scholarly journals Periodic solution of stochastic process in the distributional sense

Author(s):  
Guangying Lv ◽  
Hongjun Gao ◽  
Jinlong Wei
2007 ◽  
Vol 44 (02) ◽  
pp. 393-408 ◽  
Author(s):  
Allan Sly

Multifractional Brownian motion is a Gaussian process which has changing scaling properties generated by varying the local Hölder exponent. We show that multifractional Brownian motion is very sensitive to changes in the selected Hölder exponent and has extreme changes in magnitude. We suggest an alternative stochastic process, called integrated fractional white noise, which retains the important local properties but avoids the undesirable oscillations in magnitude. We also show how the Hölder exponent can be estimated locally from discrete data in this model.


1966 ◽  
Vol 25 ◽  
pp. 197-222 ◽  
Author(s):  
P. J. Message

An analytical discussion of that case of motion in the restricted problem, in which the mean motions of the infinitesimal, and smaller-massed, bodies about the larger one are nearly in the ratio of two small integers displays the existence of a series of periodic solutions which, for commensurabilities of the typep+ 1:p, includes solutions of Poincaré'sdeuxième sortewhen the commensurability is very close, and of thepremière sortewhen it is less close. A linear treatment of the long-period variations of the elements, valid for motions in which the elements remain close to a particular periodic solution of this type, shows the continuity of near-commensurable motion with other motion, and some of the properties of long-period librations of small amplitude.To extend the investigation to other types of motion near commensurability, numerical integrations of the equations for the long-period variations of the elements were carried out for the 2:1 interior case (of which the planet 108 “Hecuba” is an example) to survey those motions in which the eccentricity takes values less than 0·1. An investigation of the effect of the large amplitude perturbations near commensurability on a distribution of minor planets, which is originally uniform over mean motion, shows a “draining off” effect from the vicinity of exact commensurability of a magnitude large enough to account for the observed gap in the distribution at the 2:1 commensurability.


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