Weak convergence of diffusion processes on Wiener space

Let γ be a Gaussian measure on a Suslin space X, H be the corresponding Cameron–Martin space and {e _i } ⊂ H be an orthonormal basis of H. Suppose that μ _n = ρ _n · γ is a sequence of probability measures which converges weakly to a probability measure μ = ρ · γ Consider a sequence of Dirichlet forms , where and . We prove some sufficient conditions for Mosco convergence where . In particular, if X is a Hilbert space, and can be uniformly approximated by finite dimensional conditional expectations for every fixed e _i , then under broad assumptions Mosco and the distributions of the associated stochastic processes converge weakly.     

Some special surfaces in the pseudo-Galilean space

We describe some special surfaces in pseudo-Galilean spaces such as helical surfaces, ruled screw surfaces, surfaces of revolution and in particular tori of revolution. We define special surfaces and find their main properties.      

一个关于高斯整数的最小正整数问题

主要讨论了高斯整数多项式所表整数的计算,利用初等数论基本理论和方法,获得了一个含有n(n≥1)个高斯整数常量和变量的线性多项式虚部所表整数中最小正整数的精确显式表达,并进一步获得了该多项式虚部所表整数的全体.     

An extension of the Wang transform derived from Bühlmann’s economic premium principle for insurance risk

It is well known that the Wang transform [Wang, S.S., 2002. A universal framework for pricing financial and insurance risks. Astin Bull. 32, 213–234] for the pricing of financial and insurance risks is derived from Bühlmann’s economic premium principle [Bühlmann, H., 1980. An economic premium principle. Astin Bull. 11, 52–60]. The transform is extended to the multivariate setting by [Kijima M., 2006. A multivariate extension of equilibrium pricing transforms: The multivariate Esscher and Wang transforms for pricing financial and insurance risks, Astin Bull. 36, 269–283]. This paper further extends the results to derive a class of probability transforms that are consistent with Bühlmann’s pricing formula. The class of transforms is extended to the multivariate setting by using a Gaussian copula, while the multiperiod extension is also possible within the equilibrium pricing framework.     

An experimental and theoretical study on the preparation of 4,4′‐methylene‐bis(N,N‐dimethylaniline) in ionic liquid

The reaction of N,N‐dimethylaniline with tetrachloromethane in ionic liquid was found to give 4,4′‐methylene‐bis (N,N‐dimethylaniline) in considerable yield. The ionic liquid was prepared from N,N‐dimethylaniline which is also the one of raw materials for the preparation of 4,4′‐methylene‐bis (N,N‐dimethylaniline), and acts as both solvent and catalyst in the reaction. Mild reaction conditions, enhanced rates, improved yields, and reagents' reactivity which is different from that in conventional organic solvents are the remarkable features observed in ionic liquids. In addition, the results of calculations are in good accordance with the experimental outcomes. Copyright © 2016 John Wiley & Sons, Ltd.     

Convex Optimization and Feasible Circulant Matrix Embeddings in Synthesis of Stationary Gaussian Fields

Circulant matrix embedding is one of the most popular and efficient methods for the exact generation of Gaussian stationary univariate series. Although the idea of circulant matrix embedding has also been used for the generation of Gaussian stationary random fields, there are many practical covariance structures of random fields where classical embedding methods break down. In this work, we propose a novel methodology that adaptively constructs feasible circulant embeddings based on convex optimization with an objective function measuring the distance of the covariance embedding to the targeted covariance structure over the domain of interest. The optimal value of the objective function will be zero if and only if there exists a feasible embedding for the a priori chosen embedding size.     

A characterization of a class of optimal three-weight cyclic codes of dimension 3 over any finite field

It is well known that the problem of determining the weight distributions of families of cyclic codes is, in general, notoriously difficult. An even harder problem is to find characterizations of families of cyclic codes in terms of their weight distributions. On the other hand, it is also well known that cyclic codes with few weights have a great practical importance in coding theory and cryptography. In particular, cyclic codes having three nonzero weights have been studied by several authors, however, most of these efforts focused on cyclic codes over a prime field. In this work we present a characterization of a class of optimal three-weight cyclic codes of dimension 3 over any finite field.     

Multifractal scenarios for products of geometric Lévy-based stationary models

We investigate the properties of multifractal products of geometric Gaussian processes with possible long-range dependence and geometric Ornstein–Uhlenbeck processes driven by Lévy motion and their finite and infinite superpositions. We construct the multifractal, such as log-gamma, log-tempered stable, or log-normal tempered stable scenarios.     

Asymptotic behaviors for functionals of random dynamical systems

In this article, we consider asymptotic behaviors for functionals of dynamical systems with small random perturbations. First, we present a deviation inequality for Gaussian approximation of dynamical systems with small random perturbations under Hölder norms and establish the moderate deviation principle and the central limit theorem for the dynamical systems by the deviation inequality. Then, applying these results to forward-backward stochastic differential equations and diffusions in small time intervals, combining the delta method in large deviations, we give a moderate deviation principle for solutions of forward-backward stochastic differential equations with small random perturbations, and obtain the central limit theorem, the moderate deviation principle and the iterated logarithm law for functionals of diffusions in small time intervals.