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1.
Peter Imkeller 《Probability Theory and Related Fields》1996,106(1):105-135
Summary. The analytic treatment of problems related to the asymptotic behaviour of random dynamical systems generated by stochastic
differential equations suffers from the presence of non-adapted random invariant measures. Semimartingale theory becomes accessible
if the underlying Wiener filtration is enlarged by the information carried by the orthogonal projectors on the Oseledets spaces
of the (linearized) system.
We study the corresponding problem of preservation of the semimartingale property and the validity of a priori inequalities
between the norms of stochastic integrals in the enlarged filtration and norms of their quadratic variations in case the random
element F enlarging the filtration is real valued and possesses an absolutely continuous law. Applying the tools of Malliavin’s calculus,
we give smoothness conditions on F under which the semimartingale property is preserved and a priori martingale inequalities are valid.
Received: 12 April 1995 / In revised form: 7 March 1996 相似文献
2.
Michel Hébert 《Archive for Mathematical Logic》1991,31(2):133-143
Summary We give a syntactic characterization of (finitary) theories whose categories of models are closed under the formation of connected limits (respectively the formation of pullbacks and substructures) in the category of all structures. They are also those theories whose consistent extensions by new atomic facts admit in each component an initial structure (respectively an initial term structure), and also thoseT for whichM(T) is locally finitely multi-presentable in a canonical way. We also show that these two properties of theories are nonuniform. 相似文献
3.
The results of laser induced deposition of copper on polyimide substrate from copper electrolyte solution are reported. Unlike most work reported in the literatures where CW Ar+ lasers were used, a second harmonic (532 nm wavelength) Q-switch Nd:YAG laser was used for our experiments. The deposition process was conducted by laser-catalyzing of the polyimide surface and subsequent photothermal-accelerated reduction of copper-complex ions in an alkaline reducing environment. The characteristics of the deposited copper line were investigated in terms of laser beam scanning speed, and the number of scans. The surface morphology and chemical composition of the deposited copper were analyzed using field emission scanning electron microscope (FESEM) and energy dispersive spectrometer (EDX). The optimum processing conditions have been identified. The copper deposit was found to adhere well to the substrate. 相似文献
4.
Victor Bondarenko 《Bulletin des Sciences Mathématiques》2003,127(3):191-206
In present paper the parabolic equation solution is built. The construction is reduced to iterative procedure. And convergence of the latter is proven. 相似文献
5.
A. Sánchez-Lavega A. Salazar A. Ocariz L. Pottier E. Gomez L.M. Villar E. Macho 《Applied Physics A: Materials Science & Processing》1997,65(1):15-22
Received: 16 September 1996/Accepted: 6 January 1997 相似文献
6.
Summary In this paper, we develop a framework suitable for performing a multiresolution analysis using univariate spline spaces of arbitrary degree and with non-uniform knot-sequences. To this end, we show, among other things, the existence of compactly supported prewavelets and of prewavelets that are globally supported, but decay exponentially. In each case we obtain a decomposition of a fine spline space as a sum of a coarse spline space plus a spline space spanned by prewavelets. 相似文献
7.
Summary We prove convergence and error estimates in Sobolev spaces for the collocation method with tensor product splines for strongly elliptic pseudodifferential equations on the torus. Examples of applications include elliptic partial differential equations with periodic boundary conditions but also the classical boundary integral operators of potential theory on torus-shaped domains in three or more dimensions. For odd-degree splines, we prove convergence of nodal collocation for any strongly elliptic operator. For even-degree splines and midpoint collocation, we find an additional condition for the convergence which is satisfied for the classical boundary integral operators. Our analysis is a generalization to higher dimensions of the corresponding analysis of Arnold and Wendland [4]. 相似文献
8.
Let Λ be a smooth Lagrangian submanifold of a complex symplectic manifold X. We construct twisted simple holonomic modules along Λ in the stack of deformation-quantization modules on X. 相似文献
9.
We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, a regular explicit Euler scheme–with constant or decreasing step–may explode and implicit Euler schemes are CPU-time expensive. The algorithm we introduce is explicit and we prove that any weak limit of the weighted empirical measures of this scheme is a stationary distribution of the stochastic differential equation. Several examples are presented including gradient dissipative systems and Hamiltonian dissipative systems. 相似文献
10.
In this paper, we present a numerical scheme for solving the coupled system of compressible miscible displacement problem in porous media. The flow equation is solved by the mixed finite element method, and the transport equation is approximated by a discontinuous Galerkin method. The scheme is continuous in time and a priori hp error estimates is presented. 相似文献