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61.
62.
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
63.
64.
精细功能陶瓷的若干发展趋势 总被引:5,自引:1,他引:4
概括了分析自90年代初以来精细功能陶瓷的发展趋势,提出了一些相关的研究领域。 相似文献
65.
66.
Addition of functionalized zinc-copper reagents to the title complexes proceeds in a highly diastereoselective fashion to afford dienol complexes. The relative configurations of adducts 3d were determined by single X-ray diffraction analysis. 相似文献
67.
68.
The characterization of the clusters formed on alkaline hydrolysis of [PdCl4]2– was performed using17O,23Na,35Cl,133Cs NMR and UV spectroscopy. The chemical composition of the clusters was found to be [Pd(OH)2]
n
·nNaCl. No mononuclear oxo- or hydroxocomplexes were detected. The spatial structure of the clusters is stabilized by alkali metal cations.Translated fromIzvestiya Akademii Nauk. Seriya Khimicheskaya, No. 4, pp. 675–679, April, 1993. 相似文献
69.
本文报导了最近研制成功的用于提高国产氩离子激光器相干长度的相干扩展器。利用这种基于F-P理论的相干扩展器可以使国产氩离子激光器的相干长度由不足5cm一下提高到m的量级,功率损耗在25%~40%之间,有着很好的应用前景。 相似文献
70.
The theory of tree-growing (RECPAM approach) is developed for outcome variables which are distributed as the canonical exponential family. The general RECPAM approach (consisting of three steps: recursive partition, pruning and amalgamation), is reviewed. This is seen as constructing a partition with maximal information content about a parameter to be predicted, followed by simplification by the elimination of ‘negligible’ information. The measure of information is defined for an exponential family outcome as a deviance difference, and appropriate modifications of pruning and amalgamation rules are discussed. It is further shown how the proposed approach makes it possible to develop tree-growing for situations usually treated by generalized linear models (GLIM). In particular, Poisson and logistic regression can be tree-structured. Moreover, censored survival data can be treated, as in GLIM, by observing a formal equivalence of the likelihood under random censoring and an appropriate Poisson model. Three examples are given of application to Poisson, binary and censored survival data. 相似文献