ISSN:0736-2994    

DOI:10.1080/07362999708809469

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

We continue our study, Basak and Kannan [3], of Hasminskii's almost sure stability in large of one-dimensional nonsingular diffusions, extending it now to the volurne nullification property of a ddimensional Levy flow (singular or nonsingular). The proof in [3] is extended to account for the jump nature of a Levy process. We first show the stability in distribution. Some moment estimates of the Jacobian matrix of The Levy flow are the technical results established next. These are used to prove the volume- and covolume-nullification properties of the Levy flow. We recover the main stability results in [1], [2], and [3] as special cases

ISSN:0736-2994    

DOI:10.1080/07362999708809470

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

We introduce a general class of shape-preserving wavelet approximating operators (approximators) which transform cumulative distribution functions and densities into functions of the same type. Our operators can be considered as a generalization of the operators introduced by Anastassiou and Yu [1]. Further, we extend the consideration by studying the approximation properties for the whole variety ofLp:-norms, 0<p≤∞. In [1] the casep=∞ is discussed. Using the properties of integral moduli of smoothness, we obtain various approximation rates under no (or minimal) additional assumptions on the functions to be approximated. These assumptions are in terms of the function or its Riesz potential belonging to certain homogeneous Besov, Triebel-Lizorkin, Sobolev spaces, the paceBVpof functions with bounded Wiener-Youngp-variation, etc

ISSN:0736-2994    

DOI:10.1080/07362999708809471

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

The existence of martingale selectors for a multivalued supermartingale with continuous parameter is proved.We also prove the weak regularity of multivalued supermartingales.Using the regularity of Banach-valued martingales,we show a multivalued supermartingale has a cadlag modification under Kuratowski convergence

ISSN:0736-2994    

DOI:10.1080/07362999708809472

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

The problem in which given functionals must satisfy some system of inequalities is considered. As usually one has to build the control strategy which gives the extremum of the criterion. In the present paper necessary and sufficient conditions of optimality are obtained, the algorithm for constructing of optimal strategy is suggested, exactly solvable examples are considered

ISSN:0736-2994    

DOI:10.1080/07362999708809473

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

Letbe an array of rowwise independent B-valued random variables. Letbe an array of real numbers satisfyingandfor somep≥1. It is shown that ifin probability and {Xni} is uniformly bounded by a random variable X satisfyingthenconverges completely to zero. In addition, it is shown that ifin probability and

ISSN:0736-2994    

DOI:10.1080/07362999708809474

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362999708809468

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor