Search results for "Continuity"
showing 10 items of 378 documents
On the Hencl's notion of absolute continuity
2009
Abstract We prove that a slight modification of the notion of α-absolute continuity introduced in [D. Bongiorno, Absolutely continuous functions in R n , J. Math. Anal. Appl. 303 (2005) 119–134] is equivalent to the notion of n, λ-absolute continuity given by S. Hencl in [S. Hencl, On the notions of absolute continuity for functions of several variables, Fund. Math. 173 (2002) 175–189].
$L_2$-variation of L\'{e}vy driven BSDEs with non-smooth terminal conditions
2016
We consider the $L_2$-regularity of solutions to backward stochastic differential equations (BSDEs) with Lipschitz generators driven by a Brownian motion and a Poisson random measure associated with a L\'{e}vy process $(X_t)_{t\in[0,T]}$. The terminal condition may be a Borel function of finitely many increments of the L\'{e}vy process which is not necessarily Lipschitz but only satisfies a fractional smoothness condition. The results are obtained by investigating how the special structure appearing in the chaos expansion of the terminal condition is inherited by the solution to the BSDE.
An alternative representation of Altham's multiplicative-binomial distribution
1998
Abstract Cox (1972) introduced a log-linear representation for the joint distribution of n binary-dependent responses. Altham (1978) derived the distribution of the sum of such responses, under a multiplicative, rather than log-linear, representation and called it multiplicative-binomial. We propose here an alternative form of the multiplicative-binomial, which is derived from the original Cox's representation and is characterized by intuitively meaningful parameters, and compare its first two moments with those of the standard binomial distribution.
Applications de type Lasota–Yorke à trou : mesure de probabilité conditionellement invariante et mesure de probabilité invariante sur l'ensemble des …
2003
Abstract Let T :I→I be a Lasota–Yorke map on the interval I, let Y be a nontrivial sub-interval of I and g 0 :I→ R + , be a strictly positive potential which belongs to BV and admits a conformal measure m. We give constructive conditions on Y ensuring the existence of absolutely continuous (w.r.t. m) conditionally invariant probability measures to nonabsorption in Y. These conditions imply also existence of an invariant probability measure on the set X∞ of points which never fall into Y. Our conditions allow rather “large” holes.
Can the Adaptive Metropolis Algorithm Collapse Without the Covariance Lower Bound?
2011
The Adaptive Metropolis (AM) algorithm is based on the symmetric random-walk Metropolis algorithm. The proposal distribution has the following time-dependent covariance matrix at step $n+1$ \[ S_n = Cov(X_1,...,X_n) + \epsilon I, \] that is, the sample covariance matrix of the history of the chain plus a (small) constant $\epsilon>0$ multiple of the identity matrix $I$. The lower bound on the eigenvalues of $S_n$ induced by the factor $\epsilon I$ is theoretically convenient, but practically cumbersome, as a good value for the parameter $\epsilon$ may not always be easy to choose. This article considers variants of the AM algorithm that do not explicitly bound the eigenvalues of $S_n$ away …
Efficient Simulation of Multivariate Binomial and Poisson Distributions
1998
Power investigations, for example, in statistical procedures for the assessment of agreement among multiple raters often require the simultaneous simulation of several dependent binomial or Poisson distributions to appropriately model the stochastical dependencies between the raters' results. Regarding the rather large dimensions of the random vectors to be generated and the even larger number of interactions to be introduced into the simulation scenarios to determine all necessary information on their distributions' dependence stucture, one needs efficient and fast algorithms for the simulation of multivariate Poisson and binomial distributions. Therefore two equivalent models for the mult…
Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver
2019
We investigate conditions for solvability and Malliavin differentiability of backward stochastic differential equations driven by a L\'evy process. In particular, we are interested in generators which satisfy a locally Lipschitz condition in the $Z$ and $U$ variable. This includes settings of linear, quadratic and exponential growths in those variables. Extending an idea of Cheridito and Nam to the jump setting and applying comparison theorems for L\'evy-driven BSDEs, we show existence, uniqueness, boundedness and Malliavin differentiability of a solution. The pivotal assumption to obtain these results is a boundedness condition on the terminal value $\xi$ and its Malliavin derivative $D\xi…
On Limiting Fréchet ε-Subdifferentials
1998
This paper presents an e-sub differential calculus for nonconvex and nonsmooth functions. We extend the previous work by Jofre et all to the case where the functions are lower semicontinuous instead of locally Lipschitz.
Diffusion and Migration
2003
The sections in this article are Introduction Fundamental Concepts Diffusion–migration Flux Equations Poisson Equation and the LEN Assumption Continuity Equation Ohm's Law and Migrational Transport Numbers Diffusion-conduction Flux Equation Diffusion Boundary Layer Faraday's Law and Integral Transport Numbers Nernst Equation and Concentration Overpotential Steady State Current–voltage Curves of Systems with One Active Species Integration of the Transport Equations Solutions of Homovalent Ions, |zi | =z Binary Electrolyte Solutions Ternary Electrolyte Solutions. The Supporting Electrolyte Weak Binary Electrolyte Steady State Current–overpotential Curves in the Presence of Supporting Electrol…
On stability and dissipativity of stochastic nonlinear systems
2012
Input-to-state stability of nonlinear control system is described in several different manners, and has been a central concept since the equivalences among them were verified. In this paper, a framework of stability and dissipativity for stochastic control systems is constructed on the maximal existence interval of behaviors (states and external inputs), by the aid of stochastic Barbalat lemma and stochastic dissipativity. The main work consists of three aspects. First, input-to-state stability and robust stability are extended to the stochastic case, and several criteria are established. Second, two forms of dissipativity and their criteria are presented. Third, the key relations among the…