Weak and strong solutions of general stochastic models

Weak and strong solutions of general stochastic models

Typically, a stochastic model relates stochastic “inputs” and, perhaps, controls to stochastic “outputs”. A general version of the Yamada-Watanabe and Engelbert theorems relating existence and uniqueness of weak and strong solutions of stochastic equations is given in this context. A notion of compatibility between inputs and outputs is critical in relating the general result to its classical f...

Identifiability of Dynamic Stochastic General Equilibrium Models with Covariance Restrictions

This article is concerned with identification problem of parameters of Dynamic Stochastic General Equilibrium Models with emphasis on structural constraints, so that the number of observable variables is equal to the number of exogenous variables. We derived a set of identifiability conditions and suggested a procedure for a thorough analysis of identification at each point in the parameters sp...

Strong Topological Regularity and Weak Regularity of Banach Algebras

In this article we study two different generalizations of von Neumann regularity, namely strong topological regularity and weak regularity, in the Banach algebra context. We show that both are hereditary properties and under certain assumptions, weak regularity implies strong topological regularity. Then we consider strong topological regularity of certain concrete algebras. Moreover we obtain ...

Weak-strong Uniqueness for Measure-valued Solutions

We prove the weak-strong uniqueness for measure-valued solutions of the incompressible Euler equations. These were introduced by R.DiPerna and A.Majda in their landmark paper [10], where in particular global existence to any L initial data was proven. Whether measure-valued solutions agree with classical solutions if the latter exist has apparently remained open. We also show that DiPerna’s mea...

Weak and strong solutions of equations of compressible magnetohydrodynamics