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1. |
Cone-valued lyapunov functions and the stability of stochastic differential equations |
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Stochastic Analysis and Applications,
Volume 14,
Issue 1,
1996,
Page 1-21
Edet P. Akpan,
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摘要:
Stochastic differential equations of Itô-type are considered and the theory of stochastic differential inequalities is systematically developed. Sufficient conditions for stability in probability, with probability one and in the mean of the Itô-type stochastic differential equations are given, using the method of cone-valued Lyapunov functions. Necessary and sufficient conditions for the construction of stochastic cone-valued Lyapunov functions are obtained for the cases where the Itô-type stochastic differential equations have uniform asymptotic stability in probability and uniform asymptotic stability in the mean. The results obtained are applied to the study of connective stability of multispecies community in a stochastic environment
ISSN:0736-2994
DOI:10.1080/07362999608809422
出版商:Marcel Dekker, Inc.
年代:1996
数据来源: Taylor
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2. |
On large deviations properties of sequential allocation problems |
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Stochastic Analysis and Applications,
Volume 14,
Issue 1,
1996,
Page 23-31
Apostolos N. Burnetas,
Michael N. Katehakis,
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摘要:
Letbersequences of i.i.d. random variables andthe sample mean of ann-size sample, given an adaptive allocation rule. We show that ifis finite in a neighborhood of θ= 0, then, for all adaptive rules π,, for all closed setsfor all open setswhere I(x) and J(x) are rate functions independent of π
ISSN:0736-2994
DOI:10.1080/07362999608809423
出版商:Marcel Dekker, Inc.
年代:1996
数据来源: Taylor
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3. |
A diffusion-approximation theorem in navier-stokes equation |
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Stochastic Analysis and Applications,
Volume 14,
Issue 1,
1996,
Page 33-46
J.F. Clouet,
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摘要:
A convergence in distribution theorem is proved for the solution of the stochastic Navier-Stokes equation with multiplicative noise in dimension 2 or 3 when the noise is a mixing process. This result generalizes previous diffusionapproximation theorems to a non-linear case
ISSN:0736-2994
DOI:10.1080/07362999608809424
出版商:Marcel Dekker, Inc.
年代:1996
数据来源: Taylor
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4. |
On infinite-dimensional variational problems |
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Stochastic Analysis and Applications,
Volume 14,
Issue 1,
1996,
Page 47-71
Yu.L Dalecky,
V.R. Steblovskaya,
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摘要:
We consider an extremal problem for the functionalwhere X is a Banach spase, μ is a smooth measure onX, Ais a.map from a functional spaceB1(X) to a functional spaceB2(X), and extend the main results of classical calculus of variations to the case under consideration. The infinite-dimensional analogs of the Euler-Lagrange equation, the Noether theorem, the canonical Hamilton system are obtained. The illustrations of these results for(wherez(x) is a vector field) are given. The example related to the stochastic optimal control theory is considered
ISSN:0736-2994
DOI:10.1080/07362999608809425
出版商:Marcel Dekker, Inc.
年代:1996
数据来源: Taylor
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5. |
The move-to-root rule for self-organizing trees with Markov dependent requests* |
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Stochastic Analysis and Applications,
Volume 14,
Issue 1,
1996,
Page 73-87
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摘要:
The move-to-root (MTR) heuristic is a self-organizing rule which attempts to keep a binary search tree in near-optimal form. It is a tree analogue of the well-studied move-to-front (MTF) scheme. We study a Markov move-to-root (MMTR) model, where the sequence of record requests is a Markov chain, and analyze several characteristics of the tree chain, including the stationary distribution, eigenvalues, and stationary expected search cost
ISSN:0736-2994
DOI:10.1080/07362999608809426
出版商:Marcel Dekker, Inc.
年代:1996
数据来源: Taylor
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6. |
Sharp crossings of a non-stationary stochastic process and its application to random polynomials |
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Stochastic Analysis and Applications,
Volume 14,
Issue 1,
1996,
Page 89-100
K. Farahmand,
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摘要:
In this paper we provide the expected number of zero up-crossings with slope greater thanudown-crossing with slope less than —uof a Gaussian process ξ(t) Whereuis any positive constant. Promoted by graphical interpretation, we define hese crossings asu—sharp. Then the expected number of such crossings of a random lgebraic polynomial of the formwith normally distributed coefficients follows from this result. It is Shown that for any boundeduthe expected number ofu-sharp crossings is asymptotically equal to 0-sharp crossings while foru→ ∞ asn→ ∞ such that (u2/3/n)→0 the expected number in he interval (-1,1) asymptotically remains as (1/π) lognand, outside this interval, asymtotically reduces to
ISSN:0736-2994
DOI:10.1080/07362999608809427
出版商:Marcel Dekker, Inc.
年代:1996
数据来源: Taylor
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7. |
Numerical solution of some optimal control problems |
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Stochastic Analysis and Applications,
Volume 14,
Issue 1,
1996,
Page 101-130
V.B. Kolmanovskii,
L.E. Shaikhet,
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摘要:
Numerical solutions of the stochastic time optimal control problem and the problems with probability criterium for mathematical pendulum and rigid body are obtained
ISSN:0736-2994
DOI:10.1080/07362999608809428
出版商:Marcel Dekker, Inc.
年代:1996
数据来源: Taylor
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8. |
Editorial Board |
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Stochastic Analysis and Applications,
Volume 14,
Issue 1,
1996,
Page -
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ISSN:0736-2994
DOI:10.1080/07362999608809421
出版商:Marcel Dekker, Inc.
年代:1996
数据来源: Taylor
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