拟必然分析概述

经典的几乎必然分析研究的是随机变量和或机过程除去概率为零的集合以外的性质，容度的概念起源于电学，其严格的数学理论由Ｎ．Ｗｉｅｎｅｒ及Ｇ．Ｃｈｏｑｕｅｔ所发展，８０年代Ｐ．Ｍａｌｌｉａｖｉｎ建立了Ｗｉｅｎｅｒ空间上的非线性容度理论，拟必然分析便是研究除去零容集以外成立的性质的理论，本文概述了了这一理论的发展和现状。     

一个数学期望不等式的探讨

利用Fubini定理,证明了两个独立同分布随机变量和与差绝对值之差的期望的精确表达式,该结论蕴含了[1]的主要结果,并讨论了该等式的一个有趣的等价形式.     

Large deviations for stochastic flows and their applications

Large deviations for stochastic flow solutions to SDEs containing a small parameter are studied. The obtained results are applied to establish a C_p,r,-large deviation principle for stochastic flows and for solutions to anticipating SDEs. The recent results of Millet-Nualart-Sans and Yoshida are improved and refined.