Local Functional Limit Theorems of Increments for Brownian Motion

In this paper, we present a local Csrg–Révész type functional limit theorem for increments of Brownian motion and give its convergence rate. The results also extend the functional forms of Lévy's modulus of continuity for Brownian motion.     

SPHERICAL SYMMETRIC SOLUTIONS FOR THE MOTION OF RELATIVISTIC MEMBRANES AND NULL MEMBRANES IN THE REISSNER-NORDSTRM SPACE-TIME

In this article, we concern the motion of relativistic membranes and null membranes in the Reissner-Nordstrm space-time. The equation of relativistic membranes moving in the Reissner-Nordstrm space-time is derived and some properties are discussed. Spherical symmetric solutions for the motion are illustrated and some interesting physical phenomena are discovered. The equations of the null membranes are derived and the exact solutions are also given. Spherical symmetric solutions for null membranes are just the two horizons of Reissner-Nordstrm space-time.     

A GENERAL FORM OF THE INCREMENTS OF A TWO-PARAMETER WIENER PROCESS

In this paper,we consider a general form of the increments for a two-parameter Wiener process.Both the Csorgo-Revesz‘s increments and a class of the lag increments are the special cases of this general form of increments.Our results imply the theorem that have been given by Csorgo and Revesz(1978),and some of their conditions are removed.     

Self-normalized moderate deviations for independent random variables

Let X1,X2,...be a sequence of independent random variables(r.v.s) belonging to the domain of attraction of a normal or stable law.In this paper,we study moderate deviations for the self-normalized sum ∑ni=1 Xi/Vn,p,where Vn,p =(∑ni=1 |Xi|p)1/p(p>1).Applications to the self-normalized law of the iterated logarithm,Studentized increments of partial sums,t-statistic,and weighted sum of independent and identically distributed(i.i.d.) r.v.s are considered.     

Differentiability of stochastic differential equations driven by the G-Brownian motion

In this paper,we study the differentiability of the solutions of stochastic differential equations driven by the G-Brownian motion with respect to the initial data and the parameter.     

PARAMETER ESTIMATION FOR AN ORNSTEIN-UHLENBECK PROCESS DRIVEN BY A GENERAL GAUSSIAN NOISE

In this paper,we consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional centered Gaussian process(G_t)t≥0.The second order mixed partial derivative of the covariance function R(t,s)=E[GtGs]can be decomposed into two parts,one of which coincides with that of fractional Brownian motion and the other of which is bounded by(ts)^β-1up to a constant factor.This condition is valid for a class of continuous Gaussian processes that fails to be self-similar or to have stationary increments;some examples of this include the subfractional Brownian motion and the bi-fractional Brownian motion.Under this assumption,we study the parameter estimation for a drift parameter in the Ornstein-Uhlenbeck process driven by the Gaussian noise(G_t)t≥0.For the least squares estimator and the second moment estimator constructed from the continuous observations,we prove the strong consistency and the asympotic normality,and obtain the Berry-Esséen bounds.The proof is based on the inner product's representation of the Hilbert space(h)associated with the Gaussian noise(G_t)t≥0,and the estimation of the inner product based on the results of the Hilbert space associated with the fractional Brownian motion.     

Orthogonal Matrix-Valued Wavelet Packets

In this paper, we introduce matrix-valued multiresolution analysis and matrix- valued wavelet packets. A procedure for the construction of the orthogonal matrix-valued wavelet packets is presented. The properties of the matrix-valued wavelet packets are investigated. In particular, a new orthonormal basis of L2(R, Cs×s) is obtained from the matrix-valued wavelet packets.     

PARAMETER IDENTIFICATION PROBLEM FOR A CLASS OF DISTRIBUTION PARAMETER SYSTEMS

The inverse parameter problem of the permeable law for the fracture reservoir with double poros'ty is of great importance in the exploitation of oil or gas. The total compressibility and permeability are the unknown geological parameters in the fluid motion equations. In this paper we discuss the inverse parameter problem from the point of the parameter identification of distributed parameter systems. We have considered solvability of the fluid motion equations with non-homogenous boundary value by the linear operator semi-group method, and have obtained the necessary conditions for the parameter identifiability.     

FEKETE AND SZEG INEQUALITY FOR A SUBCLASS OF STARLIKE MAPPINGS OF ORDER αON THE BOUNDED STARLIKE CIRCULAR DOMAIN IN C~n

In this article, first, we establish the Fekete and Szeg inequality for an interesting subclass of biholomorphic functions in the open unit disk U. Second, we generalize this result to the bounded starlike circular domain in C~n. The proofs of these results use some restrictive assumptions, which in the case of one complex variable are automatically satisfied.     

On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients

In this paper, we study the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion （GSDEs） with integral-Lipschitz coefficients.     

