摘要:

This paper is devoted to viability of random set-valued variables by stochastic differential equations, characterized in terms of stochastic tangent sets to random set-valued variables

ISSN:0736-2994    

DOI:10.1080/07362999508809379

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

We discuss the problem of the existence of periodic and almost periodic solutions in distribution of semilinear stochastic equations on a separable Hilbert space.

ISSN:0736-2994    

DOI:10.1080/07362999508809380

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

A method from stochastic flow theory is used to obtain smoothing properties of the transition semigroupPtof a class of stochastic differential equations on Hilbert space. The equations considered may have unbounded coefficients and include such stochastic partial differential equations asforXtinL2(0,π) In certain cases a formula for the Fréchet derivative ofPtfis given, exhibiting this smoothing property

ISSN:0736-2994    

DOI:10.1080/07362999508809381

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

The distributions and the first two moments of the busy and idle periods in classical controllable M / G/1 queueing models operating under theN-policy, theT-policy and the D-policy are derived. We also consider controllableM/G/1 queueing systems operating under six dyadic policies. Each of these policies is a different combination of the three aforementioned simple policies. For the distributions of the busy and idle periods the desired results are obtained in terms of the respective distributions for the ordinaryM/G/1 queueing system. In all instances, we prove that the probability that the server is busy in the steady state is equal to the traffic intensity. The special case of theM/M/1 system is studied

ISSN:0736-2994    

DOI:10.1080/07362999508809382

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

A general structure for the unbiased estimate (UE) T(y) of

ISSN:0736-2994    

DOI:10.1080/07362999508809383

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

Results concerning stability and linear-quadratic control and tracking problems for time-varying systems with homogeneous jump Markov perturbations are obtained

ISSN:0736-2994    

DOI:10.1080/07362999508809384

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

Let us consider a Nelson Diffusion defined by the family of probability densities ρt and by the drift vector field b. Making use of the Liapunov functiondenotes the Stein regularization of: the distance function of, we prove the nonattainability of the nodal set of p under the conditions, where U is a nbh. of Zρ

ISSN:0736-2994    

DOI:10.1080/07362999508809385

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

A simple inflation-unemployment model with inflation expectations is used to examine the effects of employment adjustments noise on the expected inflation rate. The mean expected inflation rate is shown to be positively related to the variance of the noise and negatively related to the speed of employment adjustments. The mean expected inflation rate is also shown to be greater than the difference between the nominal money growth rate and the rate of productivity increase

ISSN:0736-2994    

DOI:10.1080/07362999508809386

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362999508809378

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor