Displaying similar documents to “On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes”

On reliability analysis of consecutive k -out-of- n systems with arbitrarily dependent components

Ebrahim Salehi (2016)

Applications of Mathematics

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In this paper, we consider the linear and circular consecutive k -out-of- n systems consisting of arbitrarily dependent components. Under the condition that at least n - r + 1 components ( r n ) of the system are working at time t , we study the reliability properties of the residual lifetime of such systems. Also, we present some stochastic ordering properties of residual lifetime of consecutive k -out-of- n systems. In the following, we investigate the inactivity time of the component with lifetime...

Nonconventional limit theorems in averaging

Yuri Kifer (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We consider “nonconventional” averaging setup in the form d X ε ( t ) d t = ε B ( X ε ( t ) , 𝛯 ( q 1 ( t ) ) , 𝛯 ( q 2 ( t ) ) , ... , 𝛯 ( q ( t ) ) ) where 𝛯 ( t ) , t 0 is either a stochastic process or a dynamical system with sufficiently fast mixing while q j ( t ) = α j t , α 1 l t ; α 2 l t ; l t ; α k and q j , j = k + 1 , ... , grow faster than linearly. We show that the properly normalized error term in the “nonconventional” averaging principle is asymptotically Gaussian.

Initial measures for the stochastic heat equation

Daniel Conus, Mathew Joseph, Davar Khoshnevisan, Shang-Yuan Shiu (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We consider a family of nonlinear stochastic heat equations of the form t u = u + σ ( u ) W ˙ , where W ˙ denotes space–time white noise, the generator of a symmetric Lévy process on 𝐑 , and σ is Lipschitz continuous and zero at 0. We show that this stochastic PDE has a random-field solution for every finite initial measure u 0 . Tight a priori bounds on the moments of the solution are also obtained. In the particular case that f = c f ' ' for some c g t ; 0 , we prove that if u 0 is a finite measure of compact support, then the...

Quasi-diffusion solution of a stochastic differential equation

Agnieszka Plucińska, Wojciech Szymański (2007)

Applicationes Mathematicae

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We consider the stochastic differential equation X t = X + 0 t ( A s + B s X s ) d s + 0 t C s d Y s , where A t , B t , C t are nonrandom continuous functions of t, X₀ is an initial random variable, Y = ( Y t , t 0 ) is a Gaussian process and X₀, Y are independent. We give the form of the solution ( X t ) to (0.1) and then basing on the results of Plucińska [Teor. Veroyatnost. i Primenen. 25 (1980)] we prove that ( X t ) is a quasi-diffusion proces.

Spectral condition, hitting times and Nash inequality

Eva Löcherbach, Oleg Loukianov, Dasha Loukianova (2014)

Annales de l'I.H.P. Probabilités et statistiques

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Let X be a μ -symmetric Hunt process on a LCCB space 𝙴 . For an open set 𝙶 𝙴 , let τ 𝙶 be the exit time of X from 𝙶 and A 𝙶 be the generator of the process killed when it leaves 𝙶 . Let r : [ 0 , [ [ 0 , [ and R ( t ) = 0 t r ( s ) d s . We give necessary and sufficient conditions for 𝔼 μ R ( τ 𝙶 ) l t ; in terms of the behavior near the origin of the spectral measure of - A 𝙶 . When r ( t ) = t l , l 0 , by means of this condition we derive the Nash inequality for the killed process. In the diffusion case this permits to show that the existence of moments of order l + 1 for τ 𝙶 ...

Weak convergence of mutually independent X B and X A under weak convergence of X X B - X A

W. Szczotka (2006)

Applicationes Mathematicae

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For each n ≥ 1, let v n , k , k 1 and u n , k , k 1 be mutually independent sequences of nonnegative random variables and let each of them consist of mutually independent and identically distributed random variables with means v̅ₙ and u̅̅ₙ, respectively. Let X B ( t ) = ( 1 / c ) j = 1 [ n t ] ( v n , j - v ̅ ) , X A ( t ) = ( 1 / c ) j = 1 [ n t ] ( u n , j - u ̅ ̅ ) , t ≥ 0, and X = X B - X A . The main result gives conditions under which the weak convergence X X , where X is a Lévy process, implies X B X B and X A X A , where X B and X A are mutually independent Lévy processes and X = X B - X A .

𝒞 k -regularity for the ¯ -equation with a support condition

Shaban Khidr, Osama Abdelkader (2017)

Czechoslovak Mathematical Journal

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Let D be a 𝒞 d q -convex intersection, d 2 , 0 q n - 1 , in a complex manifold X of complex dimension n , n 2 , and let E be a holomorphic vector bundle of rank N over X . In this paper, 𝒞 k -estimates, k = 2 , 3 , , , for solutions to the ¯ -equation with small loss of smoothness are obtained for E -valued ( 0 , s ) -forms on D when n - q s n . In addition, we solve the ¯ -equation with a support condition in 𝒞 k -spaces. More precisely, we prove that for a ¯ -closed form f in 𝒞 0 , q k ( X D , E ) , 1 q n - 2 , n 3 , with compact support and for ε with 0 < ε < 1 there...

Stabilization of monomial maps in higher codimension

Jan-Li Lin, Elizabeth Wulcan (2014)

Annales de l’institut Fourier

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A monomial self-map f on a complex toric variety is said to be k -stable if the action induced on the 2 k -cohomology is compatible with iteration. We show that under suitable conditions on the eigenvalues of the matrix of exponents of f , we can find a toric model with at worst quotient singularities where f is k -stable. If f is replaced by an iterate one can find a k -stable model as soon as the dynamical degrees λ k of f satisfy λ k 2 &gt; λ k - 1 λ k + 1 . On the other hand, we give examples of monomial maps f , where...

Sum-product theorems and incidence geometry

Mei-Chu Chang, Jozsef Solymosi (2007)

Journal of the European Mathematical Society

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In this paper we prove the following theorems in incidence geometry. 1. There is δ > 0 such that for any P 1 , , P 4 , and Q 1 , , Q n 2 , if there are n ( 1 + δ ) / 2 many distinct lines between P i and Q j for all i , j , then P 1 , , P 4 are collinear. If the number of the distinct lines is < c n 1 / 2 then the cross ratio of the four points is algebraic. 2. Given c > 0 , there is δ > 0 such that for any P 1 , P 2 , P 3 2 noncollinear, and Q 1 , , Q n 2 , if there are c n 1 / 2 many distinct lines between P i and Q j for all i , j , then for any P 2 { P 1 , P 2 , P 3 } , we have δ n distinct lines between P and Q j . 3. Given...