相关论文: Necessary and sufficient conditions for the unifor…
We generalize Jacod's condition and introduce a new type sufficient condition for the uniform integrability of the general stochastic exponential.
We prove that the standard conditions that provide unique solvability of a mixed stochastic differential equations also guarantee that its solution possesses finite moments. We also present conditions supplying existence of exponential…
We establish new general sufficient conditions for the existence of an invariant measure for stochastic functional differential equations and for exponential or subexponential convergence to the equilibrium. The obtained conditions extend…
We derive explicit integrability conditions for stochastic integrals taken over time and space driven by a random measure. Our main tool is a canonical decomposition of a random measure which extends the results from the purely temporal…
We obtain an explicit analytical sufficient condition on $E$ that ensures the monotonicity of the matrix $M+E$, where $M$ is an $M$-matrix.
Let ${\bf X}$ and ${\bf X}$ be two $n$-dimensional elliptical random vectors, we establish an identity for $E[f({\bf Y})]-E[f({\bf X})]$, where $f: \Bbb{R}^n \rightarrow \Bbb{R}$ fulfilling some regularity conditions. Using this identity we…
A class of generalized definitions of expectation value is often employed in nonequilibrium statistical mechanics for complex systems. Here, the necessary and sufficient condition is presented for such a class to be stable under small…
We study the expanding properties of random perturbations of regular interval maps satisfying the summability condition of exponent one. Under very general conditions on the interval maps and perturbation types, we prove strong stochastic…
We give necessary and sufficient conditions for the Chebyshev inequality to be an equality.
We obtain an exact necessary and sufficient condition for the existence and uniqueness of equilibrium asset prices in infinite horizon, discrete-time, arbitrage free environments. Through several applications we show how the condition…
This paper develops necessary and sufficient conditions for the preservation of asymptotic convergence rates of deterministically and stochastically perturbed ordinary differential equations with regularly varying nonlinearity close to…
In this paper, we provide a necessary and sufficient condition ensuring the property of exponential dichotomy for periodic linear systems of generalized differential equations. This condition allow us to revisit a recent result of…
A nonlinear stochastic differential equation with the order of nonlinearity higher than one, with several discrete and distributed delays and time varying coefficients is considered. It is shown that the sufficient conditions for…
We give necessary and sufficient condition for a sesquilinear form to be integrable with respect to a faithful normal state on a von Neumann algebra.
In this paper we focus on providing sufficient conditions for some well-known stochastic orders in reliability but dealing with the discrete versions of them, filling a gap in the literature. In particular, we find conditions based on the…
In this paper we present the necessary and sufficient conditions of separability for multipartite pure states. These conditions are very simple, and they don't require Schmidt decomposition or tracing out operations. We also give a…
The exponential stability, in both mean square and almost sure senses, for energy solutions to a class of nonlinear and non-autonomous stochastic PDEs with finite memory is investigated. Various criteria for stability are obtained. An…
Every orthonomic system of partial differential equations is known to possess a finite number of integrability conditions sufficient to ensure the validity of all. Herewith we offer an efficient algorithm to construct a sufficient set of…
We consider the model selection consistency or sparsistency of a broad set of $\ell_1$-regularized $M$-estimators for linear and non-linear statistical models in a unified fashion. For this purpose, we propose the local structured…
This contribution presents two exponential stability criteria for linear systems with multiple pointwise and distributed delays. These results (necessary and sufficient conditions) are given in terms of the delay Lyapunov matrix and the…