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1.
2.
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
3.
In this paper, we propose a sufficient and necessary condition for the boundedness of all the solutions for the equation with the critical situation that on g and p, where , is periodic and is bounded. 相似文献
4.
In this paper, we study the existence of the uniformly minimum risk equivariant (UMRE) estimators of parameters in a class
of normal linear models, which include the normal variance components model, the growth curve model, the extended growth curve
model, and the seemingly unrelated regression equations model, and so on. The necessary and sufficient conditions are given
for the existence of UMRE estimators of the estimable linear functions of regression coefficients, the covariance matrixV and (trV)α, where α > 0 is known, in the models under an affine group of transformations for quadratic losses and matrix losses, respectively.
Under the (extended) growth curve model and the seemingly unrelated regression equations model, the conclusions given in literature
for estimating regression coefficients can be derived by applying the general results in this paper, and the sufficient conditions
for non-existence of UMRE estimators ofV and tr(V) are expanded to be necessary and sufficient conditions. In addition, the necessary and sufficient conditions that there
exist UMRE estimators of parameters in the variance components model are obtained for the first time. 相似文献
5.
G. S. Asanov 《Foundations of Physics Letters》2002,15(2):199-207
Granted the post-Lorentzian relativistic kinematic transformations are described in the Finslerian framework, the uniformity between the actual light-velocity anisotropy change and the anisotropic deformation of measuring rods can be the reason proper for the null results of the Michelson-Morley-type experiments at the first-order level. 相似文献
6.
This paper undertakes a systematic treatment of the low regularity local wellposedness and ill-posedness theory in Hs andHs for semilinear wave equations with polynomial nonlinearity in u and (e)u. This ill-posed result concerns the focusing type equations with nonlinearity on u and (e)tu. 相似文献
7.
A group representation of radiation propagation in an anisotropic medium is developed. The system of wave equations for electromagnetic potentials, obtained from the Maxwell equations with account for the constitutive equations, has been factorized. It is shown that the linear differential operator of the factorized system is orthogonal in transparent crystals and unitary in gyrotropic ones and is represented through the momentum operator. On the basis of the commutation relations for the components of this operator, the eigenvalue problem has been solved and the expression for the change in the radiant energy in the crystal in the form of spherical waves has been obtained. The dependences of the ray and phase velocities and the polarization vectors of waves on the birefringence anisotropy and gyrotropy as well as on the angular momentum, displacement current, and bound charge determining them have been analyzed. It has been established that in the general case of gyrotropic crystals where the nonreciprocity phenomenon takes place and in magnetoelectrics Maxwell equations are represented in a form similar to the Dirac equations and the electromagnetic radiation is correctly described by means of bispinors and is quantized as fermions. 相似文献
8.
研究了具有非线性项|u|~αu的半线性波动方程的Cauclly问题,利用仿积分解及交换子估计等技术,证明了当α为一般的实数且满足一定的限制时,Cauchy问题自相似解的存在性。本文的结果回答了Planchon在其工作中所遗留的问题。 相似文献
9.
A.R.ELAMROUSS 《数学学报(英文版)》2005,21(1):129-142
This paper contains a generalization of the well-known Palais-Smale and Cerami compactness conditions. The compactness condition introduced is used to prove some general existence theorems for critical points. Some applications are given to differential equations. 相似文献
10.
W. Kockelmann M. Hofmann O. Moze S.J. Kennedy K.H.J. Buschow 《The European Physical Journal B - Condensed Matter and Complex Systems》2002,30(1):25-32
The element distributions and the magnetic ordering behaviour of compounds RNi10Si2 (R
=
Tb, Dy, Ho, Er, Tm) have been studied by neutron powder diffraction down to temperatures of 1.6 K. The compounds crystallize
in an ordered variant of the ThMn12 structure type in the tetragonal space group P4/nmm. An ordered 1:1 distribution of Ni and Si on sites 4d and 4e, respectively,
corresponds to a modulation vector [0, 0, 1] with respect to the space group I4/mmm of the ThMn12 structure. TbNi10Si2 orders antiferromagnetically below T
N
= 4.5 K with a magnetic propagation vector of [0, 0, 1/2]. The magnetic Tb moments, 8.97(2) /Tb atom at 1.6 K, are aligned along the c-axis. The Ni sites in TbNi10Si2 do not carry any ordered magnetic moments. The compounds with R
=
Dy, Ho, Er, and Tm are paramagnetic down to 1.6 K and 3.0 K, respectively.
Received 10 July 2002 / Received in final form 12 September 2002 Published online 29 October 2002 相似文献