Stochastics-An International Journal of Probability and Stochastic Processes最新文献

Monotone iterative technique for evolution equations with delay and nonlocal conditions in ordered Banach space 有序Banach空间中时滞非局部条件演化方程的单调迭代技术

4区数学

Stochastics-An International Journal of Probability and Stochastic Processes Pub Date : 2023-11-14 DOI: 10.1080/17442508.2023.2280693

Haide Gou

{"title":"Monotone iterative technique for evolution equations with delay and nonlocal conditions in ordered Banach space","authors":"Haide Gou","doi":"10.1080/17442508.2023.2280693","DOIUrl":"https://doi.org/10.1080/17442508.2023.2280693","url":null,"abstract":"AbstractIn this paper, based on monotone iterative method in the presence of the lower and upper solutions, we investigate the existence and uniqueness of the S-asymptotically ω-periodic mild solutions to a class of nonlocal problems of evolution equations with delay in ordered Banach spaces. Firstly, we introduce the concept of lower S-asymptotically ω-periodic solution and upper S-asymptotically ω-periodic solution. Secondly, we construct monotone iterative method in the presence of the lower and upper solutions to evolution equations with delay, and obtain the existence of maximal and minimal S-asymptotically ω-periodic mild solutions for the mentioned system under wide monotone conditions and noncompactness measure condition of nonlinear term. Finally, as the application of abstract results, an example is given to illustrate our main results.Keywords: Evolution equationsdelaynonlocal problemsmonotone iterative techniqueC0-semigroupS-asymptotically ω-periodic mild solutionsMathematics Subject Classifications: 35R1235K9047D06 Data availability statementMy manuscript has no associate data.Disclosure statementNo potential conflict of interest was reported by the author(s).Additional informationFundingThis research was supported by the National Natural Science Foundation of China [No. 12061062], Science Research Project for Colleges and Universities of Gansu Province [No. 2022A-010].","PeriodicalId":49269,"journal":{"name":"Stochastics-An International Journal of Probability and Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134900685","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Well-posedness for anticipated backward stochastic Schrödinger equations 预期倒向随机Schrödinger方程的适定性

4区数学

Stochastics-An International Journal of Probability and Stochastic Processes Pub Date : 2023-11-09 DOI: 10.1080/17442508.2023.2279316

Zhang Chen, Li Yang

引用次数: 0

Complete f -moment convergence for sums of asymptotically almost negatively associated random variables with statistical applications 渐近几乎负相关随机变量和的完全f矩收敛与统计应用

4区数学

Stochastics-An International Journal of Probability and Stochastic Processes Pub Date : 2023-10-04 DOI: 10.1080/17442508.2023.2263606

Houlin Zhou, Chao Lu, Xuejun Wang

{"title":"Complete <i>f</i> -moment convergence for sums of asymptotically almost negatively associated random variables with statistical applications","authors":"Houlin Zhou, Chao Lu, Xuejun Wang","doi":"10.1080/17442508.2023.2263606","DOIUrl":"https://doi.org/10.1080/17442508.2023.2263606","url":null,"abstract":"AbstractIn this paper, we mainly study the complete f-moment convergence for sums of asymptotically almost negatively associated (AANA, for short) random variables and provide an application. A general result on complete f-moment convergence for arrays of rowwise AANA random variables is obtained. We also give an application to nonparametric regression models based on AANA errors by using the result on complete f-moment convergence that we have established. A sufficient and necessary moment condition for the complete consistency is presented. Finally, a numerical simulation is provided to verify the validity of the theoretical result.Keywords: Asymptotically almost negatively associated random variablescomplete f-moment convergencecomplete convergencenonparametric regression modelcomplete consistencyMathematical subject classifications: 60F1562G05 AcknowledgmentsThe authors are most grateful to the Editor and anonymous referee for carefully reading the manuscript and valuable suggestions which helped in improving an earlier version of this paper.Disclosure statementNo potential conflict of interest was reported by the author(s).Additional informationFundingSupported by the National Social Science Foundation of China (22BTJ059).","PeriodicalId":49269,"journal":{"name":"Stochastics-An International Journal of Probability and Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135592411","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes lsamvy过程驱动的随机泛函微分方程的无限视界脉冲控制

4区数学

Stochastics-An International Journal of Probability and Stochastic Processes Pub Date : 2023-10-04 DOI: 10.1080/17442508.2023.2262666

M. Perninge

引用次数: 1

A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes 跃变扩散过程中时间状态相关跃变解耦的递归表示

4区数学

Stochastics-An International Journal of Probability and Stochastic Processes Pub Date : 2023-09-25 DOI: 10.1080/17442508.2023.2259534

Qinjing Qiu, Reiichiro Kawai

{"title":"A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes","authors":"Qinjing Qiu, Reiichiro Kawai","doi":"10.1080/17442508.2023.2259534","DOIUrl":"https://doi.org/10.1080/17442508.2023.2259534","url":null,"abstract":"AbstractWe establish a recursive representation that fully decouples jumps from a large class of multivariate inhomogeneous stochastic differential equations with jumps of general time-state dependent unbounded intensity, not of Lévy-driven type that essentially benefits a lot from independent and stationary increments. The recursive representation, along with a few related ones, are derived by making use of a jump time of the underlying dynamics as an information relay point in passing the past on to a previous iteration step to fill in the missing information on the unobserved trajectory ahead. We prove that the proposed recursive representations are convergent exponentially fast in the limit, and can be represented in a similar form to Picard iterates under the probability measure with its jump component suppressed. On the basis of each iterate, we construct upper and lower bounding functions that are also convergent towards the true solution as the iterations proceed. We provide numerical results to justify our theoretical findings.Keywords: Jump-diffusion processestime-state dependent jump ratePicard iterationpartial integro-differential equationsfirst exit times2020 Mathematics Subject Classifications: 91B3060G5165M1565N15 Disclosure statementNo potential conflict of interest was reported by the author(s).Additional informationFundingThis work was partially supported by JSPS Grants-in-Aid for Scientific Research 20K22301 and 21K03347.","PeriodicalId":49269,"journal":{"name":"Stochastics-An International Journal of Probability and Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135814888","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions 分数布朗运动驱动的双时标中性随机时滞偏微分方程的平均原理

4区数学

Stochastics-An International Journal of Probability and Stochastic Processes Pub Date : 2023-09-16 DOI: 10.1080/17442508.2023.2258250

Bin Pei, Yong Xu, Min Han

{"title":"Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions","authors":"Bin Pei, Yong Xu, Min Han","doi":"10.1080/17442508.2023.2258250","DOIUrl":"https://doi.org/10.1080/17442508.2023.2258250","url":null,"abstract":"AbstractWe prove the validity of averaging principles for two-time-scale neutral stochastic delay partial differential equations (NSDPDEs) driven by fractional Brownian motions (fBms) under two-time-scale formulation. Firstly, in the sense of mean-square convergence, we obtain not only the averaging principles for NSDPDEs involving two-time-scale Markov switching with a single weakly recurrent class but also for the case of two-time-scale Markov switching with multiple weakly irreducible classes. Secondly, averaging principles for NSDPDEs driven by fBms with random delay modulated by two-time-scale Markovian switching are established. We proved that there is a limit process in which the fast changing noise is averaged out. The limit process is substantially simpler than that of the original full fast–slow system.Keywords: Averaging principlesneutral stochastic delay partial differential equationsrandom delayfractional Brownian motionstwo-time-scale Markov switching2010 Mathematics Subject Classifications: Primary: 60G22Secondary: 60H15 Disclosure statementNo potential conflict of interest was reported by the author(s).Additional informationFundingPei's work was partially supported by National Natural Science Foundation of China (NSFC) [grant number 12172285], NSFC-Chongqing [grant number cstc2021jcyj-msxmX0296], Shaanxi Fundamental Science Research Project for Mathematics and Physics [grant number 22JSQ027], Fundamental Research Funds for the Central Universities, Young Talent Fund of the University Association for Science and Technology in Shaanxi, China. Xu's work was partially supported by NSFC [grant number 12072264], and NSFC Key International (Regional) Joint Research Program [grant number 12120101002].","PeriodicalId":49269,"journal":{"name":"Stochastics-An International Journal of Probability and Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135308312","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Asymptotics and criticality for a space-dependent branching process 空间相关分支过程的渐近性和临界性

