998 resultados para Martingale representation theorem


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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Since its emergence as a discipline, in the nineteenth century (1889), the theory and practice of Archival Science have focused on the arrangement and description of archival materials as complementary and inseparable nuclear processes that aim to classify, to order, to describe and to give access to records. These processes have their specific goals sharing one in common: the representation of archival knowledge. In the late 1980 a paradigm shift was announced in Archival Science, especially after the appearance of the new forms of document production and information technologies. The discipline was then invited to rethink its theoretical and methodological bases founded in the nineteenth century so it could handle the contemporary archival knowledge production, organization and representation. In this sense, the present paper aims to discuss, under a theoretical perspective, the archival representation, more specifically the archival description facing these changes and proposals, in order to illustrate the challenges faced by Contemporary Archival Science in a new context of production, organization and representation of archival knowledge.

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In this note we show that the roots of a polynomial are C∞ depend of the coefficients. The main tool to show this is the Implicit Function Theorem.

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In this paper it is proved that hermitian forms over quaternion division algebras over local fields of characteristic two are classified by their dimension and discriminant.

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In this paper we introduce a type of Hypercomplex Fourier Series based on Quaternions, and discuss on a Hypercomplex version of the Square of the Error Theorem. Since their discovery by Hamilton (Sinegre [1]), quaternions have provided beautifully insights either on the structure of different areas of Mathematics or in the connections of Mathematics with other fields. For instance: I) Pauli spin matrices used in Physics can be easily explained through quaternions analysis (Lan [2]); II) Fundamental theorem of Algebra (Eilenberg [3]), which asserts that the polynomial analysis in quaternions maps into itself the four dimensional sphere of all real quaternions, with the point infinity added, and the degree of this map is n. Motivated on earlier works by two of us on Power Series (Pendeza et al. [4]), and in a recent paper on Liouville’s Theorem (Borges and Mar˜o [5]), we obtain an Hypercomplex version of the Fourier Series, which hopefully can be used for the treatment of hypergeometric partial differential equations such as the dumped harmonic oscillation.

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The focus of this paper is to address some classical results for a class of hypercomplex numbers. More specifically we present an extension of the Square of the Error Theorem and a Bessel inequality for octonions.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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We show that the parametrized Wave-Packet Phase Space representation, which has been studied earlier by one of the authors, is equivalent to a Squeezed States Phase Space Representation of quantum mechanics. © 1988.

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A mapping scheme is presented which takes quantum operators associated to bosonic degrees of freedom into complex phase space integral kernel representatives. The procedure consists of using the Schrödinger squeezed state as the starting point for the construction of the integral mapping kernel which, due to its inherent structure, is suited for the description of second quantized operators. Products and commutators of operators have their representatives explicitly written which reveal new details when compared to the usual q-p phase space description. The classical limit of the equations of motion for the canonical pair q-p is discussed in connection with the effect of squeezing the quantum phase space cellular structure. © 1993.

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A transmission line is characterized by the fact that its parameters are distributed along its length. This fact makes the voltages and currents along the line to behave like waves and these are described by differential equations. In general, the differential equations mentioned are difficult to solve in the time domain, due to the convolution integral, but in the frequency domain these equations become simpler and their solutions are known. The transmission line can be represented by a cascade of π circuits. This model has the advantage of being developed directly in the time domain, but there is a need to apply numerical integration methods. In this work a comparison of the model that considers the fact that the parameters are distributed (Universal Line Model) and the fact that the parameters considered concentrated along the line (π circuit model) using the trapezoidal integration method, and Simpson's rule Runge-Kutta in a single-phase transmission line length of 100 km subjected to an operation power. © 2003-2012 IEEE.

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The new result presented here is a theorem involving series in the three-parameter Mittag-Le er function. As a by-product, we recover some known results and discuss corollaries. As an application, we obtain the solution of a fractional di erential equation associated with a RLC electrical circuit in a closed form, in terms of the two-parameter Mittag-Le er function.