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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
4.
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
5.
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
6.
Kunyu Guo 《Journal of Functional Analysis》2004,213(2):380-411
This paper mainly concerns defect operators and defect functions of Hardy submodules, Bergman submodules over the unit ball, and Hardy submodules over the polydisk. The defect operator (function) carries key information about operator theory (function theory) and structure of analytic submodules. The problem when a submodule has finite defect is attacked for both Hardy submodules and Bergman submodules. Our interest will be in submodules generated by polynomials. The reason for choosing such submodules is to understand the interaction of operator theory, function theory and algebraic geometry. 相似文献
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Abstract. We propose a general approach to deal with nonlinear, nonconvex variational problems based on a reformulation of the problem
resulting in an optimization problem with linear cost functional and convex constraints. As a first step we explicitly explore
these ideas to some one-dimensional variational problems and obtain specific conclusions of an analytical and numerical nature. 相似文献
9.
In this paper we relate the operators in the operator representations of a generalized Nevanlinna function N(z) and of the function −N(z)−1 under the assumption that z=∞ is the only (generalized) pole of nonpositive type. The results are applied to the Q-function for S and H and the Q-function for S and H∞, where H is a self-adjoint operator in a Pontryagin space with a cyclic element w, H∞ is the self-adjoint relation obtained from H and w via a rank one perturbation at infinite coupling, and S is the symmetric operator given by S=H∩H∞. 相似文献
10.
András Vasy 《Journal of Functional Analysis》2004,209(2):468-492
We show the exponential decay of eigenfunctions of second-order geometric many-body type Hamiltonians at non-threshold energies. Moreover, in the case of first-order and small second-order perturbations we show that there are no eigenfunctions with positive energy. 相似文献