Nonlinear Filtering for Diffusions in Random Environments

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.     

Stability and bifurcation in a delayed predator-prey system with Beddington-DeAngelis functional response

We consider a delayed predator-prey system with Beddington-DeAngelis functional response. The stability of the interior equilibrium will be studied by analyzing the associated characteristic transcendental equation. By choosing the delay τ as a bifurcation parameter, we show that Hopf bifurcation can occur as the delay τ crosses some critical values. The direction and stability of the Hopf bifurcation are investigated by following the procedure of deriving normal form given by Faria and Magalhães. An example is given and numerical simulations are performed to illustrate the obtained results.     

一类非线性扩散问题解的局部化

This paper concerns with properties of solutions of a nonlinear diffusion problem in non-divergence form.By constructing proper test functions,it is proved that solutions of the problem possess the property of localization.     

从不定度量空间形式到不定度量空间形式的等距浸入

设Msm(c)是等距浸入在2m-1维不定度量空间形式Ns2m-1((?))(c<(?))中的m维不定度量空间形式．若Msm(c)是极小的,我们证明Msm必定是有同一个指标s的2m-1维伪球面中的平坦子流形．我们还用孤立子理论给出了Ns2m-1中平坦的指标为s的子流形与系统之间的对应．     

两参数分数Wiener过程增量的一般形式

§1Introductionandresults A2-parameterGaussianprocess{Z(t,s);t,s≥0}iacalleda2-parameterfractional Wienerprocesswithorderα(0<α<1),ifZ(0,0)=0a.s.EZ(s,t)=0anditscovariance EZ(t1,s1)Z(t2,s2)={|t1|2α+|t2|2α-|t2-t1|2α}{|s1|2α+|s2|2α-|s2-s1|2α}/4.LetR=[x1,x2]×[y1,y2],DT={(x,y)∶0≤x,y≤bT,xy≤T}.Let0相似文献   

Classroom note: Using the binomial series to prove the arithmetic mean–geometric mean inequality

In 1968, Leon Gerber compared (1 + x) ^a to its kth partial sum as a binomial series. His result is stated and, as an application of this result, a proof of the arithmetic mean–geometric mean inequality is presented.     

A combinatorial theory of minimal social situations

A minimal social situation is a game‐like situation in which there are two actors, each of them has two possible actions, and both evaluate the outcomes of their joint actions in terms of two categories (say, ‘success’ and ‘failure'). By fixing actors and actions and varying ‘payoffs’ the set of 256 ‘configurations’ is obtained. This set decomposes into 43 ‘structural forms’, or equivalence classes with respect to the relation of isomorphism defined on it. This main theorem and other results concerning related configurations (minimal decision situations) are derived in this paper by means of certain tools of group theory. Some extensions to larger structures are proved in the Appendix. In the introductory section after a brief explanation of the meaning given to the terms ‘structure’ and ‘isomorphism’ in mathematics (Bourbaki) it is shown how these terms can be used to formalize the concept of ‘social form’.     

Nombre De Facteurs Absolument Irréductibles D'un Polynôme

Dans cette note, nous établissons le lien entre le nombre de facteurs absolument irréductibles d'un polynôme et la dimension d'un espace vectoriel de formes différentielles fermées. Notre résultat généralise un théorème de Gao.

In this note, we establish the relationship between the number of absolutely irreducible factors of a polynomial and the dimension of a space of closed differentials forms. Our result generalizes a theorem of Gao.     

A topological approach to divisibility of arithmetical functions and GCD matrices

Considering lower closed sets as closed sets on a preposet (P, ≤), we obtain an Alexandroff topology on P. Then order preserving functions are continuous functions. In this article we investigate order preserving properties (and thus continuity properties) of integer-valued arithmetical functions under the usual divisibility relation of integers and power GCD matrices under the divisibility relation of integer matrices.