摘要:

The existence of an open loop equilibrium for a general class of nonlinear stochastic inclusions is established . Applications to mathematical finance are given

ISSN:0736-2994    

DOI:10.1080/07362999908809643

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

The authors study M/G/l type queues with modulated bulk input, state dependent batch service, and (r,N)-hysteretic discipline of idle and busy periods. In one of the models, the system has customers, that arrive during start-up periods, join the first servicing batch not in excess of server capacity..The analysis of the models is based on semi-regenerative and first excess level techniques developed by the first author and it yielded explicit formulas for the stationary distribution of the queuing process and other characteristics

ISSN:0736-2994    

DOI:10.1080/07362999908809644

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

We extend and generalize some recent results on complete convergence (cf. Hu, Moricz, and Taylor [14], Gut [11], Wang, Bhaskara Rao, and Yang [26], Kuczmaszewska and Szynal [17], and Sung [23]) for arrays of rowwise independent Banach space valued random elements. In the main result, no assumptions are made concerning the existence of expected values or absolute moments of the random elements and no assumptions are made concerning the geometry of the underlying Banach space. Some well-known results from the literature are obtained easily as corollaries. The corresponding convergence rates are also established

ISSN:0736-2994    

DOI:10.1080/07362999908809645

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

We consider the asymptotic behaviors of certain Markov processes which are generated by successive iterations of independent and identically distributed random maps. For the cases that after some number of iterations, iterated maps are Lipschitzian or satisfy the average contraction condition, we find sufficient conditions under which there exists a unique invariant probability. A functional central limit theorem and a strong law of large numbers are proved for Lipschitzian functions

ISSN:0736-2994    

DOI:10.1080/07362999908809646

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

We study global and local stabilities of the stationary zero solution to certain infinite-dimensional stochastic differential equations. The stabilities are in terms of fractional powers of the linear part of the drift. The abstract results are applied to semilinear stochastic partial differential equations with non-Lipschitzian drift terms and, in particular, to some specific models of population dynamics. We also expose the stabilizing effect of noise on the otherwise unstable zero solution

ISSN:0736-2994    

DOI:10.1080/07362999908809647

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

The asymptotic behavior of the explicit solution to the Beneš filtering problem is studied. It is shown that there is a universal, data-dependent change of location that renders any Beneš filter asymptotic to a fixed normal distribution. Asymptotic stability of Beneš filters follows as a result; that is, the variational distance between any two, differently initialized solutions of the Kushner-Stratonovich equation converges to zero in the infinite time limit. It is also shown the relative entropy between differently initialized solutions converges to zero. More careful relative entropy bounds are used to derive exponential convergence of the variational distance between filters

ISSN:0736-2994    

DOI:10.1080/07362999908809648

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

In the theory of stochastic differential equations we can distinguish between two kinds of attractors. The first one is the attractor (measure attractor) with respect to the Markov semigroup generated by a stochastic differential equation. The second meaning of attractors (random attractors) is to be understood with respect to each trajectory of the random equation. The aim of this paper is to bring together the two meanings of attractors. In particular, we show the existence of measure attractors if random attractors exist. We can also show the uniqueness of the stationary distributions of the stochastic Navier-Stokes equation if the viscosity is large

ISSN:0736-2994    

DOI:10.1080/07362999908809649

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362999908809642

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor