摘要:

It is shown that, if a and b are strictly positive, then the SDEhas nomeasurable solution

ISSN:0090-9491    

DOI:10.1080/17442508808833528

出版商:Gordon and Breach Science Publishers, Inc    

年代:1988

数据来源: Taylor

摘要:

Large deviations for the empirical field of Curie-Weiss models are studied. In contrast to the situation for Gibbs random fields the rate function is strictly concave and does not coincide with the specific information gain. Multi-spin models are also discussed

ISSN:0090-9491    

DOI:10.1080/17442508808833529

出版商:Gordon and Breach Science Publishers, Inc    

年代:1988

数据来源: Taylor

摘要:

This paper surveys recent work on dynamic stochastic programming problems and their applications. New results are included on the measurability and interpretation-in terms of the expected value of perfect information (EVPI)-of the dual multiplier processes corresponding to these problems. A final section reports preliminary computational experiments with algorithms for 2-stage problems

ISSN:0090-9491    

DOI:10.1080/17442508808833530

出版商:Gordon and Breach Science Publishers, Inc    

年代:1988

数据来源: Taylor

摘要:

In all previous work on Lyapunov exponents for stochastic systems, the results take the form of asymptotic power series expansions in the noise parameter. In this paper we consider a natural class of systems driven by white noise for which the asymptotic expansions containfractional powersof the noise parameter. In particular we obtain anexact formulafor certain cases. The systems studied include the free particle with multiplicative white noise and mechanical systems with one degree of freedom. The results are stated and proved for small noise and large noise

ISSN:0090-9491    

DOI:10.1080/17442508808833531

出版商:Gordon and Breach Science Publishers, Inc    

年代:1988

数据来源: Taylor

ISSN:0090-9491    

DOI:10.1080/17442508808833527

出版商:Gordon and Breach Science Publishers    

年代:1988

数据来源: Taylor