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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
7.
We discuss an error estimation procedure for the global error of collocation schemes applied to solve singular boundary value problems with a singularity of the first kind. This a posteriori estimate of the global error was proposed by Stetter in 1978 and is based on the idea of Defect Correction, originally due to Zadunaisky. Here, we present a new, carefully designed modification of this error estimate which not only results in less computational work but also appears to perform satisfactorily for singular problems. We give a full analytical justification for the asymptotical correctness of the error estimate when it is applied to a general nonlinear regular problem. For the singular case, we are presently only able to provide computational evidence for the full convergence order, the related analysis is still work in progress. This global estimate is the basis for a grid selection routine in which the grid is modified with the aim to equidistribute the global error. This procedure yields meshes suitable for an efficient numerical solution. Most importantly, we observe that the grid is refined in a way reflecting only the behavior of the solution and remains unaffected by the unsmooth direction field close to the singular point. 相似文献
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V. Palyok I.A. Szabó D.L. Beke A. Kikineshi 《Applied Physics A: Materials Science & Processing》2002,74(5):683-687
Surface relief formation at holographic recording on amorphous selenium films was demonstrated and investigated. The presence
of this optical phase modulation component is essential for ensuring significant, stable and erasable optical recording in
a-Se films at 290–320 K temperatures, where conventional photodarkening was known as insignificant and unstable. Photocrystallization
can only be observed in super-exposed a-Se films at the given experimental conditions of hologram recording. Erasing behavior
of surface relief gratings under heat treatment was also investigated in order to reveal further details of the mechanism.
Photoinduced structural transformations within the amorphous phase, connected to local ordering under the condition of light-induced
fluidity, are proposed as an explanation for the relief formation and erasing. The observed reversible optical recording process
may be useful for the various optoelectronic applications of photoconductive a-Se layers.
Received: 12 June 2000 / Accepted: 6 June 2001 / Published online: 30 August 2001 相似文献
10.
Albo Carlos Cavalheiro 《Applications of Mathematics》2006,51(6):619-628
In the paper we study the equation L
u
= f, where L is a degenerate elliptic operator, with Neumann boundary condition in a bounded open set μ. We prove existence and uniqueness
of solutions in the space H(μ) for the Neumann problem. 相似文献