关于Lévy过程一个公开问题的部分回答

令{X_t,t∈R~ }是一Lévy过程,令γ_0=sup{α≥0:lim inf a~(-α)ET(a,1)<∞},这里T(a,1)=integral from 0 to 1 I{|X_t|≤a}dt.Taylor证明X_t的像集的填充维数等于γ0.由Pruitt和Taylor提出的一个公开问题是:等式γ_0=inf{α≥0:a~(-α)T(a,1)→∞a.s.,当a→0}是否成立?文中证明了:当{X_t,t∈R~ }是从属过程时,上述等式成立.     

The fractal dimensions of the level sets of the generalized iterated Brownian motion

Let{W1(t), t∈R+} and {W2(t), t∈R+} be two independent Brownian motions with W1(0) = W2(0) = 0. {H (t) = W1(|W2(t)|), t ∈R+} is called a generalized iterated Brownian motion. In this paper, the Hausdorff dimension and packing dimension of the level sets {t ∈[0, T ], H(t) = x} are established for any 0 < T ≤ 1.     

一类分数阶微分方程多点边值问题解的存在性

本文讨论下面一类分数阶微分方程多点边值问题 $$\align &D^{\alpha}_{0+}u(t) = f(t, u(t),~D^{\alpha-1}_{0+}u(t), D^{\alpha-2}_{0+}u(t), D^{\alpha-3}_{0+}u(t)),~~t\in(0,1), \\&I^{4-\alpha}_{0+}u(0) = 0, ~D^{\alpha-1}_{0+}u(0)=\displaystyle{\sum_{i=1}^{m}}\alpha_{i}D^{\alpha-1}_{0+}u(\xi_{i}),\\&D^{\alpha-2}_{0+}u(1)=\sum\limits_ {j=1}^{n}\beta_{j} D^{\alpha-2}_{0+}u(\eta_{j}),~D^{\alpha-3}_{0+}u(1)-D^{\alpha-3}_{0+}u(0)=D^{\alpha-2}_{0+}u(\frac{1}{2}),\endalign$$其中$3<\alpha \leq 4$是一个实数.通过应用Mawhin重合度理论和构建适当的算子,得到了该边值问题解的存在性结果.     

起始为指数律的P—函数振荡问题

设y是标准p-函数类。对u>0令 y(u)={p∈yq≥0,p(t)=e~(-qt),0≤t≤u}在[9]Kingman证明了:如果p∈y(u)则p(t)≤e~(-1) e~(-qu)(t≥u),而在[4]中Griffeath进一步证明了:p(t)≤e~(-(1-e~(-qu)))(t≥u)。本文首先给出这一结果一个完全不同的新证明。然后证明下面的结果:如果p∈y(u),s≥u,p(t),m=P(s)则p(t)≤max(M,m e~(-1 m))(t≥u)。本文的第二个结果叙述如下:记 m(M,p)=inf{p(t):0≤t≤1,p(1)=M},p∈y I(M,u)=inf{m(M,p):p∈y(u)},I(M)=inf{m(M,p):p∈y} I~(M,u),v_0=inf{M>0:I(M)>0} v(M)=inf{M>0:I(M)>0}则v_0=v~。     

一类带有分数阶微分边值条件的分数阶微分方程在奇异的和非奇异的情况下的唯一正解 [英文]

在这篇文章中,我们研究下列奇异的和非奇异的分数阶微分方程边值问题D^{\alpha}_{0+}u(t)+f(t, u(t))=0, t\in (0,1), 3<\alpha \leq4, u(0)=0, D^{\alpha-1}_{0+}u(0)=0, D^{\alpha-2}_{0+}u(0)=0, D^{\alpha-3}_{0+}u(1)=0.通过计算得到格林函数,通过应用半序集上的不动点定理和u_{0}凸算子不动点定理,得到正解的存在性和唯一性。     

Polar Sets and Relative Dimension for Generalized Brownian Sheet

Let{(t);t∈R_ ~N}be a d-dimensional N-parameter generalized Brownian sheet.Necessaryand sufficient conditions for a compact set E×F to be a polar set for(t,(t))are proved.It is also provedthat if 2N≤αd,then for any compact set ER_>~N,d-2/2 Dim E≤inf{dimF:F ∈ B(R~d),P{(E)∩F≠φ}>0}≤d-2/β DimE,and if 2N>αd,then for any compact set FR~d\{0},α/2(d-DimF)≤inf{dimE:E∈B(R_>~N),P{(E)∩F≠φ}>0}≤β/2(d-DimF),where B(R~d)and B(R_>~N)denote the Borel σ-algebra in R~d and in R_>~N respectively,dim and Dim are Hausdorffdimension and Packing dimension respectively.     

具非线性中立项的广义Emden-Fowler微分方程的振动性

研究了一类具有一个非线性中立项的二阶非线性变时滞广义Emden-Fowler型泛函微分方程{a(t)|[x(t)+p(t)x~ɑ(T(t))'|~(β-1)[x(t)+p(t)x~ɑ(T(t))'}'+q(t)f(|x(δ(t))|~(γ-1)x(δ(t)))+0(t≥t_0)的振动性.利用广义的Riccati变换、Bernoulli不等式和Yang不等式,在两种情形∫~(+∞)_(t_(0)) a~(-1/β)(t)dt=+∞和∫~(+∞)_(t_(0)) a~(-1/β)(t)dt+∞下建立了该类方程振动的若干新的判别准则,这些准则推广且改进了现有文献中的一些结果,所举例子说明这些定理的条件是比较宽松的.     

Stochastic Hamiltonian flows with singular coefficients Dedicated to the 60th Birthday of Professor Michael R¨ockner

In this paper, we study the following stochastic Hamiltonian system in R~(2d)(a second order stochastic differential equation):dX_t = b(X_t,X_t)dt + σ(X_t,X_t)dW_t,(X_0,X_0) =(x, v) ∈ R~(2d),where b(x, v) : R~(2d)→ R~d and σ(x, v) : R~(2d)→ R~d ? R~d are two Borel measurable functions. We show that if σ is bounded and uniformly non-degenerate, and b ∈ H_p~(2/3,0) and ?σ∈ L~p for some p 2(2 d + 1), where H_p~(α,β)is the Bessel potential space with differentiability indices α in x and β in v, then the above stochastic equation admits a unique strong solution so that(x, v) → Z_t(x, v) :=(Xt,Xt)(x, v) forms a stochastic homeomorphism flow,and(x, v) → Z_t(x, v) is weakly differentiable with ess.sup_(x,v)E(sup_(t∈[0,T])|?Z_t(x, v)|~q) ∞ for all q ≥ 1 and T≥ 0. Moreover, we also show the uniqueness of probability measure-valued solutions for kinetic Fokker-Planck equations with rough coefficients by showing the well-posedness of the associated martingale problem and using the superposition principle established by Figalli(2008) and Trevisan(2016).     

PARAMETER ESTIMATION OF SPATIAL AR MODEL

Consider a stable AR model of two parameter spatial series {X_t, t∈N~2}, i. e. {X_(t)t∈N~2} is homogeneous and satisfies the following difference equationX_t-sum from n=s∈相似文献   

Supercritical superprocesses: Proper normalization and non-degenerate strong limit

Suppose that X = {X_t, t≥0; P_μ} is a supercritical superprocess in a locally compact separable metric space E. Let φ0 be a positive eigenfunction corresponding to the first eigenvalue λ_0 of the generator of the mean semigroup of X. Then Mt := e~(-λ_0t)〈φ0,X_t〉 is a positive martingale. Let M_∞ be the limit of M_t. It is known(see Liu et al.(2009)) that M_∞ is non-degenerate if and only if the L log L condition is satisfied. In this paper we are mainly interested in the case when the L log L condition is not satisfied. We prove that, under some conditions, there exist a positive function γ_t on [0,∞) and a non-degenerate random variable W such that for any finite nonzero Borel measure μ on E,lim/t→∞γ_t〈φ0,X_t〉=W, a.s.-P_μ~.We also give the almost sure limit of γ_t〈f, X_t〉for a class of general test functions f.     

The precise asymptotics of the complete convergence for moving average processes of <Emphasis Type="Italic">m</Emphasis>-dependent <Emphasis Type="Italic">B</Emphasis>-valued elements

Let {εt;t ∈ Z} be a sequence of m-dependent B-valued random elements with mean zeros and finite second moment. {a3;j ∈ Z} is a sequence of real numbers satisfying ∑j=-∞^∞｜aj｜ 〈 ∞. Define a moving average process Xt = ∑j=-∞^∞aj＋tEj,t ≥ 1, and Sn = ∑t=1^n Xt,n ≥ 1. In this article, by using the weak convergence theorem of { Sn/√ n _〉 1}, we study the precise asymptotics of the complete convergence for the sequence {Xt; t ∈ N}.     

两参数分数Wiener过程增量的一般形式

§1Introductionandresults A2-parameterGaussianprocess{Z(t,s);t,s≥0}iacalleda2-parameterfractional Wienerprocesswithorderα(0<α<1),ifZ(0,0)=0a.s.EZ(s,t)=0anditscovariance EZ(t1,s1)Z(t2,s2)={|t1|2α+|t2|2α-|t2-t1|2α}{|s1|2α+|s2|2α-|s2-s1|2α}/4.LetR=[x1,x2]×[y1,y2],DT={(x,y)∶0≤x,y≤bT,xy≤T}.Let0相似文献   

A Tree-valued Markov Process Associated with an Admissible Family of Branching Mechanisms

Let E?R be an interval. By studying an admissible family of branching mechanisms{ψt,t ∈E} introduced in Li [Ann. Probab., 42, 41-79(2014)], we construct a decreasing Levy-CRT-valued process {Tt, t ∈ E} by pruning Lévy trees accordingly such that for each t ∈E, Tt is a ψt-Lévy tree. We also obtain an analogous process {Tt*,t ∈E} by pruning a critical Levy tree conditioned to be infinite. Under a regular condition on the admissible family of branching mechanisms, we show that the law of {Tt,t ∈E} at the ascension time A := inf{t ∈E;Tt is finite} can be represented by{Tt*,t∈E}.The results generalize those studied in Abraham and Delmas [Ann. Probab., 40, 1167-1211(2012)].     

单位方体上沿曲面的振荡积分在Sobolev空间上的有界性

研究了欧氏空间R~2中单位方体Q~2=[0,1]~2上沿曲面(t,s,γ(t,s))的振荡奇异积分算子T_(α,β)f(u,v,x)=∫_(Q~2)f(u-t,v-s,x-γ(t,s))e~(it~(-β_1)s~(-β_2))t~(-1-α_1)s~(-1-α_2)dtds从Sobolev空间L_τ~p(R~(2+n))到L~p(R~(2+n))中的有界性,其中x∈R~n,(u,v)∈R~2,(t,s,γ(t,s))=(t,s,t~(P_1)s~(q_1),t~(p_2)s~(q_2),…,t~(p_n)s~(q_n))为R~(2+n)上一个曲面,且β_1α_1≥0,β_2α_20.这些结果推广和改进了R~3上的某些已知的结果.作为应用,得到了乘积空间上粗糖核奇异积分算子的Sobolev有界性.     

多维重Brown运动图集和像集的精Hausdorff测度

设{W(t):t∈R},{B(t):t∈R+}是两相互独立取值于R且W(0)=B(0)=0的标准Brown运动,{Y(t)＝W(B(t)),t∈R+}为R上的重Brown运动,X1(t),…,Xd(t)是Y(t)的d个独立复制.我们将探讨d维重Brown运动X(t)=(X1(t),…,Xd(t))的像集和图集的精确Hausdorff测度.更确切地,得到了X的像集X(Q)={X(t):t∈Q}和图集GrX(Q)={(t,X(t)):t∈Q}的精确Hausdorff测度,其中Q为(0,∞)上的Borel集.     

