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1.
This paper considers a new approach to develop a very general class of skew multivariate distributions. The approach is based on a linear combination of an elliptically distributed random variable with a linear constraint. Using this approach two different classes of multivariate distributions are constructed based on original distribution. These new classes include different types of skew normal (type A and type B) and other skew elliptical distributions, exist in the literature. We also derive the moment generating function, marginal and conditional density of our proposed classes of distributions. Straightforward explanations are applied to demonstrate the relationships among previous approaches by others with our proposed class of skew distributions.  相似文献
2.
In this paper, we consider the power variation of subfractional Brownian motion. As an application, we introduce a class of estimators for the index of a subfractional Brownian motion and show that they are strongly consistent.  相似文献
3.
We study a class of stochastic fractional partial differential equations of order α>1α>1 driven by a (pure jump) Lévy space–time white noise and a fractional noise. We prove the existence and uniqueness of the global mild solution by the fixed point principle under some suitable assumptions.  相似文献
4.
We study the existence,uniqueness and Hlder regularity of the solution to a stochastic semilinear equation arising from 1-dimensional integro-differential scalar conservation laws.The equation is driven by double-parameter fractional noises.In addition,the existence and moment estimate are also obtained for the density of the law of such a solution.  相似文献
5.
A numerical differentiation problem for a given function with noisy data is discussed in this paper. A mollification method based on spanned by Hermite functions is proposed and the mollification parameter is chosen by a discrepancy principle. The convergence estimates of the derivatives are obtained. To get a practical approach, we also derive corresponding results for pseudospectral (Hermite-Gauss interpolation) approximations. Numerical examples are given to show the efficiency of the method.  相似文献
6.
Let be the weighted local time of fractional Brownian motion B H with Hurst index 1/2 < H < 1. In this paper, we use Young integration to study the integral of determinate functions As an application, we investigate the weighted quadratic covariation defined by
where the limit is uniform in probability and t k  = kt/n. We show that it exists and provided f is of bounded p-variation with . Moreover, we extend this result to the time-dependent case. These allow us to write the fractional It? formula for new classes of functions. The Project-sponsored by NSFC (10571025) and the Key Project of Chinese Ministry of Education (No.106076).  相似文献
7.
This paper is concerned with the asymptotic behavior of solution to the following model involving two species all with chemotaxis:{αp/αt=Dp△(p△lnp/w),αp/αt=Dq△(q△lnq/w),αw/αt=βp-δw,p△ln(p/w).^-n=q△ln(q/w).^-n=0.We prove that the solution exists globally asβ ≥ 0. Asβ 〈 0, whether the solution exists globally or not depends on the initial data. By function transformation and compari- son, the asymptotical behavior of the solution is studied.  相似文献
8.
设g1.g2为正规函数.对所有的0〈p.q〈∞,我们得到了Bergma型空间的加权Cesaro算子Tψ:Ag1^p→Ag2^q为有界算子和紧算子的充要条件.  相似文献
9.
设g1,g2为正规函数,对所有的0相似文献
10.
本文中,通过构造如下的随机过程序列$$B_{n}(s,t)=\int_{0}^{s}\int_{0}^{t}K_{\alpha(s)}(s,u)K_{\beta(t)}(t,v)\theta_{n}(u,v)\d u\d v,$$ 其中随机过程$\theta_{n}(u,v)$在$n\in \mathbb{N}$时依分布收敛至布朗单.我们主要证明当$n\rightarrow\infty$时,序列$B_n(s,t)$在各向异性Besov空间依分布收敛到双参数Volterra型重分数过程.  相似文献
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