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

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

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

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

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

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

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

ISSN:0736-2994    

DOI:10.1080/07362999608809421

出版商:Marcel Dekker, Inc.    

年代:1996

数据来源: Taylor