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1.
H. Kunita 《Journal of Theoretical Probability》1994,7(2):279-308
We discuss the Cauchy problem of a certain stochastic parabolic partial differential equation arising in the nonlinear filtering theory, where the initial data and the nonhomogeneous noise term of the equation are given by Schwartz distributions. The generalized (distributional) solution is represented by a partial (conditional) generalized expectation ofT(t)°
0,t
–1
, whereT(t) is a stochastic process with values in distributions and
s,t
is a stochastic flow generated by a certain stochastic differential equation. The representation is used for getting estimates of the solution with respect to Sobolev norms.Further, by applying the partial Malliavin calculus of Kusuoka-Stroock, we show that any generalized solution is aC
-function under a condition similar to Hörmander's hypoellipticity condition. 相似文献
2.
The paper is focused on estimating the permeability of a clustered fiber network by variational methods. First, a laminar flow in ducts is considered by using polynomial trial functions. Then, a longitudinal flow through a square array is described by expanding the flow-rate field in trigonometric and Laurent series. Finally, a formal scheme for estimating the longitudinal permeability in a cluster with an irregular distribution of fibers is given. The irregular distribution is modeled by setting an individual effective radius for each fiber and then letting this fiber reach its minimum gravitational energy. The results obtained here form a basis for future predictions of the permeability of fibrous reinforcements. 相似文献
3.
We consider quasi-isometric mappings of domains in multidimensional Euclidean spaces. We establish that a mapping depends continuously in the sense of the topology of Sobolev classes on its metric tensor to within isometry of the space. In the space of metric tensors we take the topology determined by means of almost everywhere convergence. We show that if the metric tensor of a mapping is continuous then the length of the image of a rectifiable curve is determined by the same formula as in the case of mappings with continuous derivatives. (Continuity of the metric tensor of a mapping does not imply continuity of its derivatives.) 相似文献
4.
In this paper, we derive an explicit group-invariant formula for the Euler–Lagrange equations associated with an invariant variational problem. The method relies on a group-invariant version of the variational bicomplex induced by a general equivariant moving frame construction, and is of independent interest. 相似文献
5.
THE SPACE—FRACTIONAL TELEGRAPH EQUATION AND THE RELATED FRACTIONAL TELEGRAPH PROCESS 总被引:1,自引:0,他引:1
The space-fractional telegraph equation is analyzed and the Fourier transform of its fundamental solution is obtained and discussed.A symmetric process with discontinuous trajectories, whose transition function satisfies the space-fractional telegraph equation, is presented. Its limiting behaviour and the connection with symmetric stable processes is also examined. 相似文献
6.
Walter Wyss 《Foundations of Physics Letters》1991,4(3):235-246
Fractional noiseN(t),t 0, is a stochastic process for every , and is defined as the fractional derivative or fractional integral of white noise. For = 1 we recover Brownian motion and for = 1/2 we findf
–1-noise. For 1/2 1, a superposition of fractional noise is related to the fractional diffusion equation. 相似文献
7.
In this paper, we prove higher integrability results for the gradient of the solutions of some elliptic equations with degenerate
coercivity whose prototype is
where for example, a(x,u)=(1+|u|)−θ with θ ∈ (0,1). We study the same problem for minima of functionals closely related to the previous equation. 相似文献
8.
J. Popenda 《Proceedings Mathematical Sciences》1992,102(1):73-81
Gronwall’s inequality has many extensions and analogues among them the discrete one. In this paper we present theorems which
look like Gronwall’s lemma in the classical propositional calculus. 相似文献
9.
本文在REDUCE语言环境下,利用公理化方法建立了一个“抽象算符演算”系统.使REDUCE系统可用于抽象的算符演算,逆演算;用于Laplace变换,逆变换及解微分方程,推导公式,以及验证有关定理等. 相似文献
10.
Jonathan Arazy Miroslav Englis 《Transactions of the American Mathematical Society》2003,355(2):837-864
For a domain in and a Hilbert space of analytic functions on which satisfies certain conditions, we characterize the commuting -tuples of operators on a separable Hilbert space such that is unitarily equivalent to the restriction of to an invariant subspace, where is the operator -tuple on the Hilbert space tensor product . For the unit disc and the Hardy space , this reduces to a well-known theorem of Sz.-Nagy and Foias; for a reproducing kernel Hilbert space on such that the reciprocal of its reproducing kernel is a polynomial in and , this is a recent result of Ambrozie, Müller and the second author. In this paper, we extend the latter result by treating spaces for which ceases to be a polynomial, or even has a pole: namely, the standard weighted Bergman spaces (or, rather, their analytic continuation) on a Cartan domain corresponding to the parameter in the continuous Wallach set, and reproducing kernel Hilbert spaces for which is a rational function. Further, we treat also the more general problem when the operator is replaced by , being a certain generalization of a unitary operator tuple. For the case of the spaces on Cartan domains, our results are based on an analysis of the homogeneous multiplication operators on , which seems to be of an independent interest.