Existence of many ergodic absolutely continuous invariant measures for piecewise-expandingC 2 chaotic transformations in ℝ2 on a fixed number of partitions

Let Ω be a region in ℝⁿ and letp = P_i ) _i ^1m , be a partition ofΩ into a finite number of closed subsets having piecewise C² boundaries of finite(n - 1 )dimensional measure. Let τ:Ω→Ω be piecewise C² onP where, τ_i = τ|p_i is aC ² diffeomorphism onto its image, and expanding in the sense that there exists α > 1 such that for anyi = 1, 2,...,m ‖Dτ_i ^-1 ‖ < α^-1, where Dτ_i ^-1 is the derivative matrixτ _i ^- 1 and |‖·‖ is the Euclidean matrix norm. By means of an example, we will show that the simple bound of one-dimensional dynamics cannot be generalized to higher dimensions. In fact, we will construct a piecewise expanding C² transformation on a fixed partition with a finite number of elements in ℝ², but which has an arbitrarily large number of ergodic, absolutely continuous invariant measures     

Risk-neutral valuation with infinitely many trading dates

The first Fundamental Theorem of Asset Pricing establishes the equivalence between the absence of arbitrage in financial markets and the existence of Equivalent Martingale Measures, if appropriate conditions hold. Since the theorem may fail when dealing with infinitely many trading dates, this paper draws on the A.A. Lyapunov Theorem in order to retrieve the equivalence for complete markets such that the Sharpe Ratio is adequately bounded.     

Banach-Saks property in Marcinkiewicz spaces

We catalogue all Marcinkiewicz function and sequence spaces with the Banach-Saks property and present necessary and sufficient conditions for a wide subclass of spaces to possess the p-Banach-Saks property, 1<p<∞. We apply our results to several open problems.     

Matrix Rings with Summand Intersection Property

A ring R has right SIP (SSP) if the intersection (sum) of two direct summands of R is also a direct summand. We show that the right SIP (SSP) is the Morita invariant property. We also prove that the trivial extension of R by M has SIP if and only if R has SIP and (1 – e)Me = 0 for every idempotent e in R. Moreover, we give necessary and sufficient conditions for the generalized upper triangular matrix rings to have SIP.     

排球比赛中的二传最优过程

为了研究排球比赛中的二传最优过程 ,本文基于决策论的理论和方法建立了排球二传最优过程的数学模型 .通过对模型的分析研究分别给出了最大概率准则和最大期望准则下的最优传球方式 .本文所得到的结果对排球队的训练和比赛有一定的指导意义 .     

模糊事件贝叶斯公式

讨论了模糊事件的概率及其基本性质 ,并通过对经典贝叶斯公式的推广 ,提出了模糊事件的贝叶斯公式 .     

On circle diffeomorphisms with discontinuous derivatives and quasi-invariance subgroups of Malliavin-Shavgulidze measures

This note is devoted to construction of the domain of the regular representation of Diff₊(S¹). We consider a subgroup of diffeomorphism group such that the Malliavin-Shavgulidze measure is quasi-invariant with respect to the left action of the subgroup. The measure appears to be quasi-invariant with respect to the left action of diffeomorphisms with discontinuous second derivative. We derive an expression for quasi-invariance density and obtain an additional PSL(2,R) symmetry breaking term.     

Monotonic solutions of a quadratic integral equation of fractional order

In the paper we indicate an error made in the proof of the main result of the paper [M.A. Darwish, On quadratic integral equation of fractional orders, J. Math. Anal. Appl. 311 (2005) 112-119]. Moreover, we provide correct proof of a slightly modified version of the mentioned result. The main tool used in our proof is the technique associated with the Hausdorff measure of noncompactness.     

Path properties of l_p-valued Gaussian random fields

General limit theorems are established for l~p-valued Gaussian random fields indexed by a multidimensional parameter,which contain both almost sure moduli of continuity and limits of large increments for the l~p-valued Gaussian random fields under(?)explicit conditions.     

Robust Dynamics and Control of a Partially Observed Markov Chain

In a seminal paper, Martin Clark (Communications Systems and Random Process Theory, Darlington, 1977, pp. 721–734, 1978) showed how the filtered dynamics giving the optimal estimate of a Markov chain observed in Gaussian noise can be expressed using an ordinary differential equation. These results offer substantial benefits in filtering and in control, often simplifying the analysis and an in some settings providing numerical benefits, see, for example Malcolm et al. (J. Appl. Math. Stoch. Anal., 2007, to appear). Clark’s method uses a gauge transformation and, in effect, solves the Wonham-Zakai equation using variation of constants. In this article, we consider the optimal control of a partially observed Markov chain. This problem is discussed in Elliott et al. (Hidden Markov Models Estimation and Control, Applications of Mathematics Series, vol. 29, 1995). The innovation in our results is that the robust dynamics of Clark are used to compute forward in time dynamics for a simplified adjoint process. A stochastic minimum principle is established.