摘要:

By using measurable selection method a random approximation theorem is obtained. As an application of our theorem, a random fixed point theorem is derived. A random coincidence theorem for a pair of continuous random operators is also proved

ISSN:0736-2994    

DOI:10.1080/07362999708809461

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

In this paper, we consider the Ventcel-Freidlin theory of the following unstable I-dim stochastic differential equations:andwhere c≥0 is a non –negative constantand Btis a standatd Brownian motion. System (1) is unstable in the sense that its deterministic system (ϵ

ISSN:0736-2994    

DOI:10.1080/07362999708809462

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

Letbe an infinite sequence of exchangeable random variables. In this note, we prove that ifare pairwise independent, thenare mutually independent. A counter example is also provided to show that this result may not be true for a finite sequence of exchangeable random variables.

ISSN:0736-2994    

DOI:10.1080/07362999708809463

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

We establish a general theorem of Lyapunov's type and derive from it results on the pathwise behavior of diffusion processes in Hilbert spaces. In this way we formulate conditions ensuring that mild solutions of stochastic differential equations are strong. In particular we obtain sufficient conditions for the existence of strong solutions to stochastic reaction-diffusion equations. In important linear cases these conditions are sharp.

ISSN:0736-2994    

DOI:10.1080/07362999708809464

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

We give necessary and sufficient conditions for the invariance property of closed subsets of IRmby Itô and Stratonovich equations. The conditions are expressed in terms of properly defined contingent cones and in a form suitable for applications.

ISSN:0736-2994    

DOI:10.1080/07362999708809465

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

In this paper, we first prove some random fixed point theorems for random nonexpansive operators in Banach spaces. As applications, some random approximation theorems for random 1-set-contraction or random continuous condensing mappings defined on closed balls of a separable Banach space, or on separable closed convex subsets of a Hilbert space or on spheres of infinite dimensional separable Banach spaces are established. Our results are generalizations, improvements or stochastic versions of the corresponding results of Bharucha-Reid (1976), Lin (1988, 1989), Lin and Yen (1988), Massatt (1983), Sehgal and Waters (1984) and Xu (1990).

ISSN:0736-2994    

DOI:10.1080/07362999708809466

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

Methods of nonparametric inference are proposed for a process with two transient and three absorbing states. It is assumed that the times of transitions between the transient states are unobservable. One area of application is in epidemiology where the transient states. correspond to healthy and ill, while the absorbing states correspond to types of death. It is the time of onset of illness which is assumed unobservable. Here we use the martingale theory to make inference about the cumulative hazard rate of the onset of the disease. The assumption of equality of hazard rates from the other causes with or without the disease is not needed. Instead, an assumption of proportionality between the two rates is made. A simulation study is given to compare the suggested procedure and the Nelson-Aalen estimator which requires complete observation of process.

ISSN:0736-2994    

DOI:10.1080/07362999708809467

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362999708809459

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor