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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
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V. L. Topunov 《Acta Appl Math》1989,16(2):191-206
In this paper, an application of the Riquer-Thomas-Janet theory is described for the problem of transforming a system of partial differential equations into a passive form, i.e., to a special form which contains explicitly both the equations of the initial system and all their nontrivial differential consequences. This special representation of a system markedly facilitates the subsequent integration of the corresponding differential equations. In this paper, the modern approach to the indicated problem is presented. This is the approach adopted in the Knuth-Bendix procedure [13] for critical-pair/completion and then Buchberger's algorithm for completion of polynomial ideal bases [13] (or, alternatively, for the construction of Groebner bases for ideals in a differential operator ring [14]). The algorithm of reduction to the passive form for linear system of partial differential equations and its implementation in the algorithmic language REFAL, as well as the capabilities of the corresponding program, are outlined. Examples illustrating the power and efficiency of the system are presented. 相似文献
6.
M. Brokate D. Rachinskii 《NoDEA : Nonlinear Differential Equations and Applications》2006,13(4):385-411
The paper is concerned with the study of plasticity models described by differential equations with stop and play operators.
We suggest sufficient conditions for the global stability of a unique periodic solution for the scalar models and for the
vector models with biaxial inputs of a particular form, namely the sum of a uniaxial function and a constant term. For another
class of simple biaxial inputs, we present an example of the existence of unstable periodic solutions.
The paper was written during the research stay of D. Rachinskii at the Technical University Munich supported by the research
fellowship from the Alexander von Humboldt Foundation. His work was partially supported by the Russian Science Support Foundation, Russian Foundation for Basic Research (Grant No. 01-01-00146, 03-01-00258), and the Grants of the President of Russia (Grant No. MD-87.2003.01, NS-1532.2003.1). The support is gratefully acknowledged. 相似文献
7.
Balázs Szendröi 《Mathematische Zeitschrift》2002,240(2):233-241
This note shows that a certain toric quotient of the quintic Calabi-Yau threefold in provides a counterexample to a recent conjecture of Cox and Katz concerning nef cones of toric hypersurfaces.
Received: 8 February 2001; in final form: 17 September 2001 / Published online: 1 February 2002 相似文献
8.
A. M. Vinogradov 《Acta Appl Math》1989,15(1-2):3-21
The main notions and results which are necessary for finding higher symmetries and conservation laws for general systems of partial differential equations are given. These constitute the starting point for the subsequent papers of this volume. Some problems are also discussed. 相似文献
9.
Saida Sultanic 《Integral Equations and Operator Theory》2006,55(4):573-595
The central question of this paper is the one of finding the right analogue of the Commutant Lifting Theorem for the Bergman
space La2. We also analyze the analogous problem for weighted Bergman spaces La,α2, − 1 < α < ∞. 相似文献
10.
Khaled Al-Takhman 《Journal of Pure and Applied Algebra》2002,173(3):245-271
In this article we defined and studied quasi-finite comodules, the cohom functors for coalgebras over rings. Linear functors between categories of comodules are also investigated and it is proved that good enough linear functors are nothing but a cotensor functor. Our main result of this work characterizes equivalences between comodule categories generalizing the Morita-Takeuchi theory to coalgebras over rings. Morita-Takeuchi contexts in our setting is defined and investigated, a correspondence between strict Morita-Takeuchi contexts and equivalences of comodule categories over the involved coalgebras is obtained. Finally, we proved that for coalgebras over QF-rings Takeuchi's representation of the cohom functor is also valid. 相似文献