Now showing items 11-20 of 330
Delay differential equations driven by Lévy processes: stationarity and Feller properties
We consider a stochastic delay differential equation driven by a general Lévy process. Both, the drift and the noise term may depend on the past, but only the drift term is assumed to be linear. We show that the segment ...
Differentiable Selections of Set-Valued Mappings
With Application in Stochastic Programming
We consider set-valued mappings defined on a linear normed space with convex closed images in IRn. Our aim is to construct selections which are (Hadamard) directionally differentiable using some approximation of the ...
Solutions of affine stochastic functional differential equations in the state space
In this article we consider solutions of affine stochastic functional differential equations. The drift of these equations is specified by a functional defined on a general function space B which is only described ...
A Unifying Theory Of A Posteriori Finite Element Error Control
Residual-based a posteriori error estimates are derived wihtin a unified setting for lowest-order conforming, nonconforming, and mixed finite element schemes. The various residuals are identified for all techniques and ...
Properties of an interior embedding for solving nonlinear optimization problems
The paper presents a sufficient condition for the success of path, following algorithms with jumps when applied to one-parametric optimization problems. An interior embedding that always fulfils the mentioned sufficient ...
On the stability of the Abramov transfer for differential-algebraic equations of index 1
The transfer of boundary conditions for ordinary differential equations developed by Abramov is a stable method for representing the solution spaces of linear boundary value problems. Instead of boundary value problems, ...