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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.
3.
The interferometric intensity patterns from a 2D shearing interferometer are shown and discussed. The intensity patterns can be obtained in two different approaches incorporating differential and extended wavefront controlled displacements. The reliable directional sensitivity of this interferometer allows the optimization of the measurement parameters to estimate the wavefront of the intensity patterns by regularization techniques. 相似文献
4.
We build a metric space which is homeomorphic to a Cantor set but cannot be realized as the attractor of an iterated function system. We give also an example of a Cantor set K in R3 such that every homeomorphism f of R3 which preserves K coincides with the identity on K. 相似文献
5.
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
6.
Summary In this paper a Gauss-Jordan algorithm with column interchanges is presented and analysed. We show that, in contrast with Gaussian elimination, the Gauss-Jordan algorithm has essentially differing properties when using column interchanges instead of row interchanges for improving the numerical stability. For solutions obtained by Gauss-Jordan with column interchanges, a more satisfactory bound for the residual norm can be given. The analysis gives theoretical evidence that the algorithm yields numerical solutions as good as those obtained by Gaussian elimination and that, in most practical situations, the residuals are equally small. This is confirmed by numerical experiments. Moreover, timing experiments on a Cyber 205 vector computer show that the algorithm presented has good vectorisation properties. 相似文献
7.
Using Brown's construction (J. Algebra 15 (1970) 103) of an exact 6-term sequence for a fibration of groupoids we show how an exact 9-term sequence can be associated to a fibration of bigroupoids. Applications to topology and algebra are given. 相似文献
8.
本文首先将文[1]中的BLD映射推广为弱(L1,L2)-BLD映射,并证明了如下正则性结果:存在两个可积指数 P1=P1(n,L1,L2)<n<q1=q1(n,L1,L2),使得对任意弱(L1,L2)-BLD映射f∈(Ω,Rn),都有f∈(Ω,Rn),即f为(L1,L2)-BLD映射. 相似文献
9.
Sauer, Shelah, Vapnik and Chervonenkis proved that if a set system on n vertices contains many sets, then the set system has full trace on a large set. Although the restriction on the size of the
groundset cannot be lifted, Frankl and Pach found a trace structure that is guaranteed to occur in uniform set systems even
if we do not bound the size of the groundset. In this note we shall give three sequences of structures such that every set
system consisting of sufficiently many sets contains at least one of these structures with many sets. 相似文献
10.
基于BDF的无约束优化方法的收敛性分析 总被引:3,自引:0,他引:3
1.介 绍 在上个世纪的七十年代末、八十年代初,基于常微分方程的优化方法或者说同伦方法是一类与拟牛顿法和共轭梯度法等我们所熟知的优化方法相竞争的重要方法[1-6,8,13,14,16].由于这类方法只是简单地利用现成的数值求解常微分方程的软件包,如CVODE[7]、LSODE[12],对同伦方程(一般是一个常微分方程的初值问题)进行计算,除了一些特殊的病态问题 相似文献