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AbstractRealistic stochastic modeling is increasingly requiring the use of bounded noises. In this work, properties and relationships of commonly employed bounded stochastic processes are investigated within a solid mathematical ground. Four families are object of investigation: the Sine-Wiener (SW), the Doering–Cai–Lin (DCL), the Tsallis–Stariolo–Borland (TSB), and the Kessler–Sørensen (KS) families. We address mathematical questions on existence and uniqueness of the processes defined through Stochastic Differential Equations, which often conceal non-obvious behavior, and we explore the behavior of the solutions near the boundaries of the state space. The expression of the time-dependent probability density of the Sine-Wiener noise is provided in closed form, and a close connection with the Doering–Cai–Lin noise is shown. Further relationships among the different families are explored, pathwise and in distribution. Finally, we illustrate an analogy between the Kessler–Sørensen family and Bessel processes, which allows to relate the respective local times at the boundaries. 相似文献
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In this paper, the deformation of the Heisenberg algebra, consistent with both the generalized uncertainty principle and doubly special relativity, has been analyzed. It has been observed that, though this algebra can give rise to fractional derivative terms in the corresponding quantum mechanical Hamiltonian, a formal meaning can be given to them by using the theory of harmonic extensions of function. Depending on this argument, the expression of the propagator of the path integral corresponding to the deformed Heisenberg algebra, has been obtained. In particular, the consistent expression of the one dimensional free particle propagator has been evaluated explicitly. With this propagator in hand, it has been shown that, even in free particle case, normal generalized uncertainty principle and doubly special relativity show very much different result. 相似文献
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Summary This paper is concerned with the problem of developing numerical integration algorithms for differential equations that, when
viewed as equations in some Euclidean space, naturally evolve on some embedded submanifold. It is desired to construct algorithms
whose iterates also evolve on the same manifold. These algorithms can therefore be viewed as integrating ordinary differential
equations on manifolds. The basic method “decouples” the computation of flows on the submanifold from the numerical integration
process. It is shown that two classes of single-step and multistep algorithms can be posed and analyzed theoretically, using
the concept of “freezing” the coefficients of differential operators obtained from the defining vector field. Explicit third-order
algorithms are derived, with additional equations augmenting those of their classical counterparts, obtained from “obstructions”
defined by nonvanishing Lie brackets. 相似文献
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Algebra matrix and similarity classification of operators 总被引:1,自引:0,他引:1
ZHANG Zilong & LI Yucheng Department of Mathematics Hebei Normal University Shijiazhuang China 《中国科学A辑(英文版)》2006,49(3):398-409
In this paper, by the Gelfand representation theory and the Silov idempotents theorem, we first obtain a central decomposition theorem related to a unital semi-simple n-homogeneous Banach algebra, and then give a similarity classification of two strongly irreducible Cowen-Douglas operators using this theorem. 相似文献
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We give a coring version for the duality theorem for actions and coactions of a finitely generated projective Hopf algebra.
We also provide a coring analogue for a theorem of H.-J. Schneider, which generalizes and unifies the duality theorem for
finite Hopf algebras and its refinements.
This paper was written while the first author visited the Mathematics Departments of Syracuse University and California State
University Dominguez Hills. He would like to thank both departments for their hospitality. 相似文献
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蕴涵代数与BCK代数 总被引:6,自引:0,他引:6
系统研究 Fuzzy蕴涵代数与 BCK代数之间的关系 ,给出 MV代数与 BCK代数之间的联系 ,建立正则 FI代数和对合 BCK代数的对偶代数 相似文献
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设 $\varphi$ 是单位园盘 $D$ 到自身的解析映射, $X$ 是 $D$ 上解析函数的 Banach 空间, 对 $f\in X$, 定义复合算子$C_\varphi $ : $C_\varphi (f)=f\circ \varphi$. 我们利用从 ${\cal B}^0$到 $E(p,q)$ 和 $E_0(p,q)$ 空间的复合算子研究了空间 $E(p,q)$ 和 $E_0(p,q)$, 给出了一个新的特征. 相似文献