摘要:

A random approximation theorem for multivalued nonexpansive random operator defined on an unbounded subset of a Hilbert spaces is proved. As an application of our theorem, a random fixed point theorem is derived

ISSN:0736-2994    

DOI:10.1080/07362999608809454

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

摘要:

In this paper, we introduce the stochastic extension of an algorithm of Bonnans to solve a control of diffusion problem. We also obtain results concerning the convergence of this algorithm

ISSN:0736-2994    

DOI:10.1080/07362999608809455

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

摘要:

We consider a one-dimensional diffusion X on a finite or infinite interval]l,r[ satisfying a stochastic differential equationwith W(t) t 0 standard Brownian motion. For fixed drift b we investigate noiseinduced transitions of the boundary behavior i.e. the dependence of the behavior of X near r when σ varies. Particularly we are interested in the question whether increasing σ (for all x) may cause or prevent explosion in finite time. A negative result is that if σ is bounded and bounded away from zero then multiplying σ by a factor greater than one can never prevent explosions (Theorem 2.1). Various examples show that under different assumptions increasing the noise can have a drastic stabilizing or destabilizing effect (depending on b and σ). In the last section we study the relation between the stochastic and deterministic (σ ≡ 0) case

ISSN:0736-2994    

DOI:10.1080/07362999608809456

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

摘要:

Transient analysis of finite state birth and death process with absorbing barriers is carries out. Closed form expression for state probabilities and density functions of time of absorption and first passage time for each case is obtained along with the moments. The results are expressed in terms of eigenvalues of symmetric triadiagonal matrix which can be easily computed

ISSN:0736-2994    

DOI:10.1080/07362999608809457

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

摘要:

A large system of particles is studied. Its time evolution is determined as the superposition of two components. The first component is the independent motion of each particle. The second component is the random interaction mechanism between pairs of particles. The intensity of the interaction depends on the state of the system and is assumed to be bounded

ISSN:0736-2994    

DOI:10.1080/07362999608809458

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362999608809453

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor