排序方式: 共有2条查询结果,搜索用时 93 毫秒
1
1.
Colin M. Ramsay 《Insurance: Mathematics and Economics》1984,3(2):139-143
Let {T1, Y1}∞i=1 be a sequence of positive independent random variables. Let, also, Z1 = βY′1 ? πTi, i = 1, 2, …, where Y′1 = Max(0, Yi ? w), w ? 0, and where β < 0 and π is such that E(Z1) < 0. We consider the random walk of partial sums Sn = ?ni=1Zi in the presence of an absorbing region (u, ∞), u ? 0, and S0 ≡ 0. Of interest is where S? = Sup(0, S1, S2, …, Sn, …). 相似文献
2.
利用对偶变分原理,将一阶次二次凸Hamilton系统的P-边值解问题转化为对偶变分问题,证明对偶泛函满足最小作用原理,进而推导出非平凡P-边值解的存在性结果,最后通过比较作用泛函的临界值,给出该P-边值解的最小周期估计. 相似文献
1