摘要:

LetXt(x) be a singular Process describing a flow of diffeomorphisms,andkbe a compact surface inwith positive finite Hausdorff measure. We present conditions under which the area ofXt:X(k)goes to zero almost surely and in moments ast→∞. It is shown, in particular, that the flowXtX(·) asymptotically nullifies the arc-length of oriented rectifiable arcs. As a consequence, we recover one of our earlier results on the asymptotic flatness of singular diffusions. Though we work with degenerate diffusions, our method applies to the nondegenerate case as well

ISSN:0736-2994    

DOI:10.1080/07362999608809430

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

摘要:

Let x be normally distributedNp(μ∑) where ∑is positive definite and define the quadratic formand productof quadratic forms. We present explicite simple expressions for the raw moments and cumulants, of arbitrary order, of a quadratic formQ(x) in normal variates onRpand of the expectation of a productQkof an arbitrary number of quadratic forms in normally distributed variables

ISSN:0736-2994    

DOI:10.1080/07362999608809431

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

摘要:

In this paper we shall discuss stochastic effects to the stability property of a neural networkSuppose the stochastically perturbed neural network is described by an Itô equation [ILM002]The Geral theory on the almost sure exponential stability and instability of the stochastically perturbed neural network is first established. The theory is then applied to investigate the stochastic stabilization and destabilization of the neural network. Several interesting examples are also given for illustration

ISSN:0736-2994    

DOI:10.1080/07362999608809432

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

摘要:

In this short note, we present a correction to the proof of the main result

ISSN:0736-2994    

DOI:10.1080/07362999608809433

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

摘要:

In this paper, we extend the method of quasilinearization to stochastic initial value problems

ISSN:0736-2994    

DOI:10.1080/07362996608809434

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

摘要:

First, we study the regularity of the heat semigroup generated by the OperatorH=L+VwhereVis a potential bounded from above, andLis the generator of the Ornstein-Uhlenbeck process ξwhich is the solution of the equation [ILM0001}whereB(t)is a cylindrical Brownian motion on a Hilbert spaceHA-2is an unbounded operator. In the final section, we study the regularity of the transition semigroup associated with the stochastic evolution equationwhereWis a vector field onH.

ISSN:0736-2994    

DOI:10.1080/07362996608809435

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

摘要:

Moments of central and noncentral Wishart distributions are obtained by differentiating their characteristic functions applying matrix derivative techniques, using a special operator which takes into account the symmetry of the matrices. As a special case, higher moments of the multivariate normal distribution are obtained, arranged automatically in a square matrix form

ISSN:0736-2994    

DOI:10.1080/07362999608809436

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

摘要:

Local or global solutions to first order stochastic functional partial differential equations of Ito type are investigated. The proofs are based on the characteristics and the successive approximations methods.The formulation includes retarded arguments and hereditary Volterra terms

ISSN:0736-2994    

DOI:10.1080/07362996608809437

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362999608809429

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor