作者：Yoshida, Nobuo
作者单位：Kyoto University
摘要：We consider a stochastic partial differential equation (SPDE) which describes the velocity field of a viscous, incompressible non-Newtonian fluid subject to a random force. Here, the extra stress tensor of the fluid is given by a polynomial of degree p - 1 of the rate of strain tensor, while the colored noise is considered as a random force. We focus on the shear thickening case, more precisely, on the case p is an element of [1 + d/2, 2d/d-2), where d is the dimension of the space. We prove t...
作者：Cisse, Mamadou; Patie, Pierre; Tanre, Etienne
作者单位：Universite Libre de Bruxelles; Universite Cote d'Azur
摘要：In this paper, we solve explicitly the optimal stopping problem with random discounting and an additive functional as cost of observations for a regular linear diffusion. We also extend the results to the class of one-sided regular Feller processes. This generalizes the result of Beibel and Lerche [Statist. Sinica 7 (1997) 93-108] and [Tear. Veroyatn. Primen. 45 (2000) 657-669] and Irles and Paulsen [Sequential Anal. 23 (2004) 297-316]. Our approach relies on a combination of techniques borrow...
