We prove that a class of stochastic differential equations with multiplicative noise has a unique solution in a noncommutative L2 space associated with a von Neumann algebra. As examples we consider usual L2 on a measure space, Hilbert-Schmidt operators and a hyperfinite II1-factor. A problem of finding an inverse of the solution is then discussed. Finally, we explain how a stochastic different...

It has been difficult to isolate the factors that limit contrast discrimination, one of the most fundamental aspects of the visual system. claim to have found a method that can answer the question of why discrimination thresholds increase with reference contrast. Is it because of a saturating contrast response function or because of increasing (multiplicative) noise? Based on four datasets they...

A multiattribute utility function can be represented by a function of single-attribute utility functions if the decision maker’s preference satisfies additive independence or mutually utility independence. Additive independence is a preference condition stronger than mutually utility independence, and the multiattribute utility function is in the additive form if the former condition is satisfi...

In this paper, at first the elemantary and basic concepts of multiplicative discrete and continous differentian and integration introduced. Then for these kinds of differentiation invariant functions the general solution of discrete and continous multiplicative differential equations will be given. Finaly a vast class of difference equations with variable coefficients and nonlinear difference e...

‎Let G=(V,E) be a simple connected graph with vertex set V and edge set E. The first, second and third Zagreb indices of G are respectivly defined by: $M_1(G)=sum_{uin V} d(u)^2, hspace {.1 cm} M_2(G)=sum_{uvin E} d(u).d(v)$ and $ M_3(G)=sum_{uvin E}| d(u)-d(v)| $ , where d(u) is the degree of vertex u in G and uv is an edge of G connecting the vertices u and v. Recently, the first and second m...

In this paper, a new variational model for restoring blurred images with multiplicative noise is proposed. Based on the statistical property of the noise, a quadratic penalty function technique is utilized in order to obtain a strictly convex model under a mild condition, which guarantees the uniqueness of the solution and the stabilization of the algorithm. For solving the new convex variation...

According to the Erdős discrepancy conjecture, for any infinite ±1 sequence, there exists a homogeneous arithmetic progression of unbounded discrepancy. In other words, for any ±1 sequence (x1, x2, ...) and a discrepancy C, there exist integers m and d such that | ∑ m i=1 xi·d| > C. This is an 80-year-old open problem and recent development proved that this conjecture is true for discrepancies ...

In this paper, an effective computational algorithm is proposed for a class of linear multiplicative problem (P), which have broad applications in financial optimization, economic plan, engineering designs and stability analysis of nonlinear systems, and so on. By utilizing piecewise linearization technique underestimates the objective function, linear relaxation programming of the original lin...