Fixed Point Theorem of {a,b,c} Contraction and Nonexpansive Type Mappings in Weakly Cauchy Normed Spaces

Let C be a closed convex weakly Cauchy subset of a normed space X. Then we define a new {a,b,c} type nonexpansive and {a,b,c} type contraction mapping T from C into C. These types of mappings will be denoted respectively by {a,b,c}-ntype and {a,b,c}-ctype. We proved the following： 1. If T is {a,b,c}-ntype mapping, then inf{ ｜｜ T（x）-x｜｜ ：x C C} =0, accordingly T has a unique fixed point. Moreover, any sequence {Xn}n∈NN in C with limn→∞｜｜T（xn） - Xn｜｜ = 0 has a subsequence strongly convergent to the unique fixed point of T. 2. If T is {a,b,c}-ctype mapping, then T has a unique fixed point. Moreover, for any x∈C the sequence of iterates {Tn （x）}n∈N has subsequence strongly convergent to the unique fixed point of T. This paper extends and generalizes some of the results given in [2,4, 7] and [13].     

与布朗运动有关的一类剩余时间的分布

设B={B_t}_(t>0)是标准一维布朗运动。相空间为(R~1B~1)。P~x,x∈R~1是初始为x的概率分布。约定P为P~0,θ_t,t≥0表示推移算子。     

Ergodic Retraction Theorem and Weak Convergence Theorem for Reversible Semigroups of Non-Lipschitzian Mappings

Let G be a semitopological semigroup. Let C be a closed convex subset of a uniformly convex Banaeh space E with a Frechet differentiable norm, and T = {Tt ： t ∈ G} be a continuous representation of G as nearly asymptotically nonexpansive type mappings of C into itself such that the common fixed point set F（T） of T in C is nonempty. It is shown that if G is right reversible, then for each almost-orbit u（.） of T, ∩s∈G ^-CO{u（t） ： t ≥ s} ∩ F（T） consists of at most one point. Furthermore, ∩s∈G ^-CO{Ttx ： t ≥ s} ∩ F（T） is nonempty for each x ∈ C if and only if there exists a nonlinear ergodic retraction P of C onto F（T） such that PTs - TsP = P for all s ∈ G and Px ∈^-CO{Ttx ： s ∈ G} for each x ∈ C. This result is applied to study the problem of weak convergence of the net {u（t） ： t ∈ G} to a common fixed point of T.     

STRONG APPROXIMATION FOR MOVING AVERAGE PROCESSES UNDER DEPENDENCE ASSUMPTIONS

Let {Xt,t ≥ 1} be a moving average process defined by Xt = ∑^∞ k=0 αkξt-k, where {αk,k ≥ 0} is a sequence of real numbers and {ξt,-∞ 〈 t 〈 ∞} is a doubly infinite sequence of strictly stationary dependent random variables. Under the conditions of {αk, k ≥ 0} which entail that {Xt, t ≥ 1} is either a long memory process or a linear process, the strong approximation of {Xt, t ≥ 1} to a Gaussian process is studied. Finally, the results are applied to obtain the strong approximation of a long memory process to a fractional Brownian motion and the laws of the iterated logarithm for moving average processes.     

大子代数中的极大幂零理想和代数同构

§ 1　Introduction and preliminariesLet Hbe a complex Hilbertspace,B(H) be the setof all linear bounded operators.A set Nofprojections on His called a nestif(1 ) Nistotally ordered by the usual oper-ator order,(2 ) Ncontains the zero operator0 and the identity operator I,and(3 ) givenany subset N0 N,the operators sup{ N:N∈N0 } and inf{ N:N∈ N0 } are both mem-bers of N.For N∈Nwith N>0 ,we define N- =sup{ N′∈N:N′相似文献