共查询到20条相似文献,搜索用时 46 毫秒
1.
2.
Let
be a continuous semimartingale and let
be a continuous function of bounded variation. Setting
and
suppose that a continuous function
is given such that F is C1,2 on
and F is
on
. Then the following change-of-variable formula holds:
where
is the local time of X at the curve b given by
and
refers to the integration with respect to
. A version of the same formula derived for an Itô diffusion X under weaker conditions on F has found applications in free-boundary problems of optimal stopping. 相似文献
3.
Polynomial Approximations on a Family of Two Segments 总被引:1,自引:1,他引:0
Introduce the notation:
,is the union of two segments [- 1,1] and
is the Holder class with exponent on
is the Green function of the set
with a logarithmic pole at infinity,
0,\rho _h (z,\varepsilon ) = {\text{dist(}}z,L_h (\varepsilon ))$$
" align="middle" border="0">
. We prove the following result: There exist positive constants b()and a() depending only on such that if
then
.Bibliography: 3 titles. 相似文献
4.
S. Ya. Makhno 《Journal of Mathematical Sciences》1991,53(1):62-65
We study the behavior as 0 of the solution of the equation with periodic coefficients
相似文献
5.
In this paper, we give an Lp-Lq-version of Morgans theorem for the Dunkl-Bessel transform
on
More precisely, we prove that for all
and
then for all measurable function f on
the conditions
and
imply f = 0, if and only if
where
are the Lebesgue spaces associated with the Dunkl-Bessel transform.Received: November 21, 2003 Revised: April 26, 2004 Accepted: May 28, 2004 相似文献
6.
Iosif Pinelis 《Probability Theory and Related Fields》2007,139(3-4):605-635
Let be independent identically distributed random variables each having the standardized Bernoulli distribution with parameter
. Let if and . Let . Let f be such a function that f and f′′ are nondecreasing and convex. Then it is proved that for all nonnegative numbers one has the inequality where . The lower bound on m is exact for each . Moreover, is Schur-concave in .
A number of corollaries are obtained, including upper bounds on generalized moments and tail probabilities of (super)martingales
with differences of bounded asymmetry, and also upper bounds on the maximal function of such (super)martingales. Applications
to generalized self-normalized sums and t-statistics are given.
相似文献
7.
Hansjörg Linden 《Integral Equations and Operator Theory》1992,15(4):568-588
In this paper operator functions of type
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