Anisotropic inverse harmonic mean curvature flow

We study the evolution of convex hypersurfaces H（., t） with initial H（., 0） = 0H0 at a rate equal to H - f along its outer normal, where H is the inverse of harmonic mean curvature of H（., t）, H0 is a smooth, closed, and uniformly convex hypersurface. We find a θ^＊ 〉 0 and a sufficient condition about the anisotropic function f, such that if θ 〉 θ^＊, then H（.,t） remains uniformly convex and expands to infinity as t →∞ and its scaling, H（-, t）e^-nt, converges to a sphere. In addition, the convergence result is generalized to the fully nonlinear case in which the evolution rate is log H - log f instead of H - f.     

A geometric interpretation of the transition density of a symmetric Lévy process

We study for a class of symmetric Lévy processes with state space R n the transition density pt（x） in terms of two one-parameter families of metrics, （dt）t>0 and （δt）t>0. The first family of metrics describes the diagonal term pt（0）; it is induced by the characteristic exponent ψ of the Lévy process by dt（x, y） = ^1/2tψ（x-y）. The second and new family of metrics δt relates to ^1/2tψ through the formulawhere F denotes the Fourier transform. Thus we obtain the following "Gaussian" representation of the transition density: pt（x） = pt（0）e- δ2t （x,0） where pt（0） corresponds to a volume term related to tψ and where an "exponential" decay is governed by δ2t . This gives a complete and new geometric, intrinsic interpretation of pt（x）.     

AN AVERAGING PRINCIPLE FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS DRIVEN BY TIME-CHANGED LéVY NOISE

In this paper,we aim to derive an averaging principle for stochastic differential equations driven by time-changed Lévy noise with variable delays.Under certain assumptions,we show that the solutions of stochastic differential equations with time-changed Lévy noise can be approximated by solutions of the associated averaged stochastic differential equations in mean square convergence and in convergence in probability,respectively.The convergence order is also estimated in terms of noise intensit...     

A NOTE ON MEASURE-THEORETIC EQUICONTINUITY AND RIGIDITY

Given a topological dynamical system（X,T） and a T-invariant measure μ,let B denote the Borel σ-algebra on X.This paper proves that（X,B,μ,T） is rigid if and only if（X,T） is μ-A-equicontinuous in the mean for some subsequence A of N,and a function f ∈L²（μ） is rigid if and only if f is μ-A-equicontinuous in the mean for some subsequence A of N.In particular,this gives a positive answer to Question 4.11 in [1].     

Option Pricing by Mean Correcting Method for Non-Gaussian Lvy Processes

For a non-Gaussian Lévy model,it is shown that if the model exists a trivial arbitrage-free interval,option pricing by mean correcting method is always arbitrage-free,and if the arbitrage-free interval is non-trivial,this pricing method may lead to arbitrage in some cases.In the latter case,some necessary and sufficient conditions under which option price is arbitrage-free are obtained.     

The ergodicity of stochastic generalized porous media equations with lévy jump

In this article,we first prove the existence and uniqueness of the solution to the stochastic generalized porous medium equation perturbed by Lévy process,and then show the exponential convergence of(pt)t≥0 to equilibrium uniform on any bounded subset in H.     

Heavy tails of a Lévy process and its maximum over a random time interval

Let {Xt,t0} be a Lévy process with Lévy measure ν on(∞,∞),and let τ be a nonnegative random variable independent of {Xt,t0}.We are interested in the tail probabilities of X τ and X(τ) = sup0≤t≤τXt.For various cases,under the assumption that either the Lévy measure ν or the random variable τ has a heavy right tail we prove that both Pr(X τ > x) and Pr(X(τ) > x) are asymptotic to Eτν((x,∞)) + Pr(τ > x/(0 ∨ EX 1)) as x →∞,where Pr(τ > x/0) = 0 by convention.     

A proof of Sethares' conjecture

Let (?)(z) be holomorphic in the unit disk △ and meromorphic on △. Suppose / is a Teichmuller mapping with complex dilatation In 1968, Sethares conjectured that f is extremal if and only if either (i)(?) has a double pole or (ii)(?) has no pole of order exceeding two on (?)△. The "if" part of the conjecture had been solved by himself. We will give the affirmative answer to the "only if" part of the conjecture. In addition, a more general criterion for extremality of quasiconformal mappings is constructed in this paper, which generalizes the "if" part of Sethares' conjecture and improves the result by Reich and Shapiro in 1990.     

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.     

亚纯函数与其导数具有一个分担值（英）

1. IntroductionIh this paper a "meromorphic fUllction" will mean that is meromorphic in the wholecomplex plane. We say that two non-constant meromorphic functions f and g share avale c in the extended complex plane provided that f(4) = c if and only if g(to) = c.We will state weather a share vale is by CM (counting multiplicitics) or by iM (ignoringmultiplicities). We denote Ek)(c, f) the set of zeros of f(z) -- c with multiplicities less thenor equal to k (ignoring multiplicity), Nk)(h) de…     

A note on moments of dividends

We reconsider a formula for arbitrary moments of expected discounted dividend payments in a spectrally negative Lévy risk model that was obtained in Renaud and Zhou (2007, [4]) and in Kyprianou and Palmowski (2007, [3]) and extend the result to stationary Markov processes that are skip-free upwards.     

