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The parabolic equations driven by linearly multiplicative Gaussian noise are stabilizable in probability by linear feedback controllers with support in a suitably chosen open subset of the domain. This procedure extends to Navier − Stokes equations with multiplicative noise. The exact controllability is also discussed.

Note on the maximal spectral type of a stochastic process.

J. Bulatovic (1978)

Publications de l'Institut Mathématique [Elektronische Ressource]

Note on the multidimensional Gebelein inequality

Marek Beśka, Agnieszka Wałachowska (2013)

Applicationes Mathematicae

We generalize the Gebelein inequality for Gaussian random vectors in $ℝ^{d}$ .

Note on the selection properties of set-valued semimartingales

Mariusz Michta (1996)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

Set-valued semimartingales are introduced as an extension of the notion of single-valued semimartingales. For such multivalued processes their semimartingale selection properties are investigated.

Note on the variance of the sum of Gaussian functionals

Marek Beśka (2010)

Applicationes Mathematicae

Let $(X_{i}, i = 1, 2, . . .)$ be a Gaussian sequence with $X_{i} \in N (0, 1)$ for each i and suppose its correlation matrix $R = {(ρ_{i j})}_{i, j \geq 1}$ is the matrix of some linear operator R:l₂→ l₂. Then for $f_{i} \in L ² (μ)$ , i=1,2,..., where μ is the standard normal distribution, we estimate the variation of the sum of the Gaussian functionals $f_{i} (X_{i})$ , i=1,2,... .

Note on type II counter problem

Anatolij Dvurečenskij, Genadij A. Ososkov (1984)

Aplikace matematiky

In the paper the authors investigate the explicit form of the joint Laplace transform of the distances between two subsequent moments f particle registrations by the Type II counter (the counter with prolonged dead time), in the general case, and the generating function of the number of particles arriving during the dead time. They give explicit solutions to the complicated integral equations obtained by L. Takács and R. Pyke, respectively. Moreover, they study the geometric behaviour of the distribution...

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Normalizers of compact subgroups, the existence of commuting automorphisms, and applications to operator semistable measures.

Norms for copulas.

Note on a stochastic integral equation

Note on approximate non-Gaussian filtering with nonlinear observation relation

Note on dispersion of $X^{α}$ .

Note on Dispersion of Xalpha

Note on last exit decomposition

Note on nonlinear semigroups and free boundary problem for controlled Markov processes

Note on pasting of two Markov processes

Note on the central limit theorem for stationary processes

Note on the internal stabilization of stochastic parabolic equations with linearly multiplicative gaussian noise

Note on the maximal spectral type of a stochastic process.

Note on the multidimensional Gebelein inequality

Note on the selection properties of set-valued semimartingales

Note on the variance of the sum of Gaussian functionals

Note on type II counter problem

Note: random-to-front shuffles on trees.

Note rectificative : “Asymptotic winding of the geodesic flow on modular surfaces and continuous fractions”

Note sur la théorie mathématique des assurances contre l'invalidité

Note sur les comptabilités markoviennes

Currently displaying 101 – 120 of 157