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1.
In this paper we study the domain of the generator of stable processes, stable-like processes and more general pseudo- and integro-differential operators which naturally arise both in analysis and as infinitesimal generators of Lévy- and Lévy-type (Feller) processes. In particular we obtain conditions on the symbol of the operator ensuring that certain (variable order) Hölder and Hölder–Zygmund spaces are in the domain. We use tools from probability theory to investigate the small-time asymptotics of the generalized moments of a Lévy or Lévy-type process (Xt)t0,
limt0?1t(Exf(Xt)?f(x)),xRd,
for functions f which are not necessarily bounded or differentiable. The pointwise limit exists for fixed xRd if f satisfies a Hölder condition at x. Moreover, we give sufficient conditions which ensure that the limit exists uniformly in the space of continuous functions vanishing at infinity. As an application we prove that the domain of the generator of (Xt)t0 contains certain Hölder spaces of variable order. Our results apply, in particular, to stable-like processes, relativistic stable-like processes, solutions of Lévy-driven SDEs and Lévy processes.  相似文献   
2.
We consider systems of stochastic differential equations of the form d X t i = j = 1 d A i j ( X t ? ) d Z t j for i = 1 , ? , d with continuous, bounded and non‐degenerate coefficients. Here Z t 1 , ? , Z t d are independent one‐dimensional stable processes with α 1 , ? , α d ( 0 , 2 ) . In this article we research on uniqueness of weak solutions to such systems by studying the corresponding martingale problem. We prove the uniqueness of weak solutions in the case of diagonal coefficient matrices.  相似文献   
3.
In 2001, J.-M. Le Bars disproved the zero-one law (that says that every sentence from a certain logic is either true asymptotically almost surely (a.a.s.), or false a.a.s.) for existential monadic second order sentences (EMSO) on undirected graphs. He proved that there exists an EMSO sentence ? such that P(Gn??) does not converge as n (here, the probability distribution is uniform over the set of all graphs on the labeled set of vertices {1,,n}). In the same paper, he conjectured that, for EMSO sentences with 2 first order variables, the zero-one law holds. In this paper, we disprove this conjecture.  相似文献   
4.
We provide a bound on a distance between finitely supported elements and general elements of the unit sphere of ?2(N1). We use this bound to estimate the Wasserstein-2 distance between random variables represented by linear combinations of independent random variables. Our results are expressed in terms of a discrepancy measure related to Nourdin–Peccati’s Malliavin–Stein method. The main application is towards the computation of quantitative rates of convergence to elements of the second Wiener chaos. In particular, we explicit these rates for non-central asymptotic of sequences of quadratic forms and the behavior of the generalized Rosenblatt process at extreme critical exponent.  相似文献   
5.
6.
We consider spatially extended systems of interacting nonlinear Hawkes processes modeling large systems of neurons placed in Rd and study the associated mean field limits. As the total number of neurons tends to infinity, we prove that the evolution of a typical neuron, attached to a given spatial position, can be described by a nonlinear limit differential equation driven by a Poisson random measure. The limit process is described by a neural field equation. As a consequence, we provide a rigorous derivation of the neural field equation based on a thorough mean field analysis.  相似文献   
7.
This paper concerns with the problem of how to running an insurance company to maximize his total discounted expected dividends. In our model, the dividend rate is limited in [0,M] and the company is allowed to transfer any proportion of risk by reinsuring. So there are two strategies which we call dividend strategy and reinsurance strategy. The objective function and the corresponding optimal two strategies are the solution and the two free boundaries of the following Barenblatt parabolic equation
vt?max0a1?(12a2σ2vxx+aμvx)+cv?max0lM?[(1?vx)l]=0
under certain boundary conditions on an angular domain
QT={(x,t)|0<x<Mt,0<tT}.
The main effort is to analyze the properties of the solution and the free boundaries to show the optimal decision for the insurance company.  相似文献   
8.
A manifold that contains small perturbations will induce a perturbed partial differential equation. The partial differential equation that we select is the Poisson equation – in order to explore the interplay between the geometry of the manifold and the perturbations. Specifically, we show how the problem of symmetry determination, for higher-order perturbations, can be elegantly expressed via geometric conditions.  相似文献   
9.
A new daphnane diterpenoid, venenatin (1), along with six known compounds, was isolated from the aerial parts of Excoecaria venenata. The structure of 1 was elucidated on the basis of extensive spectroscopic analysis. Compound 1 exhibited growth inhibitory effect on human leukaemia HL-60 cell line with IC50 value of 28.10 μM.  相似文献   
10.
林龙  邓振波  刘贤德 《发光学报》2015,36(4):449-453
采用水溶性银纳米颗粒附着在反型太阳能电池的电子传输层上,用以提高有机太阳能电池的短路电流。所制备的器件结构为ITO/ZnO/Ag NPs/P3HT(Poly 3-hexylthiophene):PC[60]BM/MoO3/Ag。其金属银纳米颗粒的表面等离激元在410 nm处出现了共振吸收峰,半峰全宽约为60 nm。器件的光电流在可见光范围内均有所增加,短路电流相对于标准器件提高了20.2%,光电转化效率相对提高了17.2%。  相似文献   
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