Displaying similar documents to “Causality and stochastic realization.”

Approximative solutions of stochastic optimization problems

Petr Lachout (2010)

Kybernetika

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The aim of this paper is to present some ideas how to relax the notion of the optimal solution of the stochastic optimization problem. In the deterministic case, ε -minimal solutions and level-minimal solutions are considered as desired relaxations. We call them approximative solutions and we introduce some possibilities how to combine them with randomness. Relations among random versions of approximative solutions and their consistency are presented in this paper. No measurability is...

Minimal supersolutions of BSDEs with lower semicontinuous generators

Gregor Heyne, Michael Kupper, Christoph Mainberger (2014)

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

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We study minimal supersolutions of backward stochastic differential equations. We show the existence and uniqueness of the minimal supersolution, if the generator is jointly lower semicontinuous, bounded from below by an affine function of the control variable, and satisfies a specific normalization property. Semimartingale convergence is used to establish the main result.

A generalisation of entity and referential integrity in relational databases

Mark Levene, George Loizou (2001)

RAIRO - Theoretical Informatics and Applications - Informatique Théorique et Applications

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Entity and referential integrity are the most fundamental constraints that any relational database should satisfy. We re-examine these fundamental constraints in the context of incomplete relations, which may have null values of the types “value exists but is unknown” and “value does not exist”. We argue that in practice the restrictions that these constraints impose on the occurrences of null values in relations are too strict. We justify a generalisation of the said constraints wherein...

Two commuting maps without common minimal points

Tomasz Downarowicz (2011)

Colloquium Mathematicae

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We construct an example of two commuting homeomorphisms S, T of a compact metric space X such that the union of all minimal sets for S is disjoint from the union of all minimal sets for T. In other words, there are no common minimal points. This answers negatively a question posed in [C-L]. We remark that Furstenberg proved the existence of "doubly recurrent" points (see [F]). Not only are these points recurrent under both S and T, but they recur along the same sequence of powers. Our...