In what follows, we consider the relation between Aldous‘s extended convergence and weak convergence of filtrations. We prove that, for a sequence (X^n) of Ft^n )-special semimartingales, with canonical decomposition X^n =M^n A^n, if the extended convergence (X^n,F.^n)→(X,T. ) holds with a quasi-left continuous (Ft)-special semimartingale X = M A, then, under an additional assumption of uniform integrability,we get the convergence in probability under the Skorokhod topology: M^n↑P→M and A^n↑P→ A. 相似文献
For a given functional Y on the path space, we define the pinning class of the Wiener measure as the class of probabilities which admit the same conditioning given Y as the Wiener measure. Using stochastic analysis and the theory of initial enlargement of filtration, we study the transformations (not necessarily adapted) which preserve this class. We prove, in this non Markov setting, a stochastic Newton equation and a stochastic Noether theorem. We conclude the paper with some non canonical representations of Brownian motion, closely related to our study.Mathematics Subject Classification (2000): 60G44, 60H07, 60H20, 60H30 相似文献
In this paper, we consider some conditions of finiteness related to the p-class field tower problem over an imaginary quadratic field, where p is an odd prime. 相似文献
Dispersions of short electrospun fibers are utilized for the preparation of nanofiber nonwovens with different weight area on filter substrates. The aerosol filtration efficiencies of suspension‐borne nanofiber nonwovens are compared to nanofiber nonwovens prepared directly by electrospinning with similar weight area. The filtration efficiencies are found to be similar for both types of nonwovens. With this, a large potential opens for processing, design, and application of new nanofiber nonwovens obtained by wet‐laying of short electrospun nanofiber suspensions.
We study a stochastic control problem to maximize expected utility from terminal and/or consumption. The novel feature of our work is that the portfolio is allowed to anticipate the future with constraints and a higher interest rate for borrowing. The investor possesses information about the terminal values of the components of the Brownian motion, possibly distorted by ‘noise’. We use the technique from the so-called enlargement of filtrations, to model our problem. General existence results are established for optimal portfolio and consumption strategies. Equivalent conditions for optimality are obtained, and explicit solutions leading to feedback formulae are derived for special utility functions and for deterministic coefficients. 相似文献
We prove that the Cox ring of the projectivization P(?) of a rank two toric vector bundle ?, over a toric variety X, is a finitely generated k-algebra. As a consequence, P(?) is a Mori dream space if the toric variety X is projective and simplicial. 相似文献
TheK-theory of the derived categories as well as someK-theoretic invariants associated to the resolution of singularities are applied in order to compute theK0-groups of a variety with finitely many singular points. Explicit computations are given in order to determine theK0 and the relative CH* groups of the affine cone over a nonsingular surface of degreed in d+1 not contained in any hyperplane. 相似文献