Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups
نویسندگان
چکیده
Stochastic equations indexed by negative integers and taking values in compact groups are studied. Extremal solutions of the equations are characterized in terms of infinite products of independent random variables. This result is applied to characterize several properties of the set of all solutions in terms of the law of the driving noise.
منابع مشابه
Extremal Positive Solutions For The Distributed Order Fractional Hybrid Differential Equations
In this article, we prove the existence of extremal positive solution for the distributed order fractional hybrid differential equation$$int_{0}^{1}b(q)D^{q}[frac{x(t)}{f(t,x(t))}]dq=g(t,x(t)),$$using a fixed point theorem in the Banach algebras. This proof is given in two cases of the continuous and discontinuous function $g$, under the generalized Lipschitz and Caratheodory conditions.
متن کاملExistence of Extremal Solutions for Impulsive Delay Fuzzy Integrodifferential Equations in $n$-dimensional Fuzzy Vector Space
In this paper, we study the existence of extremal solutions forimpulsive delay fuzzy integrodifferential equations in$n$-dimensional fuzzy vector space, by using monotone method. Weshow that obtained result is an extension of the result ofRodr'{i}guez-L'{o}pez cite{rod2} to impulsive delay fuzzyintegrodifferential equations in $n$-dimensional fuzzy vector space.
متن کاملRandom differential inequalities and comparison principles for nonlinear hybrid random differential equations
In this paper, some basic results concerning strict, nonstrict inequalities, local existence theorem and differential inequalities have been proved for an IVP of first order hybrid random differential equations with the linear perturbation of second type. A comparison theorem is proved and applied to prove the uniqueness of random solution for the considered perturbed random differential eq...
متن کاملCyclic Systems of Simultaneous Congruences
for fixed nonzero integers (r, s) with r > 0 and (r, s) = 1. It shows there are finitely many solutions in positive integers qi ≥ 1, and obtains sharp bounds on the maximal size of solutions for almost all (r, s). The extremal solutions for r = s = 1 are related to Sylvester’s sequence 2, 3, 7, 43, 1807, .... If the positivity condition on the integers qi is dropped, then for r = 1 these system...
متن کاملA wavelet method for stochastic Volterra integral equations and its application to general stock model
In this article,we present a wavelet method for solving stochastic Volterra integral equations based on Haar wavelets. First, we approximate all functions involved in the problem by Haar Wavelets then, by substituting the obtained approximations in the problem, using the It^{o} integral formula and collocation points then, the main problem changes into a system of linear or nonlinear equation w...
متن کامل