摘要:

We prove existence of martingale solutions for the Euler equations in the 2-Dimensional space. The result is obtained by a compactness method

ISSN:0736-2994    

DOI:10.1080/07362999908809631

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

This paper deals with decomposition techniques for nonlinear large ndash scale stochastic systems which have the feature that the interactions between the various subsystems are nonadditive. We consider the system differential equations into a hierarchical form (see Vidyasagar §). We prove that the overall system is exponentially stable (respectively stabilizable) in mean square if and only if each of the subsystems is exponentially stable (respectively stabilizable) in mean square. Several examples are presented to illustrate the various theorems

ISSN:0736-2994    

DOI:10.1080/07362999908809632

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

A semiiinear stochastic partial differential equation with variable delays is considered. Sufficient conditions for the exponential stability in the p-th mean of mild solutions are obtained. Also, pathwise exponential stability is proved. Since the technique ofLyapunov functions is not suitable for delayed equations, the results have been proved by using the properties of the stochastic convolution. As the sufficient conditions obtained are also valid for the case without delays, one can ensure exponential stability of mild solution in some cases where the sufficient conditions in Ichikawa [11] do not give any answer. The results are illustrated with some examples

ISSN:0736-2994    

DOI:10.1080/07362999908809633

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

Parallelization of stochastic approximation procedures can reduce computation and total observation time of a system. Concerning the number of all observations used by the pure sequential and the suggested parallel method a weak invariance principle implies the asymptotic equivalence of both methods. A loglog invariance principle and a rate of a.s. convergence result describe the pathwise properties. Due to the parallel design asymptotic confidence regions can readily be constructed either by computing the bootstrap distribution or the Gaussian limit distribution determined by the empirical covariance

ISSN:0736-2994    

DOI:10.1080/07362999908809634

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

In this paper rsquo a Baum ndash Katz/Erdös/Hsu ndash Robbins/Spitzer type complete convergence result for bootstrapped means and a moment result for the supre ndash mum of normed bootstrapped sums are established

ISSN:0736-2994    

DOI:10.1080/07362999908809635

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

We study the weak recurrence and weakly positive recurrence properties to compact sets for the strong solutions of stochastic evolution equations. Using the earlier work in [4], we study the problem in terms of Lyapunov functions

ISSN:0736-2994    

DOI:10.1080/07362999908809636

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

Some random fixed point theorems for acyclic valued random operators are proved. The class of acyclic – valued random operators includes convex – valued and star – shaped – valued random operators. This leads to the discovery of some new results

ISSN:0736-2994    

DOI:10.1080/07362999908809637

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

In this paper we present a rigorous proof of the commonly held belief that the continuous time Kalman filter equations can be obtained as the limit of the discrete time Kalman filter equations. This is done by creating a uniformly integrable martingale using the discrete filter and showing that its limit, is the continuous filter

ISSN:0736-2994    

DOI:10.1080/07362999908809638

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

This paper examines the geometric ergodicity of a semin-linear parabolic PDE forced by a Wiener process on a separable Hilbert space. Under a dissipative assumption on the vector field and a non-degeneracy assumption on the noise, geometric ergodicity is proved with respect to the class of measurable functions bounded by 1+‖·‖2The theorems apply under general conditions on the noise, both additive and multiplicative cases being considered, and apply for instance to a dissipative reaction-diffusion equation on [0,1] with a globally Lipschitz nonlinearity when forced by additive space-time white noise

ISSN:0736-2994    

DOI:10.1080/07362999908809639

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

We develop anLp-theory of stochastic PDEs of divergence form. Under natural assumptions on the coefficients and the data, we show that the solutions belong to some modified stochastic Sobolev spaces. As a consequence of this result and certain embedding theorem, we also show that the solutions are Holder continuous in space and time a.s. for sufficiently largep

ISSN:0736-2994    

DOI:10.1080/07362999908809640

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor