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71.
The Regularity of Stochastic Convolution Driven by Tempered Fractional Brownian Motion and Its Application to Mean-field Stochastic Differential Equations
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In this paper, some properties of a stochastic convolution driven by tempered fractional Brownian motion are obtained. Based on this result, we get the existence and uniqueness of stochastic mean-field equation driven by tempered fractional Brownian motion. Furthermore, combining with the Banach fixed point theorem and the properties of Mittag-Leffler functions, we study the existence and uniqueness of mild solution for a kind of time fractional mean-field stochastic differential equation driven by tempered fractional Brownian motion. 相似文献
72.
A time-parallel simulation obtains parallelism by partitioning the time domain of the simulation. An approximate time-parallel simulation algorithm named GG1K is developed for acyclic networks of loss FCFSG/G/1/K queues. The GG1K algorithm requires two phases. In the first phase, a similar system (i.e. aG/G/1/ queue) is simulated using the GLM algorithm. Then the resultant trajectory is transformed into an approximateG/G/1/K trajectory in the second phase. The closeness of the approximation is investigated theoretically and experimentally. Our results show that the approximation is highly accurate except whenK is very small (e.g. 5) in certain models. The algorithm exploits unbounded parallelism and can achieve near-linear speedup when the number of arrivals simulated is sufficiently large. 相似文献
73.
Andrea Posilicano 《Potential Analysis》1996,5(3):241-271
We prove a convergence theorem for sequences of Diffusion Processes corresponding to Dirichlet Forms of the kind
.We obtain convergence in total variation norm of the corresponding probability measures on the path space C(+;d) under hypotheses which, for example, are satisfied in the case of H
loc
1
(
d
)-convergence of the 's, but we can allow more singular situations as regards the approximating sequences. We use then these results to give a criterion of convergence for generalized Schrödinger operators in which the potential function should not necessarily exists as a measurable function. We obtain convergence not only in strong resolvent sense, but we also obtain convergence in the uniform operator topology up to sets of arbitrarily small Lebesgue measure. Applications to the problem of the approximation of ordinary Schrödinger operators by generalized ones corresponding to zero-range interactions are given. 相似文献
74.
Juha Vuolle-Apiala 《Journal of Theoretical Probability》1996,9(4):853-861
We consider a class of possible extensions of a given symmetric Feller processZ
t
fromR{0} to the entire real lineR, depending on a parameter [0, 1]. It is proved that the proposed extension exists if =1/2; for 1/2, exists if and only ifZ
t
does not jump over 0 (e.g., ifZ
t
is a diffusion). 相似文献
75.
LetX be a Brownian motion defined on the line (withX(0)=0) and letY be an independent Brownian motion defined on the nonnegative real numbers. For allt0, we define theiterated Brownian motion (IBM),Z, by setting
. In this paper we determine the exact uniform modulus of continuity of the process Z.Research supported by NSF grant DMS-9122242. 相似文献
76.
Laurent Serlet 《Journal of Theoretical Probability》1996,9(3):561-578
We study super-Brownian motion inR
d
starting from a nontrivial finite measure and conditioned to nonextinction as defined by Evans. If (Y
t
)
t0
denotes this process, we provide a new approach to the immortal particle representation of (Y
t
)
t0
. We then show that the measureZ onR
d
defined byZ(B)=
o
1
Y
t
(B) dt is almost surely finite on compact sets whend5 and almost surely infinite on every ball whend4. 相似文献
77.
半晶性的聚对苯二甲酸乙二醇酯(PET)存在不同尺寸运动单元的多重形式的分子运动,而且PET等高聚物前结构欠序、晶界和杂质等缺陷还使电子价带与导带间的禁带中出现局域能级(陷阱),并成为捕获载流子的中心,从而影响载流子的输运性质。分子运动和陷阱 相似文献
78.
79.
本文研究了 PVDF-P(VDF-HFE)以及 PVDF-P(VDF-TFE)共混体系的压电、介电、力学松弛谱。其松弛转变过程基本与 PVDF 的相似。α,β,γ压电松弛峰分别位于40~120℃,-40℃,-85℃附近。实验结果表明后一体系的压电性大于前一体系的。同时,PVDF-P(VDF-TFE)的压电性也大于PVDF-PMMA 共混体系的。选择第二组分时,以介电常数高,模量小而本身又具有压电性的,更有助于共混薄膜压电性的提高。在同样的极化条件下,经拉伸的 P(VDF-TFE)薄膜,其压电性大于未经拉伸的薄膜,这表明分子的取向对薄膜的压电性也有影响。TSC 表明,42℃的松弛峰与晶区表面捕获的空间电荷有关,对压电性也有一定的贡献。 相似文献
80.
The effect of vibrational excitation of HBr on the H+HBrH2+Br and H+HBrH+HBr reactions has been investigated on the extended LEPS surface (ELEPS) constructed on the basis of quantum chemically calculated points of PES. Together with this surface the LEPS surface of Sudhakaran and Raff [1] was used for comparison at two relative translational energies. A quasiclassical trajectory method was used to study the abstraction and exchange reaction dynamics. The reactive cross section was calculated as a function of the relative collision energy and the vibrational state of HBr. The following conclusions can be drawn from the results of the study: (i) vibrational excitation v=0 v=2 more than doubles the reaction cross section, (ii) the increase in the collision energy is most effectively channelled into the product translational energy.Dedicated to Professor J. Koutecký on the occasion of his 65th birthday 相似文献