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61.
Suppose that the signal X to be estimated is a diffusion process in a random medium W and the signal is correlated with the observation noise. We study the historical filtering problem concerned with estimating the signal path up until the current time based upon the back observations. Using Dirichlet form theory, we introduce a filtering model for general rough signal X
W
and establish a multiple Wiener integrals representation for the unnormalized pathspace filtering process. Then, we construct a precise nonlinear filtering model for the process X itself and give the corresponding Wiener chaos decomposition. 相似文献
62.
B.J. Stoyanov R.A. Farrell J.F. Bird 《Journal of Computational and Applied Mathematics》1994,50(1-3):533-543
Asymptotic expansions of certain finite and infinite integrals involving products of two Bessel functions of the first kind are obtained by using the generalized hypergeometric and Meijer functions. The Bessel functions involved are of arbitrary (generally different) orders, but of the same argument containing a parameter which tends to infinity. These types of integrals arise in various contexts, including wave scattering and crystallography, and are of general mathematical interest being related to the Riemann—Liouville and Hankel integrals. The results complete the asymptotic expansions derived previously by two different methods — a straightforward approach and the Mellin-transform technique. These asymptotic expansions supply practical algorithms for computing the integrals. The leading terms explicitly provide valuable analytical insight into the high-frequency behavior of the solutions to the wave-scattering problems. 相似文献
63.
刘春平 《数学物理学报(A辑)》2004,4(6):661-668
该文给出了一种构造非线性发展方程显式行波解的方法并用该方法得到了Hirota-Satsuma方程组,一类非线性常微分方程以及广义耦合标量场方程组的显式行波解. 相似文献
64.
考虑二阶非线性椭圆型微分方程∑^n_{i,j}∂/∂x_i{A_{i,j}(x,y)∂/∂x_j}+q(x)f(y)=0 (E),其中q(x)在外区域 Ω∈R\+n上变号. 利用偏Riccati变换和积分平均技巧, 建立了方程(E)所有解振动的充分准则. 相似文献
65.
Non-compact generalized variational inequalities for quasi-monotone and hemi-continuous operators with applications 总被引:1,自引:0,他引:1
Some results are obtained for non-compact cases in topological vector spaces for the existence problem of solutions for some
set-valued variational inequalities with quasi-monotone and lower hemi-continuous operators, and with quasi-semi-monotone
and upper hemi-continuous operators. Some applications are given in non-reflexive Banach spaces for these existence problems
of solutions and for perturbation problems for these set-valued variational inequalities with quasi-monotone and quasi-semi-monotone
operators.
This revised version was published online in June 2006 with corrections to the Cover Date. 相似文献
66.
无界区域R1上推广的B-BBM方程的整体吸引子 总被引:4,自引:0,他引:4
本文研究了无界区域R^1上推广的B—BBM方程的长时间动力学行为,证明了该方程整体吸引子的存在性. 相似文献
67.
利用集值映射不动点定理及最优化问题与变分不等式的关系给出线性G^↑ateaux可微的锥凸映射的广义有效点的一个存在性定理。 相似文献
68.
In this paper, we consider hypothesis testing problems in which the involved samples are drawn from generalized multivariate modified Bessel populations. This is a much more general distribution that includes both the multivariate normal and multivariate-t distributions as special cases. We derive the distribution of the Hotelling's T2-statistic for both the one- and two-sample problems, as well as the distribution of the Scheffe's T2-statistic for the Behrens–Fisher problem. In all cases, the non-null distribution of the corresponding F-statistic follows a new distribution which we introduce as the non-central F-Bessel distribution. Some statistical properties of this distribution are studied. Furthermore, this distribution was utilized to perform some power calculations for tests of means for different models which are special cases of the generalized multivariate modified Bessel distribution, and the results compared with those obtained under the multivariate normal case. Under the null hypothesis, however, the non-central F-Bessel distribution reduces to the central F-distribution obtained under the classical normal model. 相似文献
69.
The aim of this paper is to present two different approachs in order to obtain an existence result to the so-called quadrature
surface free boundary problem. The first one requires the shape derivative calculus while the second one depends strongly
on the compatibility condition of the Neumann problem. A necessary and sufficient condition of existences is given in the
radial case. 相似文献
70.
We investigate the links between Sobolev and Nash inequalities, capacity and hitting times estimates and ultracontractive semigroups, in a non-symmetric setting. 相似文献