87 research outputs found
An Approximation Scheme for Reflected Stochastic Differential Equations
In this paper we consider the Stratonovich reflected stochastic differential
equation in a bounded domain \O
which satisfies conditions, introduced by Lions and Sznitman, which are
specified below. Letting be the -dyadic piecewise linear
interpolation of what we show is that one can solve the reflected
ordinary differential equation and that the distribution of the pair
converges weakly to that of . Hence, what we prove
is a distributional version for reflected diffusions of the famous result of
Wong and Zakai. Perhaps the most valuable contribution made by our procedure
derives from the representation of in terms of a projection of
. In particular, we apply our result in hand to derive some
geometric properties of coupled reflected Brownian motion in certain domains,
especially those properties which have been used in recent work on the "hot
spots" conjecture for special domain.Comment: 26 pages, 4 figure
A characterization of harmonic measure and Markov processes whose hitting distributions are preserved by rotations translations and dilatations
A characterization of harmonic measure and Markov processes whose hitting distributions are preserved by rotations translations and dilatations
Blackwell-Optimal Strategies in Priority Mean-Payoff Games
We examine perfect information stochastic mean-payoff games - a class of
games containing as special sub-classes the usual mean-payoff games and parity
games. We show that deterministic memoryless strategies that are optimal for
discounted games with state-dependent discount factors close to 1 are optimal
for priority mean-payoff games establishing a strong link between these two
classes
Basic Atomic Physics
Contains reports on five research projects.National Science Foundation Grant PHY 89-19381National Science Foundation Grant PHY 92-21489U.S. Navy - Office of Naval Research Grant N00014-90-J-1322Joint Services Electronics Program Contract DAAL03-92-C-0001National Science Foundation Grant PHY 89-21769U.S. Army - Office of Scientific Research Grant DAAL03-92-G-0229U.S. Navy - Office of Naval Research Grant N00014-89-J-1207U.S. Navy - Office of Naval Research Grant N00014-90-J-164
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