SPHERICAL SYMMETRIC SOLUTIONS FOR THE MOTION OF RELATIVISTIC MEMBRANES AND NULL MEMBRANES IN THE REISSNER-NORDSTROM SPACE-TIME

In this article, we concern the motion of relativistic membranes and null mem- branes in the Reissner-Nordstrom space-time. The equation of relativistic membranes moving in the Reissner-Nordstrom space-time is derived and some properties are discussed. Spherical symmetric solutions for the motion are illustrated and some interesting physical phenomena are discovered. The equations of the null membranes are derived and the exact solutions are also given. Spherical symmetric solutions for null membranes are just the two horizons of Reissner-NordstrSm space-time.     

Functional sample path properties of subsequence's C-R increments for a Wiener process in Hlder norm

In this paper, with the aid of large deviation formulas established in strong topology of functional space generated by H¨older norm, we discuss the functional sample path properties of subsequence's C-R increments for a Wiener process in H¨older normThe obtained results,generalize the corresponding results of Chen and the classic Strassen's law of iterated logarithm for a Wiener process.     

Supercritical branching Brownian motion with catalytic branching at the origin

We consider a catalytic branching Brownian motion with general branching which takes place only when particles are at the origin at a rate β>0 on the local time scale. We first establish a spine decomposition for the case wherein the particles have a positive probability of having no children. Then using this tool, we obtain results regarding the asymptotic behavior of the number of particles above λt at time t for λ>0. Under an L log L condition, we prove a strong law of large numbers for this catalytic branching Brownian motion.     

EQUIVALENT CONDITIONS OF LOCAL ASYMPTOTICS FOR THE OVERSHOOT OF A RANDOM WALK WITH HEAVY-TAILED INCREMENTS

This article gives the equivalent conditions of the local asymptotics for the overshoot of a random walk with heavy-tailed increments, from which we find that the above asymptotics are different from the local asymptotics for the supremum of the random walk. To do this, the article first extends and improves some existing results about the solutions of renewal equations.     

Some new results for demimartingales

Harremoёs obtained some new maximal inequalities for non-negative martingales. In this paper, we get some new maximal and minimal inequalities for non-negative demimartingales which generalize the results of Harremoёs. We also obtain an inequality for non-negative demimartingales which generalizes the result of Iksanov and Marynych. Finally we obtain a strong law of large numbers, strong growth rate and integrability of supremum for demimartingales which generalize and improve the result of Chow.     

A Marcinkiewicz criterion for L~p-multipliers related to Schrdinger operators with constant magnetic fields

In this paper,we follow Dappa’s work to establish the Marcinkiewicz criterion for the spectral multipliers related to the Schrdinger operator with a constant magnetic field.We prove that if m and m′are locally absolutely continuous on(0,∞)and ‖m‖∞+sup j∈Z2j 2i+1 r|m′′(r)|dr∞,then the multiplier defined by m(t)is bounded on Lpfor 2n/(n+3)p2n/(n-3)with n 3.Our approach is based on the estimates for the generalized Littlewood-Paley functions of the spectral representation of the Schrdinger operator with a constant magnetic field.     

POWER VARIATION OF SUBFRACTIONAL BROWNIAN MOTION AND APPLICATION

In this paper, we consider the power variation of subfractional Brownian mo- tion. As an application, we introduce a class of estimators for the index of a subfractional Brownian motion and show that they are strongly consistent.     

MBIUS-TODA HIERARCHY AND ITS INTEGRABILITY

In this paper, we construct a new integrable equation called Mbius-Toda equation which is a generalization of q-Toda equation. Meanwhile its soliton solutions are constructed to show its integrable property. Further the Lax pairs of the Mbius-Toda equation and a whole integrable Mbius-Toda hierarchy are also constructed. To show the integrability, the bi-Hamiltonian structure and tau symmetry of the Mbius-Toda hierarchy are given and this leads to the existence of the tau function.     

Quasi Sure Large Deviation for Increments of Fractional Brownian Motion in H¨older Norm

In this paper, we first prove Schilder's theorem in H¨older norm(0 ≤α 1) with respect to Cr,p-capacity. Then, based on this result, we further prove a sharpening of large deviation principle for increments of fractional Brownian motion for Cr,p-capacity in the stronger topology.     

PROBABILISTIC APPROACH TO THE NEUMANN PROBLEM

In this paper, we consider the Neumann boundary value problem of Schrodinger operator withmeasure potentia1 μ. First, a martingale formulation of the Neumann problem and an analyticcharacterization of the martingale formulation are given. Then, by using the Dirichlet forms andStochastic analysis we obtain an explicit formula for the unique weak solotion of this problem interms of reflecting Brownian motion and it's boundary local time.