4区数学

Stochastics-An International Journal of Probability and Stochastic Processes Pub Date : 2023-09-13 DOI: 10.1080/17442508.2023.2256922

Ilie Grigorescu, Min Kang

{"title":"Asymptotics and criticality for a space-dependent branching process","authors":"Ilie Grigorescu, Min Kang","doi":"10.1080/17442508.2023.2256922","DOIUrl":"https://doi.org/10.1080/17442508.2023.2256922","url":null,"abstract":"AbstractWe investigate a non-conservative semigroup (St)t≥0 determined by a branching process tracing the evolution of particles moving in a domain in Rd. When a particle is killed at the boundary, a new generation of particles with mean number K¯ is born at a random point in the domain. Between branching, the particles are driven by a diffusion process with Dirichlet boundary conditions. According to the sign of K¯−1, we distinguish super/sub-critical regimes and determine the exact exponential rate for the total number of particles n(t)∼exp⁡(α∗t), with α∗ depending explicitly on K¯. We prove the Yaglom limit St/n(t)→ν, where the quasi-stationary distribution ν is determined by the resolvent of the Dirichlet kernel at the point α∗. The main application is in particle systems, where the normalization of the semigroup by its total mass gives the hydrodynamic limit of the Bak-Sneppen branching diffusions (BSBD). Since ν is the asymptotic profile under equilibrium, and the family of quasi-stationary distributions ν is indexed by K¯, the model provides an explicit example of self-organized criticality.Keywords: SemigroupYaglom limitbranching processessupercriticalqsdBak-SneppenFleming-ViotDirichlet kernelKey Words and Phrases: Primary: 60J3560J80Secondary: 47D0760K35 Disclosure statementNo potential conflict of interest was reported by the author(s).","PeriodicalId":49269,"journal":{"name":"Stochastics-An International Journal of Probability and Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135784322","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

Solving stochastic equations with unbounded nonlinear perturbations 求解具有无界非线性扰动的随机方程

4区数学

Stochastics-An International Journal of Probability and Stochastic Processes Pub Date : 2023-09-13 DOI: 10.1080/17442508.2023.2258248

Mohamed Fkirine, Said Hadd

{"title":"Solving stochastic equations with unbounded nonlinear perturbations","authors":"Mohamed Fkirine, Said Hadd","doi":"10.1080/17442508.2023.2258248","DOIUrl":"https://doi.org/10.1080/17442508.2023.2258248","url":null,"abstract":"AbstractThis paper is interested in semilinear stochastic equations having unbounded nonlinear perturbations in the deterministic part and/or in the random part. Moreover, the linear part of these equations is governed by a not necessarily analytic semigroup. The main difficulty with these equations is how to define the concept of mild solutions due to the chosen type of unbounded perturbations. To overcome this problem, we first proved a regularity property of the stochastic convolution with respect to the domain of ‘admissible’ unbounded linear operators (not necessarily closed or closable). This is done using Yosida extensions of such unbounded linear operators. After proving the well-posedness of these equations, we also establish the Feller property for the corresponding transition semigroups. Several examples like heat equations and Schrödinger equations with nonlocal perturbations terms are given. Finally, we give an application to a general class of semilinear neutral stochastic equations.Keywords: Semilinear stochastic equationsunbounded nonlinear perturbationHilbert spacesemigroupequations with delays Disclosure statementNo potential conflict of interest was reported by the author(s).","PeriodicalId":49269,"journal":{"name":"Stochastics-An International Journal of Probability and Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135784505","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

The asymptotic equipartition property for a special Markov random field 一类特殊马尔可夫随机场的渐近均分性质

4区数学

Stochastics-An International Journal of Probability and Stochastic Processes Pub Date : 2023-09-11 DOI: 10.1080/17442508.2023.2255340

Zhiyan Shi, Xiaoyu Zhu

引用次数: 0

Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle Teugels鞅的Malliavin导数与平均场型随机极大值原理

4区数学

Stochastics-An International Journal of Probability and Stochastic Processes Pub Date : 2023-09-11 DOI: 10.1080/17442508.2023.2256506

Gaofeng Zong

引用次数: 0