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Let denote the generator of the rotation group in the space , where denotes the unit circle. We show that the stochastic Cauchy problem
where is a standard Brownian motion and is fixed, has a weak solution if and only if the stochastic convolution process has a continuous modification, and that in this situation the weak solution has a continuous modification. In combination with a recent result of Brzeźniak, Peszat and Zabczyk it follows that (1) fails to have a weak solution for all...
We study γk(x2, …, xk; t), the k-fold renormalized self-intersection local time for brownian motion in R1. Our main result says that γk(x2, …, xk; t) is continuously differentiable in the spatial variables, with probability 1.
We investigate the state feedback stabilization, in the sense of weak solution, of nonlinear stochastic systems when the drift is quadratic in the control and the diffusion term is affine in the control. Based on the generalised stochastic Lyapunov theorem, we derive the necessary conditions and the sufficient conditions, respectively, for the global asymptotic stabilization in probability by a continuous feedback explicitly computed. The interest of this work is that the existing control methods...
In this paper we generalize Wiener’s characterization of continuous measures to compact homogenous manifolds. In particular, we give necessary and sufficient conditions on probability measures on compact semisimple Lie groups and nilmanifolds to be continuous. The methods use only simple properties of heat kernels.
Multitype branching processes and Feller diffusion processes are conditioned on very late extinction. The conditioned laws are expressed as Doob h-transforms of the unconditioned laws, and an interpretation of the conditioned paths for the branching process is given, via the immortal particle. We study different limits for the conditioned process (increasing delay of extinction, long-time behavior, scaling limit) and provide an exhaustive list of exchangeability results.
Multitype branching processes and Feller diffusion processes are conditioned on very late extinction. The conditioned laws are expressed as Doob h-transforms of the unconditioned laws, and an interpretation of the conditioned paths for the branching process is given, via the immortal particle. We study different limits for the conditioned process (increasing delay of extinction, long-time behavior, scaling limit) and provide an exhaustive list of exchangeability results.
The notion of a contraction mapping for a probabilistic metric space recently introduced by T. L. Hicks is compared with the notion previously introduced by V. L. Sehgal and A. T. Bharucha-Reid. By means of appropriate examples, it is shown that these two notions are independent. It is further shown that every Hick's contraction on a PM space (S,F,tW) is an ordinary metric contraction with respect to a naturally defined metric on that space; and it is again pointed out that, in Menger spaces under...
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