On quasi-similarity of subnormal operators

For a compact subset K in the complex plane, let Rat(K) denote the set of the rational functions with poles off K. Given a finite positive measure with support contained in K, let R2(K,v) denote the closure of Rat(K) in L2(v) and let Sv denote the operator of multiplication by the independent variable z on R2(K, v), that is, Svf = zf for every f∈R2(K, v). SupposeΩis a bounded open subset in the complex plane whose complement has finitely many components and suppose Rat(Ω) is dense in the Hardy space H2(Ω). Letσdenote a harmonic measure forΩ. In this work, we characterize all subnormal operators quasi-similar to Sσ, the operators of the multiplication by z on R2(Ω,σ). We show that for a given v supported onΩ, Sv is quasi-similar to Sσif and only if v/■Ω■σ and log(dv/dσ)∈L1(σ). Our result extends a well-known result of Clary on the unit disk.     

RETRACTED ARTICLE: A uniqueness lemma with applications to regularization and incompressible fluid mechanics

In this paper,we extend our previous result from Lévy(2016).We prove that transport equations with rough coefficients do possess a uniqueness property,even in the presence of viscosity.Our method relies strongly on duality and bears a strong resemblance to the well-known DiPerna-Lions theory first developed by DiPerna and Lions(1989).This uniqueness result allows us to reprove the celebrated theorem of Serrin(1962)in a novel way.As a byproduct of the techniques,we derive an L¹ bound for the vorticity in terms of a critical Lebesgue norm of the velocity field.We also show that the zero solution is unique for the 2D Euler equations on the torus under a mild integrability assumption.     

Option Pricing for Time-Change Exponential Lévy Model Under Memm

The purpose of this article is to study the rational evaluation of European options price whenthe underlying price process is described by a time-change Lévy process.European option pricing formula isobtained under the minimal entropy martingale measure(MEMM)and applied to several examples of particulartime-change Lévy processes.It can be seen that the framework in this paper encompasses the Black-Scholesmodel and almost all of the models proposed in the subordinated market.     

APPROXIMATION BY FABER-LAURENT RATIONAL FUNCTIONS IN THE MEAN OF FUNCTIONS OF CLASS LP(T) WITH 1

A. Cavus  D. M. Israfilov 《分析论及其应用》1995,(1)

Generalized Backward Doubly Stochastic Differential Equations Driven by Lévy Processes with Continuous Coefficients

A new class of generalized backward doubly stochastic differential equations (GBDSDEs in short) driven by Teugels martingales associated with Lévy process are investigated. We establish a comparison theorem which allows us to derive an existence result of solutions under continuous and linear growth conditions.     

ON PROPERTIES OF MEROMORPHIC SOLUTIONS FOR COMPLEX DIFFERENCE EQUATION OF MALMQUIST TYPE

In this paper, we present the properties on zeros, fixed points, poles, Borel exceptional value of finite order transcendental meromorphic solutions of complex difference equation of Malmquist typewhere n（∈ N） 〉 2, P（f（z）） and Q（f（z）） are relatively prime polynomials in f（z） with rational coefficients a8 （s = 0, 1,…,p） and bt （t = 0, 1,… ,q） such that aoapbq 7≠ O, and also consider the existence and the forms on rational solutions of this type of difference equations. Some examples are also listed to show that the assumptions of theorems, in certain senses, are the best possible.     

A Note on The Two-Functional Conjecture

Let D={z:|z|<1} and let K(D) denote the set of all functions analytic in D with the usual topology of uniform convergence on compact subsets of D. Let S be the class of function f(z) =z+a_2z~2+…analytic and univalent in D. Then S is a compact subset of K(D). A function f∈S is said to be a support point of S if it maximizes Re{L} over S for some continuous comp-     

Holomorphic Curves into ■~N(C) That Share a Set of Moving Hypersurfaces

Let F be a family of holomorphic curves of a domain D in C into a closed subset X in ■~N(C). Let Q_1(z),…, Q_(2t+1)(z) be moving hypersurfaces in ■~N(C) located in pointwise t-subgeneral position with respect to X. If each pair of curves f and g in F share the set {Q_1(z),…, Q_(2t+1)(z)}, then F is normal on D. This result greatly extend some earlier theorems related to Montel's criterion.     

Multidimensional local central limit theorem of some non-uniformly hyperbolic systems

We consider Young＇s nonuniformly hyperbolic system （X, T, u） where u is the SRB measure corresponding to the system （X, T）, and show that if the components of a Holder observable f ： X → R^d are cohomologously independent, then f satisfies the multidimensional central limit theorem. Moreover if f is aperiodic, then f satisfies the local multidimensional central limit theorem.