So this is a work based on the previous and ongoing works with Professor Everal do Bonoto
and Professor Marcel Fedder, so both from University of São Paulo.
And I thought, although the title of my talk induced the study of stability, I'm going
to emphasize in the presentation of a new class of equations which we call generalized
stochastic equation and I'm going to talk that this new kind of equation actually
encompasses lots of stochastic equations. So at the end, any theory in this new class
of equations is a unifying theory. In order to do that, I'm going first give a motivation
of our research, so I'm going to talk about modern integration theory and generalize of
these. Then I'm going to start to talk about stochastic calculus, present our main tool
here and stability outcomes. So first, I know most of you are going to be mad at me at this
time because my goal now is to convince you that neither Heumann or Lebesgue integral
are a fully satisfactory theory. So the first one is Heumann, it's the first integral that
we learn, it's the first one that we're thinking about when we are studying calculus, but Heumann
integral is quite limited. It's limited not only by bounded functions but also to functions
who have elementary antiderivatives, this is the fundamental theory of calculus. Also
the Heumann integral does not yield good conversion theorems, for instance a sequence of Heumann
integrable functions may converge, point-wise, to non-Hemann integrable functions, so this
is an example. If I would take Rn, a sequence of irrational numbers and define f1 of x being
1 if x is the first rational number, f2 is 1 if x is the first two rational numbers and
so on, all of these functions here are Heumann integrable but they converge to the direct
functions which we know that's not Heumann integrable. So Lebesgue tried to overcome all
these limitations and in fact he did, but even to define the Lebesgue integral we required
a considerable amount of measured theory, so it's a complex method. Also the Lebesgue
integral adds additional constraints on the fundamental theorem of calculus as we're going
to see and there are still a large number of functions which cannot be integrated and
it does not guarantee that every derivative is integrable. For example, if I take capital
F like this and G the derivative of F, G is not Lebesgue integrable because it's unbounded
of unbounded variations, not absolutely integrable. And in comparing with the improper Heumann
integral and with the Lebesgue integral we find that neither is strictly more general
than the other one. So in the Fivics, Hanestock and Kurzweil separately start to define a
new type of integral which we call Hanestock-Kurzweil integral and in their definition the Heumann
approach is preserved. The only difference is how they take the divisions. So in the
Heumann integral our subintervals are bounded, are limited by a constant delta. In the Hanestock-Kurzweil
integral those subintervals are bounded by a positive function which is called gauge
and also denoted by delta. So let's see. So our tag division of an interval here AB is
a point interval pair so tau E and subintervals where tau E our tag is a point of our interval
here. So given a positive function we say that this tag division here is delta phi and
whenever this inclusion here holds. So this is a geometric representation of delta phi
and fineness. So as we can see our subinterval is contained in a bigger interval whose length
is given by two delta applied or valued in our tag. So Kuzilev ensures that for every
gauge there is always a delta phi tag division. So the definition of Kurzweil integral is
the following. We consider X a Banach space, a function U defined from AB times MB into
X is Hanestock-Kurzweil integrable if there is an element in our Banach space that this
inequality here holds for all delta phi tag division. And we denote the Kurzweil integral
by this capital D here. So if you define U of tau t is equal to F of tau g of t so the
sum that appears in the definition of the Kurzweil integral is like the Perron-Stielt
sum, the Hiemann-Stielt sum. So this means that the Kurzweil integral is equal to the
Perron-Stielt integral and just the notation when g is the identity functions we call this
integral here by Perron. So let's see some advantages of these integrals. So using the
delta phi division instead of the traditional one we have more variation in how we can choose
Presenters
Dr. Fernanda Andrade da Silva
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00:27:42 Min
Aufnahmedatum
2024-06-14
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2024-06-17 14:02:52
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Lecture: Unifying stability theory for stochastic equations