蕴涵格及其Fuzzy拓扑表现定理

以L－Lindenbaum代数为背景，引入了蕴涵格与正则蕴涵格的概念，讨论了其基本性质，引入了Fuzzy蕴涵空间的概念，为点集拓扑学中零维空间概念的推广．建立了正则蕴涵格的Fuzzy蕴涵空间表现定理，以此为基础可以给出著名的Stone表现定理的另一种证明．  

L－fuzzy集与素元集合套

本文在Ｌ是完全分配格时，借助于素元极大集概念引入了素元集合套，它是集合套概念的推广．从而得到了一般Ｌ-ｆｕｚｚｙ集的若干新的分解定理与表现定理．  

Random Completely Generalized Set-Valued Implicit Quasi-Variational Inequalities

The purpose of this paper is to introduce a class of new random completely generalized set-valued implicit quasi-variational inequalities, to construct new random iterative algorithms, and to give some existence theorems of random solutions for this class of random completely generalized set-valued implicit quasi-variational inequalities. We also prove the convergence of random iterative sequences generated by the algorithms. Our results extend and improve the earlier and recent results.  

广义F积分的表示(Ⅱ)

给出把一类特殊的单调泛函表示为广义Ｆ积分的Ｒｅｉｓｚ表示定理。  

可列集合套

[1]中给出模糊集的分解定理与表现定理，指出可利用集合套H＝{H（λ）|λ∈[0,1]}刻化模糊集。本文定义可列集合套H＝{H（a）|a∈Q}，Q是（0，1）的可列稠密子集。相应地给出新的分解定理与表现定理。指出可利用可列集合套刻化的模糊集。  

线性分式规划最优解集的求法

本文使用多面集的表示定理，导出了线性分式规划最优解集的结构，并给出确定全部最优解的计算步骤。  

区间值模糊集合表现定理的一种新刻画

给出了区间值模糊集晕集的四种形式,讨论了它们的基本性质及其与区间值模糊集的截集的关系,并在此基础上重新刻画了区间值模糊集的表现定理。  

附加广义函数的几个导数

作者证明了广义函数（ｘ±ｉ０）^λｌｎ^k（ｘ±ｉ０）的表示定理，给出了附加广义函数的导数：（ｌｎ^kｘ_±）＇，（ｘ^λ_±ｌｎ^kｘ_±）＇，（ｘ^-n_±ｌｎ^k＇ｘ_±）＇，（ｄ／ｄｘ）｛（ｘ±ｉ０）^λｌｎ^k（ｘ±ｉ０  

广义F积分的表示(I)

与Ｓｕｇｅｎｏ的Ｆ积分表示理论相比较，本文探讨了广义Ｆ积分的表示问题，给出了几个表示定理，如中值定理、重排转化定理等  

Consumption-Investment Problem with Subsistence Consumption, Bankruptcy, and Random Market Coefficients

We consider a general continuous-time finite-horizon single-agent consumption and portfolio decision problem with subsistence consumption and value of bankruptcy. Our analysis allows for random market coefficients and general continuously differentiable concave utility functions. We study the time of bankruptcy as a problem of optimal stopping, and succeed in obtaining explicit formulas for the optimal consumption and wealth processes in terms of the optimal bankruptcy time. This paper extends the results of Karatzas, Lehoczky, and Shreve (Ref. 1) on the maximization of expected utility from consumption in a financial market with random coefficients by incorporating subsistence consumption and bankruptcy. It also addresses the random coefficients and finite-horizon version of the problem treated by Sethi, Taksar, and Presman (Ref. 2). The mathematical tools used in our analysis are optimal stopping, stochastic control, martingale theory, and Girsanov change of measure.