Enlargement of the Wiener filtration by an absolutely continuous random variable via Malliavin’s calculus

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     

A new family of proximity graphs: Class cover catch digraphs

Motivated by issues in machine learning and statistical pattern classification, we investigate a class cover problem (CCP) with an associated family of directed graphs—class cover catch digraphs (CCCDs). CCCDs are a special case of catch digraphs. Solving the underlying CCP is equivalent to finding a smallest cardinality dominating set for the associated CCCD, which in turn provides regularization for statistical pattern classification. Some relevant properties of CCCDs are studied and a characterization of a family of CCCDs is given.     

产品定级中挑选专家的数学模型

在工农业产品评定级别中，专家组的水平是至关重要的。文中给出一个挑选专家组成员的数学模型，可以检验专家对参评产品的决策水平，为评价所评结论的可信度提供参考依据。     

Group classification of unsteady boundary layer equations of a class of non-Newtonian fluids

Two dimensional unsteady boundary layer equations of a general model of non-Newtonian fluids were investigated in this study. In this model, the shear stress is taken as an arbitrary function of the velocity gradient. Group classification of the equations with respect to shear stress is done using two different approaches: (1) classical theory (2) equivalence transformations. Both approaches yield identical results. It is found that the principle Lie Algebra extends only for cases of Newtonian and Power-Law flows.     

Letter: Note on Invariants of the Weyl Tensor

Algebraically special gravitational fields are described using algebraic and differential invariants of the Weyl tensor. A type III invariant is also given and calculated for Robinson-Trautman spaces.     

Quantitative theory of living free‐radical polymerization. III. Calculation of copolymerization products' spinodal

The problem of finding conditions of the loss of thermodynamic stability by the reaction system was solved on the basis of the developed theory of living free‐radical copolymerization. The spinodal's calculations were carried out for a significant number of systems differing in the values of kinetic, stoichiometric, and thermodynamic parameters. Analysis of the results of such calculations revealed some regularities in the spinodal curves' behavior and permitted us to classify their possible topological types. © 2003 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 41: 892–902, 2003     

Some geometrical aspects of semidefinite linear complementarity problems

This article studies some geometrical aspects of the semidefinite linear complementarity problem (SDLCP), which can be viewed as a generalization of the well-known linear complementarity problem (LCP). SDLCP is a special case of a complementarity problem over a closed convex cone, where the cone considered is the closed convex cone of positive semidefinite matrices. It arises naturally in the unified formulation of a pair of primal-dual semidefinite programming problems. In this article, we introduce the notion of complementary cones in the semidefinite setting using the faces of the cone of positive semidefinite matrices and show that unlike complementary cones induced by an LCP, semidefinite complementary cones need not be closed. However, under R₀-property of the linear transformation, closedness of all the semidefinite complementary cones induced by L is ensured. We also introduce the notion of a principal subtransformation with respect to a face of the cone of positive semidefinite matrices and show that for a self-adjoint linear transformation, strict copositivity is equivalent to strict semimonotonicity of each principal subtransformation. Besides the above, various other solution properties of SDLCP will be interpreted and studied geometrically.     

Summing the derivative expansion of the effective action

The derivative expansion of the effective action is a perturbative development in derivatives of the fields. The expansion breaks down when some of the derivatives are too large. We show how to sum exactly the first and second derivatives and treat perturbatively derivatives higher than second.