摘要:

Given two linear, possibly unbounded, operatorsAandBon a Hilbert spaceH, we are concerned with linear nonhomogeneous equations of the form:. Explicit solutions can be obtained, as in the ordinary differential equation case, by means of the variation of constants formula. We use results from the stochastic calculus for anticipative integrands in order to prove our theorems

ISSN:0736-2994    

DOI:10.1080/07362999908809616

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

We consider Burgers solutionu=u(x,t,v); v> 0, satisfying a linear growth with respect tox. We associate with u the stochastic characteristic. Here B is the Brownian motion. We show that if (x,t) is a continuity point of the inviscid Burgers solutionu(x,t,0) then the stochastic characteristic converges uniformly inL2to the characteristic segment.Our study contains the case where the initial value is singular

ISSN:0736-2994    

DOI:10.1080/07362999908809617

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

Members of a population of fixed sizeNcan be in any one of n states. In discrete time the individuals jump from one state to another, independently of each other, and with probabilities described by a homogeneous Markov chain. At each time a sample of sizeMis withdrawn, (with replacement). Based on these observations, and using the techniques of Hidden Markov Models, recursive estimates for the distribution of the population are obtained

ISSN:0736-2994    

DOI:10.1080/07362999908809618

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

1The asymptotic estimates for the expected number of real zeros of a random hyperbolic polynomialwith normally distributed coefficients with mean μ ¦ 0 and variance one is obtained. It is shown that for any constant μ as long asnμ → ∞ asnμ → ∞this expected number isO(1). The result in a case of non-identically distributed coefficients is also presented

ISSN:0736-2994    

DOI:10.1080/07362999908809619

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

In this paper, we analyze the approximate controllability in quadratic mean of some systems governed by stochastic partial differential equations of the Stokes kind. When the noise is state-independent, we obtain satisfactory results, similar to those known for the corresponding deterministic system. In the more complicate case of a multiplicative noise, we are able to give (only) partial results. More precisely, we prove in this case that approximate controllability is equivalent to the unique continuation property for a particular backward (adjoint) stochastic system

ISSN:0736-2994    

DOI:10.1080/07362999908809620

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

We consider the problem of mean square sample path convergence for a specialized stochastic difference scheme defined for stochastic integro-differential equations under the assumption of pathwise uniqueness property of solutions. We apply the method of weak convergence and the technique of Skorohod representation in the space of continuous trajectories

ISSN:0736-2994    

DOI:10.1080/07362999908809621

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

This short note improves the result in the ‘Directed Polymer’ article by clarifying the calculations in the proof of the theorem following the sub‐Gaussianity result

ISSN:0736-2994    

DOI:10.1080/07362999908809622

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

Some new fixed point and random fixed point theorems for set valued maps are presented

ISSN:0736-2994    

DOI:10.1080/07362999908809623

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

We show, under convenient conditions, existence of a solution to a stochastic differential equation reflecting on the boundary of a convex set by using Wong-Zakai approximations. This means that solutions of RSDEs can be seen as the limit of solutions of differential inclusions, where the Brownian motion is replaced by its polygonal approximation

ISSN:0736-2994    

DOI:10.1080/07362999908809624

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor

摘要:

Stochastic analysis is applied to a Cauchy problem for a scalar conservation lawby using “vanishing viscosity” method . It is proved that the stochastic characteristic of equationconverges to the characteristic of equation. In this way a well known result is recovered, that is, the solution ofconverges to the entropy solution ofnaturally. Entropy condition is crucial to the proofs. The result suggests that the new method, stochastic analysis, may be useful for solving difficult problems of quasi-linear partial differential

ISSN:0736-2994    

DOI:10.1080/07362999908809625

出版商:Marcel Dekker, Inc.    

年代:1999

数据来源: Taylor