Mathematics Scholarly Works: Recent submissions

Now showing items 121-140 of 283

    • More paracompact box products 

      Roitman, Judith A. (American Mathematical Society, 1979-04-02)
      We show that if there is no family of cardinality less than c which dominates ww, then the box product of countably many compact first-countable spaces is paracompact; hence the countable box product of compact metrizable ...

    • Easy S and L groups 

      Roitman, Judith A. (American Mathematical Society, 1979-04-03)
      We give a simple proof that the existence of strong S or L spaces implies the existence of strong S or L groups; in fact the algebraic structure can be varied quite a bit. We also construct, under CH, S and L groups whose ...

    • Height and width of superatomic Boolean algebras 

      Roitman, Judith A. (American Mathematical Society, 1985-05-02)

    • CH and Ostaszewski spaces 

      Eisworth, Todd; Roitman, Judith A. (American Mathematical Society, 1999-03-08)
      There are models of CH without Ostaszeswki spaces. If X is locally compact and sub-Ostaszewski, there is a forcing PX which does not add reals and which forces ``X is not sub-Ostaszewski''.

    • Revising the NCTM Standards 

      Roitman, Judith A. (American Mathematical Society, 2000-01-01)

    • Adaptive Boundary and Point Control of Linear Stochastic Distributed Parameter Systems 

      Duncan, Tyrone E.; Maslowski, Bozenna J.; Pasik-Duncan, Bozenna (Society for Industrial and Applied Mathematics, 1994-05-05)
      An adaptive control problem for the boundary or the point control of a linear stochastic distributed parameter system is formulated and solved in this paper. The distributed parameter system is modeled by an evolution ...

    • Ergodic Boundary/Point Control of Stochastic Semilinear Systems 

      Duncan, Tyrone E.; Maslowski, Bozenna J.; Pasik-Duncan, Bozenna (Society for Industrial and Applied Mathematics, 1998-03-05)
      A controlled Markov process in a Hilbert space and an ergodic cost functional are given for a control problem that is solved where the process is a solution of a parameter-dependent semilinear stochastic differential ...

    • Discretized Maximum Likelihood and Almost Optimal Adaptive Control of Ergodic Markov Models 

      Duncan, Tyrone E.; Pasik-Duncan, Bozenna; Stettner, L. (Society for Industrial and Applied Mathematics, 1998-04-02)
      Three distinct controlled ergodic Markov models are considered here. The models are a discrete time controlled Markov process with complete observations, a controlled diffusion process with complete observations, and a ...

    • A singular stochastic integral equation 

      Nualart, David; Sanz, Marta (American Mathematical Society, 1982-03-05)
      This note is devoted to the discussion of the stochastic differential equation $ XdX + YdY = 0$, $ X$ and $ Y$ being continuous local martingales. A method to construct solutions of this equation is given.

    • On the Quadratic Variation of Two-Parameter Continuous Martingales 

      Nualart, David (Institute of Mathematical Statistics (IMS), 1984-02-02)
      Let M={M(z),z∈[0,1]2} be a two-parameter square integrable continuous martingale. We prove the sample continuity of the quadratic variation of M using an Ito's differentiation formula for M2.

    • A Characterization of the Spatial Poisson Process and Changing Time 

      Merzbach, Ely; Nualart, David (Institute of Mathematical Statistics (IMS), 1986-02-06)
      Watanabe proved that if Xt is a point process such that Xt−t is a martingale, then Xt is a Poisson process and this result was generalized by Bremaud for doubly stochastic Poisson processes. Here we define two-parameter ...

    • Random Nonlinear Wave Equations: Propagation of Singularities 

      Carmona, Rene; Nualart, David (Institute of Mathematical Statistics (IMS), 1988-02-06)
      We investigate the smoothness properties of the solutions of one-dimensional wave equations with nonlinear random forcing. We define singularities as anomalies in the local modulus of continuity of the solutions. We prove ...

    • A Martingale Approach to Point Processes in the Plane 

      Merzbach, Ely; Nualart, David (Institute of Mathematical Statistics (IMS), 1988-02-05)
      A rigorous definition of two-parameter point processes is given as a distribution of a denumerable number of random points in the plane. A characterization with stopping lines and relation with predictability are obtained. ...

    • On the Relation Between the Stratonovich and Ogawa Integrals 

      Nualart, David; Zakai, M. (Institute of Mathematical Statistics (IMS), 1989-02-05)
      It is shown that for a suitable definition of the nonadapted Stratonovich stochastic integral, the existence of the Ogawa integral implies that the Stratonovich integral exists and the two are equal.

    • Integration by Parts and Time Reversal for Diffusion Processes 

      Millet, A.; Nualart, David; Sanz, Marta (Institute of Mathematical Statistics (IMS), 1989-01-05)
      In this paper we obtain necessary and sufficient conditions for the reversibility of the diffusion property, assuming the existence of a density at every time t. The proofs are based on techniques of the stochastic calculus ...

    • Markov Properties for Point Processes on the Plane 

      Nualart, David; Merzbach, Ely (Institute of Mathematical Statistics (IMS), 1990-02-02)
      It is proved that for a wide class of point processes indexed by the positive quadrant of the plane, and for a class of compact sets in this quadrant, the germ σ-field is equal to the σ-field generated by the values of the ...

    • Boundary Value Problems for Stochastic Differential Equations 

      Nualart, David; Pardoux, E. (Institute of Mathematical Statistics (IMS), 1991)
      In this paper, we study stochastic differential equations with boundary conditions at the endpoints of a time interval (instead of the customary initial condition). We present existence and uniqueness results and study the ...

    • Randomized Stopping Points and Optimal Stopping on the Plane 

      Nualart, David (Institute of Mathematical Statistics (IMS), 1992-08-02)
      We prove that in continuous time, the extremal elements of the set of adapted random measures on R2+ are Dirac measures, assuming the underlying filtration satisfies the conditional qualitative independence property. This ...

    • Large Deviations for a Class of Anticipating Stochastic Differential Equations 

      Millet, A.; Nualart, David; Sanz, Marta (Institute of Mathematical Statistics (IMS), 1992-10-02)
      Consider the family of perturbed stochastic differential equations on Rd, Xεt=Xε0+ε√∫t0σ(Xεs)∘dWs+∫t0b(Xεs)ds, ε>0, defined on the canonical space associated with the standard k-dimensional Wiener process W. We assume that ...

    • Integration by Parts on Wiener Space and the Existence of Occupation Densities 

      Imkeller, Peter; Nualart, David (Institute of Mathematical Statistics (IMS), 1994-03-02)
      We present a general criterion for the existence of an occupation density, which is based on the integration by parts formula on Wiener space. This criterion is applied to two particular examples of anticipating processes. ...