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作者:R.S. Pereira , E. Shamarova
来源:[J].Global and Stochastic Analysis, 2015, Vol.2 (2)
摘要:Recent developments on financial markets have revealed the limits of Brownian motion pricing models when they are applied to actual markets. L´evy processes, that admit jumps over time, have been found more useful for applications. Thus, we suggest a L´evy model based on For...
作者:Alyona A.Zamyshlyaeva , Evgenij V.Bychkov
来源:[J].Global and Stochastic Analysis, 2015, Vol.2 (2)
摘要:We prove a unique solvability of the Cauchy problem for a class of second order semilinear Sobolev type equations. We use ideas and techniques developed by G.A. Sviridyuk for the investigation of the Cauchy problem for a class of first order semilinear Sobolev type equations...
作者:A. Shnirelman
来源:[J].Global and Stochastic Analysis, 2015, Vol.2 (2)
摘要:A new proof is given of the fact that the particle trajec- tories of the ideal incompressible °uid are analytic curves, though the solutions of the Euler equations may have a ¯nite regularity. This is a consequence of a general fact that the geodesic exponential map on the g...
作者:Yu. I. Sapronov , E.V. Derunova
来源:[J].Global and Stochastic Analysis, 2015, Vol.2 (2)
摘要:In this paper we consider the problem of bifurcation of extremals of SO(2)-invariant (i.e., with circular symmetry) Fredholm functional near a steady-state point with a double-resonance (i.e., with two independent resonance relations). The main method of investigation is a v...
作者:Yuri E. Gliklikh , Salah E.A. Mohammed
来源:[J].Global and Stochastic Analysis, 2015, Vol.2 (1)
摘要:We find new existence of solution theorems to stochastic delay equations and inclusions with mean derivatives on a Riemannian manifold. The delays in both the equations and the inclusions are expressed in terms of stochastic Riemannian parallel translation.
作者:Alex , er Grigor’yan , Satoshi Ishiwata
来源:[J].Global and Stochastic Analysis, 2015, Vol.2 (1)
摘要:We prove sharp two sided heat kernel estimates on a connected sum of two copies of Rn along a surface of revolution taking into account a bottleneck effect. In the proof, estimates of the hitting probability of a non-compact set play a crucial role. For the heat kernel upper boun...
作者:A.I. Kirillov
来源:[J].Global and Stochastic Analysis, 2015, Vol.2 (1)
摘要:The method of Lyapunov functions is used to prove new existence theorems for stochastic equations in infinite dimensions. Existence of strong and generalized solutions is proved. Martingale solutions are discussed. Examples of application of the theorems are described. One o...
作者:Alexei G. Kushner , Valentin V. Lychagin
来源:[J].Global and Stochastic Analysis, 2015, Vol.2 (1)
摘要:In this paper we consider the action of symplectic feedback trans- formations on 1-D control Hamiltonian systems. We study di®erential invariants of the pseudogroup of feedback symplectic transformations, which we call Petrov invariants, and show that the algebra of invari- ...
作者:Alla V. Makarova
来源:[J].Global and Stochastic Analysis, 2015, Vol.2 (1)
摘要:An existence of solution theorem is obtained for stochastic differential inclusions given in terms of the so-called current velocities (direct analogs of ordinary velocity of deterministic systems) and quadratic mean derivatives (giving information on the diffusion coefficient) o...
作者:B.D. Gel'man , S.N. Kalabukhova
来源:[J].Global and Stochastic Analysis, 2015, Vol.2 (1)
摘要:The paper is devoted to investigation of solvability of operator equa- tions containing condensing perturbations of linear surjective operators. Some solvability theorems for such equations are proved. Those the- orems are applied to investigation of some classes of neutral ...

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