摘要:

Sufficient conditions to get exponential stability for the sample paths (with probability one) of a non–linear monotone stochastic Partial Differential Equation are proved. In fact, we improve a stability criterion established in Chow [3] since, under the same hypotheses, we get pathwise exponential stability instead of stability of sample paths

ISSN:0736-2994    

DOI:10.1080/07362999408809370

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

The purpose of this note, is to derive sufficient conditions for the existence of stabilizing feedback laws for control stochastic bilinear systems and to apply these results to the stabilization of a class of nonlinear stochastic differential systems. The method used in this paper rely on the stochastic Lyapunov machinery

ISSN:0736-2994    

DOI:10.1080/07362999408809371

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

The joint complementary distribution function is used to obtain the covariance function of the backward and forward recurrence times in an ordinary renewal process for both the time dependent and the steady state cases. Hence, a closed form expression for the steady state correlation of the backward and forward recurrence times is obtained and special cases are investigated

ISSN:0736-2994    

DOI:10.1080/07362999408809372

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

In this article we construct the stochastic strong product integralw.r.t. the exponentialvalued Brownian motion and show that this product integral solves the stochastic evolution equationis an evolution operator

ISSN:0736-2994    

DOI:10.1080/07362999408809373

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

The multiple hypotheses testing problem is studied when the family of underlying probability distributions involves a nuisance parameter. A necessary and sufficient condition for the existence of an adaptive decision procedure is obtained when the nuisance parameter takes values in a compact topological space and observations (possibly in continuous time) have log-likelihood ratios obeying the large deviatons principle. By definition, an adaptive procedure is asymptotically fully efficient for each value of the nuisance parameter and does not depend on it. The mentioned adaptation condition is illustrated by Gaussian and Markov processes

ISSN:0736-2994    

DOI:10.1080/07362999408809374

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

The class of harmonizable processes and fields are a natural extension of the class of stationary processes and fields. Random fields admit an additional property called isotropy. The classical spectral and covariance representations for stationary isotropic random fields are extended to the harmonizable isotropic case. A classification of these fields is obtained based upon the smoothness properties of their covariances. In contrast to the stationary case, it is also shown that there exist non-trivial harmonizable isotropic fields which satisfy the Laplace operator in theL2-sense

ISSN:0736-2994    

DOI:10.1080/07362999408809375

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

In this paper the pathwise stabilizability of a linear infinite dimensional stochastic differential equation through anticipative controls is studied under some commutativity assumptions. The generalization of the deterministic Hautus condition is given and it is applied to a concrete parabolic SPDE

ISSN:0736-2994    

DOI:10.1080/07362999408809376

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

A class of stochastic systems of particles with variable weights is studied.The corresponding empirical measures are shown to converge to the solution of the spatially homogeneous Boltzmann equation. In a certain sense, this class

ISSN:0736-2994    

DOI:10.1080/07362999408809377

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362999408809369

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor