F-粗积分与(F)-粗积分的关系

在F-粗积分、■-粗积分定义的基础上研究了F-粗积分与■-粗积分之间的关系及粗变化度与粗萎缩度和粗扩充度、粗变化率与粗萎缩率和粗扩充率的关系。     

多种方法巧证概率积分intgral from n=-∞ to +∞(1/(2π)~(1/2)·e~(-(x~2/2))dx=1)

利用变量代换、微分中值定理、积分几何意义、积分性质及夹逼定理、Γ -函数和β-函数关系等方法 ,对服从标准正态分布的随机变量 X ,其密度函数的概率积分公式 ,给出了多种证明方法 .     

多种方法巧证概率积分∫+∞ -∞ 1/(√2)π·e-x2/2dx＝1

利用变量代换，微分中值定理，积分几何意义，积分性质及夹逼定理，Γ-函数和β-函数关系等方法，对服从标准正态分布的随机变量X，其密度函数的概率积分公式，给出了多种证明方法。     

关于随机赋范模中最佳逼近的一个注记

证明了随机赋范模中一个点是其任一子模的依概率范数的弱最佳逼近点当且仅当它是该子模的依概率范数的最佳逼近点,亦当且仅当该点是该子模的依随机范数的最佳逼近点.利用这些关系我们可以借助于随机赋范模的最近进展获得许多概率赋范空间中的新的最佳逼近定理.     

函数S-粗集对偶与F-粗边际规律

函数单向S粗集对偶(dual offunction one direction singular rough sets)是函数S粗集的基本形式之一,函数单向S-粗集对偶具有动态特性与规律(函数)特性.函数S粗集(function singular rough sets)是把函数概念引入到S粗集内(singular rough sets)改进S粗集得到的把导数概念与函数单向S粗集对偶交叉、渗透给出粗边际规律F-粗边际规律概念;给出粗边际规律F-粗边际规律特征;给出F-粗边际规律与粗边际规律的关系;给出F-粗边际规律在经济信息系统中的应用     

索赔为稀疏过程的双复合 Poisson风险模型

研究了一类风险过程,其中保费收入为复合Poisson过程,而描述索赔发生的计数过程为保单到达过程的p-稀疏过程.给出了生存概率满足的积分方程及其在指数分布下的具体表达式,得到了破产概率满足的Lundberg不等式、最终破产概率及有限时间内破产概率的一个上界和生存概率的积分-微分方程,且通过数值例子,分析了初始准备金、保费收入、索赔支付及保单的平均索赔比例对保险公司破产概率的影响.     

可测函数序列关于弱收敛概率测度序列积分的极限定理

研究了可测函数序列关于弱收敛概率测度序列积分的极限定理及其控制收敛定理,并给出了概率测度弱收敛的若干新的等价条件.     

F-稳态映射的Liouville型定理

该文讨论了F-稳态映射的Liouville型定理,并证明了当初始流形的截面曲率满足某些非正条件、F满足F-p-条件时,具有有限F能量的F-稳态映射是常值映射.作者也研究了一类特殊的F-稳态映射,即服从积分F-守恒律的映射,并证明了一个类似的Liouville型定理,该定理的曲率假定和F-p-条件和上述定理相同,但F-能量有限性被替换成更弱的F-能量慢发散条件.     

单调集函数的连续性与可测函数序列的收敛

引了单调集函数的几种连续性并且讨论了它们与可测函数依测度收敛之间的关系,给出可加测度论中的Lesbegue定理在单调测度空间上的4种推广形式。讨论单调集函数的连续性和模糊积分与Choquet积分的单调收敛定理之间的等价性。证明Choquet积分的控制收敛定理。     

