Trace continuation in infinite-order Sobolev space on a multidimensional strip region

1997 ◽  
Vol 62 (6) ◽  
pp. 688-696
Author(s):  
G. S. Balashova
Keyword(s):  
Sobolev Space ◽  
Infinite Order ◽  
Strip Region

Integral total reactive cross section calculations within the infinite order sudden approximation

1979 ◽  
Vol 68 (2-3) ◽  
pp. 378-381 ◽  
Author(s):  
M. Baer ◽  
V. Khare ◽  
D.J. Kouri
Keyword(s):  
Cross Section ◽  
Infinite Order ◽  
Sudden Approximation ◽  
Reactive Cross Section

On Krylov’s estimates for optional semimartingales

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
M. Abdelghani ◽  
A. Melnikov ◽  
A. Pak
Keyword(s):  
Sobolev Space ◽  
Measurable Function ◽  
Diffusion Processes ◽  
Stochastic Integrals ◽  
Controlled Diffusion ◽  
Convergence Of Solutions ◽  
Change Of Variables ◽  
General Class Of Functions ◽  
Class Of Functions ◽  
Controlled Diffusion Processes

Abstract The estimates of N. V. Krylov for distributions of stochastic integrals by means of the L d {L_{d}} -norm of a measurable function are well-known and are widely used in the theory of stochastic differential equations and controlled diffusion processes. We generalize estimates of this type for optional semimartingales, then apply these estimates to prove the change of variables formula for a general class of functions from the Sobolev space W d 2 {W^{2}_{d}} . We also show how to use these estimates for the investigation of L 2 {L^{2}} -convergence of solutions of optional SDE’s.

On the convergence of difference schemes for the generalized BBM–Burgers equation

2019 ◽  
Vol 26 (3) ◽  
pp. 341-349 ◽  
Author(s):  
Givi Berikelashvili ◽  
Manana Mirianashvili
Keyword(s):  
Exact Solution ◽  
Sobolev Space ◽  
Difference Scheme ◽  
Absolute Stability ◽  
Burgers Equation ◽  
Initial Boundary ◽  
Initial Boundary Value Problem ◽  
Algebraic Equations ◽  
The Difference ◽  
Initial Boundary Value

Abstract A three-level finite difference scheme is studied for the initial-boundary value problem of the generalized Benjamin–Bona–Mahony–Burgers equation. The obtained algebraic equations are linear with respect to the values of the desired function for each new level. The unique solvability and absolute stability of the difference scheme are shown. It is proved that the scheme is convergent with the rate of order {k-1} when the exact solution belongs to the Sobolev space {W_{2}^{k}(Q)} , {1<k\leq 3} .

AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS

2005 ◽  
Vol 21 (01) ◽  
Author(s):  
Guido M. Kuersteiner
Keyword(s):  
Infinite Order ◽  
Vector Autoregressions ◽  
Automatic Inference

scholarly journals Identification of an unstable ARMA equation

2001 ◽  
Vol 7 (1) ◽  
pp. 97-112 ◽  
Author(s):  
Yulia R. Gel ◽  
Vladimir N. Fomin
Keyword(s):  
Time Series ◽  
Least Squares ◽  
Infinite Order ◽  
Time Series Model ◽  
Identification Algorithm ◽  
Data Handling ◽  
Stochastic Time Series ◽  
Stochastic Time ◽  
Strongly Consistent ◽  
Minimal Phase

Usually the coefficients in a stochastic time series model are partially or entirely unknown when the realization of the time series is observed. Sometimes the unknown coefficients can be estimated from the realization with the required accuracy. That will eventually allow optimizing the data handling of the stochastic time series.Here it is shown that the recurrent least-squares (LS) procedure provides strongly consistent estimates for a linear autoregressive (AR) equation of infinite order obtained from a minimal phase regressive (ARMA) equation. The LS identification algorithm is accomplished by the Padé approximation used for the estimation of the unknown ARMA parameters.

On entire functions of infinite order

1963 ◽  
Vol 14 (1) ◽  
pp. 323-327 ◽  
Author(s):  
S. M. Shah
Keyword(s):  
Infinite Order ◽  
Entire Functions

scholarly journals A generalization of the Itô formula

2002 ◽  
Vol 31 (8) ◽  
pp. 477-496
Author(s):  
Said Ngobi
Keyword(s):  
Sobolev Space ◽  
White Noise ◽  
Itô Formula ◽  
Ito Formula ◽  
Integrable Functions ◽  
Square Integrable Functions ◽  
White Noise Space

The classical Itô formula is generalized to some anticipating processes. The processes we consider are in a Sobolev space which is a subset of the space of square integrable functions over a white noise space. The proof of the result uses white noise techniques.

On principal eigenvalues for quasilinear elliptic differential operators: an Orlicz-Sobolev space setting

1999 ◽  
Vol 6 (2) ◽  
pp. 207-225 ◽  
Author(s):  
M. García-Huidobro ◽  
V.K. Le ◽  
R. Manásevich ◽  
K. Schmitt
Keyword(s):  
Sobolev Space ◽  
Differential Operators ◽  
Principal Eigenvalues ◽  
Space Setting ◽  
Elliptic Differential Operators ◽  
Quasilinear Elliptic
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