16 resultados para Martingale representation theorem

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)


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We present a version of the Poincare-Bendixson Theorem on the Klein bottle K(2) for continuous vector fields. As a consequence, we obtain the fact that K(2) does not admit continuous vector fields having a omega-recurrent injective trajectory.

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We use an inequality due to Bochnak and Lojasiewicz, which follows from the Curve Selection Lemma of real algebraic geometry in order to prove that, given a C(r) function f : U subset of R(m) -> R, we have lim(y -> xy is an element of crit(f)) vertical bar f(y) - f(x)vertical bar/vertical bar y - x vertical bar(r) = 0, for all x is an element of crit(f)` boolean AND U, where crit( f) = {x is an element of U vertical bar df ( x) = 0}. This shows that the so-called Morse decomposition of the critical set, used in the classical proof of the Morse-Sard theorem, is not necessary: the conclusion of the Morse decomposition lemma holds for the whole critical set. We use this result to give a simple proof of the classical Morse-Sard theorem ( with sharp differentiability assumptions).

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In the present paper we obtain a new homological version of the implicit function theorem and some versions of the Darboux theorem. Such results are proved for continuous maps on topological manifolds. As a consequence. some versions of these classic theorems are proved when we consider differenciable (not necessarily C-1) maps.

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The Hartman-Grobman Theorem of linearization is extended to families of dynamical systems in a Banach space X, depending continuously on parameters. We prove that the conjugacy also changes continuously. The cases of nonlinear maps and flows are considered, and both in global and local versions, but global in the parameters. To use a special version of the Banach-Caccioppoli Theorem we introduce equivalent norms on X depending on the parameters. The functional setting is suitable for applications to some nonlinear evolution partial differential equations like the nonlinear beam equation.

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We consider semidynamical systems with impulse effects at variable times and we discuss some properties of the limit sets of orbits of these systems such as invariancy, compactness and connectedness. As a consequence we obtain a version of the Poincare-Bendixson Theorem for impulsive semidynamical systems. (C) 2008 Elsevier Inc. All rights reserved.

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Specific choices about how to represent complex networks can have a substantial impact on the execution time required for the respective construction and analysis of those structures. In this work we report a comparison of the effects of representing complex networks statically by adjacency matrices or dynamically by adjacency lists. Three theoretical models of complex networks are considered: two types of Erdos-Renyi as well as the Barabasi-Albert model. We investigated the effect of the different representations with respect to the construction and measurement of several topological properties (i.e. degree, clustering coefficient, shortest path length, and betweenness centrality). We found that different forms of representation generally have a substantial effect on the execution time, with the sparse representation frequently resulting in remarkably superior performance. (C) 2011 Elsevier B.V. All rights reserved.

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Charge density and magnetization density profiles of one-dimensional metals are investigated by two complementary many-body methods: numerically exact (Lanczos) diagonalization, and the Bethe-Ansatz local-density approximation with and without a simple self-interaction correction. Depending on the magnetization of the system, local approximations reproduce different Fourier components of the exact Friedel oscillations. (C) 2008 Elsevier B.V. All rights reserved.

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In this work we construct the stationary measure of the N species totally asymmetric simple exclusion process in a matrix product formulation. We make the connection between the matrix product formulation and the queueing theory picture of Ferrari and Martin. In particular, in the standard representation, the matrices act on the space of queue lengths. For N > 2 the matrices in fact become tensor products of elements of quadratic algebras. This enables us to give a purely algebraic proof of the stationary measure which we present for N=3.

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For finite Moufang loops, we prove an analog of the first Sylow theorem giving a criterion for the existence of a p-Sylow subloop. We also find the maximal order of p-subloops in the Moufang loops that do not possess p-Sylow subloops. (c) 2009 Elsevier Inc. All rights reserved.

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Following the lines of the celebrated Riemannian result of Gromoll and Meyer, we use infinite dimensional equivariant Morse theory to establish the existence of infinitely many geometrically distinct closed geodesics in a class of globally hyperbolic stationary Lorentzian manifolds.

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We prove an existence result for local and global G-structure preserving affine immersions between affine manifolds. Several examples are discussed in the context of Riemannian and semi-Riemannian geometry, including the case of isometric immersions into Lie groups endowed with a left-invariant metric, and the case of isometric immersions into products of space forms.

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Let R be a noncommutative central simple algebra, the center k of which is not absolutely algebraic, and consider units a,b of R such that {a,a(b)} freely generate a free group. It is shown that such b can be chosen from suitable Zariski dense open subsets of R, while the a can be chosen from a set of cardinality \k\ (which need not be open).

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We prove the semi-Riemannian bumpy metric theorem using equivariant variational genericity. The theorem states that, on a given compact manifold M, the set of semi-Riemannian metrics that admit only nondegenerate closed geodesics is generic relatively to the C(k)-topology, k=2, ..., infinity, in the set of metrics of a given index on M. A higher-order genericity Riemannian result of Klingenberg and Takens is extended to semi-Riemannian geometry.

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In this work, we show for which odd-dimensional homotopy spherical space forms the Borsuk-Ulam theorem holds. These spaces are the quotient of a homotopy odd-dimensional sphere by a free action of a finite group. Also, the types of these spaces which admit a free involution are characterized. The case of even-dimensional homotopy spherical space forms is basically known.

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The problem of classification of Jordan bit-nodules over (non-semisimple) finite dimensional Jordan algebras with respect to their representation type is considered. The notions of diagram of a Jordan algebra and of Jordan tensor algebra of a bimodule are introduced and a mapping Qui is constructed which associates to the diagram of a Jordan algebra J the quiver of its universal associative enveloping algebra S(J). The main results are concerned with Jordan algebras of semi-matrix type, that is, algebras whose semi-simple component is a direct sum of Jordan matrix algebras. In this case, criterion of finiteness and tameness for one-sided representations are obtained, in terms of diagram and mapping Qui, for Jordan tensor algebras and for algebras with radical square equals to 0. (c) 2010 Elsevier Inc. All rights reserved.