λ-粗模糊集的分解

在模糊等价关系的基础上建立了λ-等价类和给出了λ-粗集的一般形式,根据等价关系R~强λ-截集的定义给出了强λ-等价类的定义和λ-强粗集的形式;然后根据模糊集与普通集合的分解定理,给出λ-粗模糊集的分解定理的几种形式;最后由λ-粗模糊集的分解定理可以求出R~-粗模糊集,并给出了R~-粗模糊集的几种表示形式。     

F粗积分与它的度量(英文)

F-rough integrals is defined on the basis of the dual of function one direction S-rough sets,which has dynamic characteristics.Using F-rough integrals,the concepts of expansion measurement-expansion degree and expansion ratio are given.By expansion degree and expansion ratio the changing extent can be expressed with numbers,and the recognition principle of attribute effect on function equivalences is got.     

On multiple integrals of special form

Multiple integrals generalizing the iterated kernels of integral operators are expressed as single integrals in the case of a special representation of the kernel (this is our theorem). Besides integral equations, Markov processes involve these integrals as well. As a consequence of the theorem, we obtain transition probability densities of certain Markov processes. As an illustration, we consider nine examples.     

Some properties of set-valued stochastic integrals

The present paper is devoted to properties of set-valued stochastic integrals defined as some special type of set-valued random variables. In particular, it is shown that if the probability base is separable or probability measure is nonatomic then defined set-valued stochastic integrals can be represented by a sequence of Itô?s integrals of nonanticipative selectors of integrated set-valued processes. Immediately from Michael?s continuous selection theorem it follows that the indefinite set-valued stochastic integrals possess some continuous selections. The problem of integrably boundedness of set-valued stochastic integrals is considered. Some remarks dealing with stochastic differential inclusions are also given.     

Concerning a Kind of Integrals of Cinmplex-Valued Functions of Large Numbers

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关于一类复值大数的积分（英）

Here presented are two limit theorems for a kind of integrals involvingcomplex-valued functions of large numbers. The form of integrals may be regardedas a natural generalization of those integrals occured in the probability limit theoremsof Chung and Erds. Our main result is Theorem 2 whose Proof rests upon some knownresults of [1] and makes an extentive use of Bonnet's second mean value theorem andrelated analytic techniques.     

Martingale representation theorem for set-valued martingales

The present paper contains a martingale representation theorem for set-valued martingales defined on a filtered probability space with a filtration generated by a Brownian motion. It is proved that such type martingales can be defined by some generalized set-valued stochastic integrals with respect to a given Brownian motion. The main result of the paper is preceded by short part devoted to the definition and some properties of generalized set-valued stochastic integrals.     

Vitali type convergence theorems for Banach space valued integrals

Let(Ω,Σ,μ)be a complete probability space and let X be a Banach space.We introduce the notion of scalar equi-convergence in measure which being applied to sequences of Pettis integrable functions generates a new convergence theorem.We also obtain a Vitali type I-convergence theorem for Pettis integrals where I is an ideal on N.     

本刊英文版Vol.29(2013),No.11论文摘要(英文)

<正>Vitali Type Convergence Theorems for Banach Space Valued Integrals Marek BALCERZAK Kazimierz MUSIAL Abstract Let(Ω,∑,μ)be a complete probability space and let X be a Banach space.We introduce the notion of scalar equi-convergence in measure which being applied to sequences of Pettis integrable functions generates a new convergence theorem.We also obtain a Vitali type I-convergence theorem for Pettis integrals where I is an ideal on N.On Universally Left-stability ofε-Isometry     

On some properties of fractional dyadic derivative and integral

Summary For the fractional dyadic derivative and integral, the following analogues of two theorems of Lebesgue are proved: the theorem on differentiation of the indefinite Lebesgue integral of an integrable function at its Lebesgue points, and the theorem on reconstruction of an absolutely continuous function by means of its derivative. Dyadic fractional analogues of the formula of integration by parts are also obtained. In addition, some theorems are proved on dyadic fractional differentiation and integration of a Lebesgue integral depending on a parameter. Most of the results are new even for dyadic derivatives and integrals of natural order.