受控AR模型中参数估计误差的一致有界性分析

本针对系统为受控AR模型，其参数估计采用随机梯度算法时，用鞅收敛定理的推广形式分析了它的收敛性，得到了参数估计误差一致有界的结果．     

Massera定理的拓广

考虑纯量周期系统x=f(t,x),其中f:R×R→R连续,f(t+ω,x)=f(t,x),ω>0.Massera曾证明,若该系统的解满足唯一性,且存在一正向有界解,则系统存在一个ω-周期解。本文证明了Massera定理中关于解的唯一性的要求可以去掉,从而改进了该定理。     

一类二阶非线性常微分方程解的有界性

本文研究了下列微分方程一 ((x′))′=vx(t,x),′=d dx解的有界性,其中 p(u)=|u|p-2u,p＞1,v(t,x)关于t是1-周期的而关于x是拟周期的.     

Heisenberg群上分数阶Ginzburg-Landau方程解的有界性

本文证明Heisenberg群上分数阶的Keller-Osserman定理和Kato不等式,给出Heisenberg群上分数阶Ginzburg-Landau方程解的有界性.这个结果把欧氏空间上分数阶Ginzburg-Landau方程的结果推广到了Heisenberg群上.     

非对称振动中解的有界性

在本文中,我们考虑方程x″+ax~+-bx~-=f(t)的所有解的有界性,其中f(t)是一个光滑2π-周期函数,a和b是正的常数(a≠b).     

Duffing型方程解的有界性

证明了下列Duffing型方程的所有解的有界性 :d2x / dt2 +x²ⁿ⁺¹+Σ²ⁿ_j=0 x^jp^j(t) =0 ,n≥1,其中,p1,p2 ,… ,p2n是 1周期的有Lipschitz连续性的函数,p_n+1,… ,p2n是Zygmund连续的 .这表明Duffing型方程的解的有界性不必要求pj(t)的光滑性.     

Oscillatory hyper Hilbert transforms along curves

The hyper Hilbert transform Tnf（x） =∫-1^1 f（x - Γ（t））e^-i｜t｜-β｜t｜^-1-αdt along an appropriate curve Γ（t） on R^n is investigated,where β 〉 α 〉 0.An L^p boundedness theorem of T4 is obtained,which is an extension of some earlier results of n = 2 and n = 3.     

更一般与年龄相关随机时滞种群方程的全局稳定性

讨论更一般的与年龄相关随机时滞种群方程的全局稳定性.如果传统假设(Lipschitz条件)缺失,与年龄相关随机时滞种群方程可能有多于一个弱解.然而,大量文献研究结果是在此类方程有唯一强解前提下获得.因此,有必要对更一般的有多于一个弱解情况进行相关概念推广.对更一般的与年龄相关随机时滞种群方程,随机稳定性概念被提出,一般的Barbashin-Krasovskii定理和Lasalle定理被建立,涵盖了多于一个弱解的情况.显然,这两个定理给出随机时滞种群方程稳定性的判定标准,并且通过实例说明定理的有效性.     

一种改进的随机次梯度方法的快速收敛性

1引言考虑如下优化问题: min f(x)=sum from i=1 to m f_i(x),s.t. x∈X (1)其中,f_i∶R~n→R是凸函数且f_i不可微,X是R~n上的非空闭凸子集．解(1)的主要方法     

Stochastic Representation of Weak Solutions of Viscous Conservation Laws: A BSDE Approach

We consider the Cauchy problem for systems of viscous conservation laws. We obtain three different but related stochastic representations of weak solutions of the problem: in terms of solutions to systems of usual backward stochastic differential equations, in terms of solutions to some stochastic backward systems, and in terms of solutions to some forward-backward stochastic differential equations.     

广义随机KP方程的椭圆周期解

利用Hermite变换和Jacobi椭圆函数展开法研究(2+1)-维广义随机Kadomtsev-Petviashvili方程,并给出了它的随机椭圆周期解及随机孤立波解.     

Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications

This paper considers a class of stochastic second-order-cone complementarity problems (SSOCCP), which are generalizations of the noticeable stochastic complementarity problems and can be regarded as the Karush–Kuhn–Tucker conditions of some stochastic second-order-cone programming problems. Due to the existence of random variables, the SSOCCP may not have a common solution for almost every realization . In this paper, motivated by the works on stochastic complementarity problems, we present a deterministic formulation called the expected residual minimization formulation for SSOCCP. We present an approximation method based on the Monte Carlo approximation techniques and investigate some properties related to existence of solutions of the ERM formulation. Furthermore, we experiment some practical applications, which include a stochastic natural gas transmission problem and a stochastic optimal power flow problem in radial network.     

有随机投资回报的随机保费模型的渐近破产概率(英文)

本文研究了随机投资回报环境下扰动的随机保费模型的破产问题.利用鞅方法和随机分析的理论讨论了盈余过程的一些基本性质,得到了一个可以用来求解破产时刻的Laplace变换的积分微分方程,结果推广了已有的随机投资问报风险模型的结论.     

随机脉冲随机微分方程解的存在唯一性

提出了随机脉冲随机微分方程模型,其中所谓的随机脉冲是指脉冲幅度由随机变量序列驱动,并且脉冲发生的时间也是一个随机变量序列.因此,随机脉冲随机微分方程是对带跳的随机微分方程模型的推广.利用Gronwall不等式、Lipschtiz条件和随机分析技巧,得到了随机脉冲随机微分方程的解的存在唯一性条件.     

具有随机加速度的随机运动的存在性

讨论了随机加速度为位移的给定函数的随机运动的存在性(即R上的随机微分方程弱解的存在性),给出并证明了具有随机加速度的随机运动存在的几个充分性条件.     

Irreducibility and strong Feller property for non-linear SPDEs

Under some non-degeneracy condition, the strong Feller property and irreducibility are studied for non-linear stochastic partial differential equations driven by multiplicative noise within the framework called ‘variational approach’. Our result for irreducibility can be applied to equations with locally monotone coefficients. In some special cases, we discuss the Hölder continuity of the associated Markov semigroups. The main results are applied to several examples such as stochastic Burgers equation, stochastic porous media equation and stochastic fast diffusion equation.     

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.     

Strong Solutions of Semilinear Parabolic Equations with Measure Data and Generalized Backward Stochastic Differential Equations

We prove that under natural assumptions on the data strong solutions in Sobolev spaces of semilinear parabolic equations in divergence form involving measure on the right-hand side may be represented by solutions of some generalized backward stochastic differential equations. As an application we provide stochastic representation of strong solutions of the obstacle problem by means of solutions of some reflected backward stochastic differential equations. To prove the latter result we use a stochastic homographic approximation for solutions of the reflected backward equation. The approximation may be viewed as a stochastic analogue of the homographic approximation for solutions to the obstacle problem.