1,721,450 research outputs found
Poisson imbedding meets the Clark-Ocone formula *
No full textIn this paper we develop a representation formula of Clark-Ocone type for any integrable Poisson functionals, which extends the Poisson imbedding for point processes. This repre- sentation formula differs from the classical Clark-Ocone formula on three accounts. First the representation holds with respect to the Poisson measure instead of the compensated one; second the representation holds true in L1 and not in L2; and finally contrary to the classical Clark-Ocone formula the integrand is defined as a pathwise operator and not as a L2-limiting object. We make use of Malliavin’s calculus and of the pseudo-chaotic decomposition with uncompensated iteraded integrals to establish this Pseudo-Clark-Ocone representation formula and to characterize the integrand, which turns out to be a pre- dictable integrable process
Poisson imbedding meets the Clark-Ocone formula *
No full textIn this paper we develop a representation formula of Clark-Ocone type for any integrable Poisson functionals, which extends the Poisson imbedding for point processes. This repre- sentation formula differs from the classical Clark-Ocone formula on three accounts. First the representation holds with respect to the Poisson measure instead of the compensated one; second the representation holds true in L1 and not in L2; and finally contrary to the classical Clark-Ocone formula the integrand is defined as a pathwise operator and not as a L2-limiting object. We make use of Malliavin’s calculus and of the pseudo-chaotic decomposition with uncompensated iteraded integrals to establish this Pseudo-Clark-Ocone representation formula and to characterize the integrand, which turns out to be a pre- dictable integrable process
Statistical thermodynamic theory of the cell cycle:The state variables of a collection of cells
No full textWe have recently presented a series of papers [A. Kummer, R. Ocone, Physica A 321 (2003) 587; A. Kummer, R. Ocone, Chem. Phys. Lett. 377 (2003) 627; A. Kummer, R. Ocone, Chem. Phys. Lett. 388 (2004) 322] where a thermodynamic theory of the cell cycle has been introduced and the analogy with the kinetic theory has been discussed. Based on such conceptual framework, here we clarify the concept of metabolic temperature [A. Kummer, R. Ocone, Physica A 321 (2003) 587], we show how the latter is extended from a single cell to a collection of cells and we discuss the significance of thermodynamic-like variables such as pressure. In deriving the explicit form (the constitutive relation) for the metabolic pressure, we conclude that any other state variable for the cellular 'ensemble' can be derived from the theory. © 2004 Elsevier B.V. All rights reserved.</p
Poisson imbedding meets the Clark-Ocone formula *
No full textIn this paper we develop a representation formula of Clark-Ocone type for any integrable Poisson functionals, which extends the Poisson imbedding for point processes. This repre- sentation formula differs from the classical Clark-Ocone formula on three accounts. First the representation holds with respect to the Poisson measure instead of the compensated one; second the representation holds true in L1 and not in L2; and finally contrary to the classical Clark-Ocone formula the integrand is defined as a pathwise operator and not as a L2-limiting object. We make use of Malliavin’s calculus and of the pseudo-chaotic decomposition with uncompensated iteraded integrals to establish this Pseudo-Clark-Ocone representation formula and to characterize the integrand, which turns out to be a pre- dictable integrable process
Poisson imbedding meets the Clark-Ocone formula *
No full textIn this paper we develop a representation formula of Clark-Ocone type for any integrable Poisson functionals, which extends the Poisson imbedding for point processes. This repre- sentation formula differs from the classical Clark-Ocone formula on three accounts. First the representation holds with respect to the Poisson measure instead of the compensated one; second the representation holds true in L1 and not in L2; and finally contrary to the classical Clark-Ocone formula the integrand is defined as a pathwise operator and not as a L2-limiting object. We make use of Malliavin’s calculus and of the pseudo-chaotic decomposition with uncompensated iteraded integrals to establish this Pseudo-Clark-Ocone representation formula and to characterize the integrand, which turns out to be a pre- dictable integrable process
Poisson imbedding meets the Clark-Ocone formula *
No full textIn this paper we develop a representation formula of Clark-Ocone type for any integrable Poisson functionals, which extends the Poisson imbedding for point processes. This repre- sentation formula differs from the classical Clark-Ocone formula on three accounts. First the representation holds with respect to the Poisson measure instead of the compensated one; second the representation holds true in L1 and not in L2; and finally contrary to the classical Clark-Ocone formula the integrand is defined as a pathwise operator and not as a L2-limiting object. We make use of Malliavin’s calculus and of the pseudo-chaotic decomposition with uncompensated iteraded integrals to establish this Pseudo-Clark-Ocone representation formula and to characterize the integrand, which turns out to be a pre- dictable integrable process
A generalized clark-ocone formula
Full text link60H25 (60H07 60H40 60J55 60J65)We extend the Clark-Ocone formula to a suitable class of generalized Brownian functionals. As an example we derive a representation of Donsker's delta function as (limit of) a stochastic integral
A Generalized Clark-Ocone Formula
No full textde Faria M, Joao Oliveira M, Streit L. A Generalized Clark-Ocone Formula. Random Operators & Stochastic Equations. 2000;8(2):163-174
Unsteady compressible flow of granular materials
No full textElementary compressible flow problems of granular materials have been analyzed in the past few years, and even only moderately complex problems present subtle difficulties, because of inelasticity of particle-particle collisions. Some analogies with classical gas dynamics exist, and those make it possible to approach basic problems using tools used there. Some results can be obtained from such an approach: standing compression and rarefaction waves, thermal relaxation tails, and the like.</p
- …
