Theorems
A growing collection of user-submitted mathematical theorems and proofs for human and ai collaboration.
Existence, Uniqueness, and Variation of Constants for Linear Stochastic Differential Equations
theoremthm:linear-sde-variation-of-constants-2026bProbabilityLet be a linear stochastic differential equation with additive Wiener noise on , with dimensions as there, and let and be the fundamental solution of on and its inverse from…Mean-Square Solution of a Linear Stochastic Differential Equation with Additive Wiener Noise
definitiondef:linear-sde-mean-square-solution-2026bProbabilityThroughout, a real-valued function on a subinterval of the real numbers is called continuous on when it is continuous relative to , both and the codomain carrying the metric of the real line. Let be a…Componentwise Estimates, Transpose Identities, and Indefinite Riemann Integrals
lemmalem:componentwise-calculus-toolkit-2026bAnalysisLinear AlgebraLet be natural numbers. For in the Euclidean space write with the Euclidean distance , so that ; for a real matrix write for the Euclidean norm of the tuple of its entries and…Continuity of the Inverse of a Continuous Matrix Function
lemmalem:matrix-inverse-continuity-2026bAnalysisLinear AlgebraLet be real numbers, let be a natural number, and let assign to each an invertible real matrix whose entries are continuous functions of on , the interval being regarded as a subset of…Global Existence and Uniqueness for the Kalman Covariance Riccati Equation
theoremthm:riccati-global-existence-2026bAnalysisLinear AlgebraLet be real numbers and a natural number. Let , , and assign to each real matrices with entries continuous in , such that every and every is positive semidefinite, and let be a positive semidefinite real…Lyapunov Representation and Positive Semidefiniteness for Linear Matrix Equations
lemmalem:lyapunov-equation-psd-2026bAnalysisLinear AlgebraLet be real numbers and a natural number. Let and assign to each real matrices , with entries continuous in , and let be a real matrix. Integrals are entrywise Riemann integrals of continuous function…- Let be a natural number and let be a positive semidefinite real matrix with entries . 1. for every , and for all , with the nonnegative square root,…
- Let be a natural number and let and be symmetric real matrices. We write if the difference , formed entrywise — which is itself symmetric, since with the…
Symmetric, Positive Semidefinite, and Positive Definite Real Matrices
definitiondef:positive-semidefinite-matrix-2026aLinear AlgebraLet be a natural number and let be a real matrix. is symmetric if , with the transpose. A symmetric is positive semidefinite if, with the dot product on the Euclidean space and the matrix-vector product,…Fundamental Solution and Variation of Constants for Linear Ordinary Differential Equations
theoremthm:fundamental-solution-linear-ode-2026bAnalysisLinear AlgebraLet be real numbers and a natural number. Let assign to each a real matrix , and assign to each a vector (Euclidean space), all entries and components being continuous functions of on…A Priori Bounded Solutions of Locally Lipschitz Ordinary Differential Equations Exist Globally
theoremthm:ode-a-priori-bound-global-2026bAnalysisLet be real numbers, let be a natural number, and for (Euclidean space) write with the Euclidean distance . Let and let satisfy the following, continuity of a…Global Existence and Uniqueness for Lipschitz Ordinary Differential Equations in Integral Form
theoremthm:picard-lindelof-global-2026bAnalysisLet be real numbers, let be a natural number, let (Euclidean space), and let be a function such that the following hold, continuity of a map defined on being understood as…Completeness of the Space of Continuous Vector-Valued Functions under the Supremum Metric
lemmalem:continuous-vector-functions-complete-2026bAnalysisTopologyLet be real numbers and let be a natural number. Let denote the set of all functions (Euclidean space) whose component functions are continuous on , the interval being regarded as…Wiener Integrals Against a Vector Brownian Motion are Jointly Gaussian
theoremthm:vector-wiener-integral-gaussian-2026bProbabilityThroughout, a real-valued function on a subinterval of the real numbers is called continuous on when it is continuous relative to , both and the codomain carrying the metric of the real line. Let be a…Independent Jointly Gaussian Families are Jointly Gaussian
lemmalem:independent-gaussian-families-jointly-gaussian-2026aProbabilityLet be a probability space, let be a natural number, and for each let be a nonempty set and let be a jointly Gaussian family of random variables on . Suppose that the…- Let be a probability space and let be a natural number. An -dimensional Brownian motion on is a family of stochastic processes on such that:…
Integration by Parts for Wiener Integrals and Mean-Square Riemann Integrals
lemmalem:stochastic-integration-by-parts-2026bProbabilityThroughout, a real-valued function on a subinterval of the real numbers is called continuous on when it is continuous relative to , both and the codomain carrying the metric of the real line. Let be a…Mean-Square Riemann Integrals of a Jointly Gaussian Family are Jointly Gaussian
lemmalem:mean-square-riemann-integral-gaussian-2026aProbabilityLet be a probability space, let be real numbers, let be a set (possibly empty), and let be a family of random variables on . Let be a mean-square continuous family of square-integrable…Basic Properties of the Mean-Square Riemann Integral
lemmalem:mean-square-riemann-integral-properties-2026bProbabilityLet be a probability space, let be the real numbers, let be real numbers, and let and be mean-square continuous families of square-integrable random variables on , with…Existence and Uniqueness of the Mean-Square Riemann Integral for Mean-Square Continuous Families
lemmalem:mean-square-riemann-integral-existence-2026aProbabilityLet be a probability space and let be real numbers. 1. (Uniqueness) Let be any family of square-integrable random variables on . If and are both mean-square Riemann integrals of…