过冷沸腾起始点和净蒸汽产生点的实验研究

本文报告了使用Ｒ－１２作工质进行的自然循环过冷沸腾起始点和净蒸汽产生点的实验结果。实验过程中使用可视化方法观察确定过冷沸腾起始点和净蒸汽产生点。在相当宽广的工质压力、入口过冷度及加热功率范围内研究了上述参数对过冷沸腾起始点和净蒸汽产生点的影响,在此基础上提出了计算自然循环过冷沸腾起始点和净蒸汽产生点的计算方法。     

无界停时终端非李氏系数带跳倒向随机微分方程的解及拟线性 …

对终端为无界停时的带跳倒向随机微分方程，在非李氏条件下证得了解的存在唯一性。推导出谤类方程解的若干收敛定理与解对参数的连续依赖性，还得到了关于拟线性随圆型偏微分积分方程解的概率表示。     

ON SOLUTIONS OF BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS, WITH UNBOUNDED STOPPING TIMES AS TERMINAL AND WITH NON-LIPSCHITZ COEFFICIENTS, AND PROBABILISTIC INTERPRETATION OF QUASI-LINEAR ELLIPTIC TYPE INTEGRO- DIFFERENTIAL EQUATIO

Ｉｔ’ｓｗｅｌｌ＿ｋｎｏｗｎｔｈａｔｔｈｅｓｏｌｕｔｉｏｎｓｏｆｂａｃｋｗａｒｄｓｔｏｃｈａｓｔｉｃｄｉｆｆｅｒｅｎｔｉａｌｅｑｕａｔｉｏｎｓ(ＢＳＤＥｓ)ｐｌａｙａｎｉｍｐｏｒｔａｎｔｒｏｌｅｉｎｔｈｅｆｉｎａｎｃｉａｌｍａｒｋｅｔ(ＳｅｅＲｅｆ.[1]).ＷｉｔｈｕｎｂｏｕｎｄｅｄｓｔｏｐｐｉｎｇｔｉｍｅｓτａｓｔｅｒｍｉｎａｌｓｕｎｄｅｒｔｈｅＬｉｐｓｃｈｉｔｚｃｏｎｄｉｔｉｏｎｓａｎｄｃｏｎｄｉｔｉｏｎｔｈａｔｔｅｒｍｉｎａｌｓｓａｔｉｓｆｙＥ｜ξ｜2ｅＫ(τ∧Ｔ)≤ｃ0<∞,0≤Ｔ<∞ｏｒξ=0,Ｒｅｆｓ…     

STRONG SOLUTIONS AND PATHWlSE CONTROL FOR NON-LINEAR STOCHASTIC SYSTEM WITH POISSON JUMPS IN N-DIMENSIONAL SPACE

The existence of a pathwise unique strong solution for the stochastic differentialequation(S.D.E.)with Poisson jumps in n-dimensional space without continuityassumption on drift coefficient,which even can be greater than linear growth,andwithout Lipschitz condition on diffusion coefficients is obtained.Then the existence of apathwise stochastic optimal Bang-Bang control for a very much non-linear systemwithPoisson jumps in n-dimensional space is derived.The result is also applied to obtain amaximum likelihood estimate(MLE) of parameter for some continuous,S.D.E.withnon-Lipschitz oeffieients in n-dimensional space.     

具有跳跃的非Lipschitz系数正-倒向随机微分方程解的存在性

研究了终端为停时带Poisson跳的正-倒向随机微分方程,在非Lipschitz系数和弱单调性的假设条件下,应用概率分析方法,证明了方程解的存在唯一性,同时给出了有关的先验估计,其中的正向方程允许为退化情形。     

无界停时终端非李氏系数带跳倒向随机微分方程的解及拟线性椭圆型偏微分积分方程解的概率表示

对终端为无界停时的带跳倒向随机微分方程,在非李氏条件下证得了解的存在唯一性.推导出这类方程解的若干收敛定理与解对参数的连续依赖性,还得到了关于拟线性随圆型偏微分积分方程解的概率表示.