 《Bulletin of the Brazilian Mathematical Society》2000,31(3):337-350
Mañé suggested the following question: Consider aC r flow on a compact manifold without boundary and suppose that the ω-limit set of a pointp intersets the α-limit set ofq, i.e. ω(p)∩α(q)≠Ø. Can the flow beC r-perturbed so that either (a)p is connected toq (p andq in the same orbit) or (b) ω(p)∩α(q)=Ø for the new flow? Here we solve positively a stronger version of this problem forC 1 small perturbations of the original flow. 相似文献