摘要:

This paper is concerned with a class of stochastic boundary value problems and their stability questions. The system, we consider, is governed by a parabolic partial differential equation perturbed by generalized white noise on the boundary. Existence of weak solutions and their regularity properties are established. It is also shown that the solution of the autonomous system generates a Feller process in a Hilbert space, in case the spatial operator is time invariant. The questions of Lyapunov type stability of this class of systems are also examined. The system is shown to be almost surely globally asymptotically stable with respect to a ball centered at the origin. Further, it is shown that there exists a measure, supported on the attractor, which is invariant with respect to the adjoint Feller semigroup. An explicit expression for the generator of the semigroup is also given

ISSN:0736-2994    

DOI:10.1080/07362998408809043

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

We present an asymptotic analysis -in the “ white-noise limit”- of a linear parabolic partial differential equation, whose coefficients are perturbed by a wide-band noise. After having studied some ergodic properties of a class of diffusion processes, we prove the convergence in law towards the solution of an Ito stochastic P.D.E. We then establish an expansion in powers of Δ ( 1/Δ being a measure of the bandwith of the driving noise) of the first moment of the solution

ISSN:0736-2994    

DOI:10.1080/07362998408809044

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362998408809045

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

In this note we estimate the lower bound of the average number of real zeros of a random algebraic polynomials when the random coefficients are standard normal random variables

ISSN:0736-2994    

DOI:10.1080/07362998408809046

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

The concept of goal uncertainty in a generalized information system is modeled by treating utility functions as interval valued rather than real valued. Furthermore, since the system is dynamic, the intervals shrink as information accumulates. The lower (upper) endpoints of these intervals are shown to be sub(super) martingales. Decision rules are formulated to select the appropriate course of action for each cycle through the decision-information feedback loop which is the heart of this information system. Finally, the theory of multifunctions is used to obtain convergence theorems for the estimated expected utilities generated by this system

ISSN:0736-2994    

DOI:10.1080/07362998408809047

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

This paper deals with the costn–benefit analysis of a cold standby system composed of n identical repairable units, subject to slow switch. Two models of system functioning are studied in this paper. In model 1, the repair time of a unit is assumed to follow exponential distribution and the other time distributions as arbitrary, while in model 2, the repair time of a unit is assumed to be arbitrarily distributed and the other time distributions follow exponential law. For both the models, the system characteristics, namely

ISSN:0736-2994    

DOI:10.1080/07362998408809048

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362998408809042

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor