集值序增过程及其性质

首先给出有界闭凸集值序增函数以及有界闭凸集序增过程的定义;然后讨论了有界闭凸集值序增函数以及有界闭凸集值序增过程的性质.     

B-值函数Riemann-Stieltjes积分

引入数值函数关于B-值函数的R-S积分,研究了此类积分的性质及向量值R-S积分存在的几个充分条件,并给出了积分的收敛定理.     

有界可料过程关于集值平方可积鞅的集值随机积分

本文定义了一类有界可料过程关于集值平方可积鞅的集值随机积分,并研究了集植随机积分的性质。此为建立集值随机分析的理论奠定了基础。     

集值Lebesgue—Stieltjes积分

本文首先刻划了B(R_ )上的集值测度,其次建立了(R_ B(R_ ))上的集值Lebesgue-Stieltjes积分.最后,进—步建立了集值随机Lebesgue-Stietjes积分的理论.     

数值函数关于集值测度的积分的极限定理

本文给出了实值函数关于集值测度的积分序列的极限定理．     

集值函数的McShane积分

给出集值函数McShane积分的定义,并用实值函数σ(x,F(t))的McShane积分刻画集值函数的McShane积分。     

关于集值Bartle积分新的极限定理

给出集值Bartle积分一个新的定义,并进一步讨论了数值函数关于有界闭凸集值可数可加集值测度的积分的性质,建立了集值Bartle积分的新的极限定理.     

数值函数于集值测度的积分的极限定理

本文给出了实值函数关于集值测度的积分序列的极限定理。     

集值随机过程的均方积分的存在性定理

给出集值随机过程的均方积分的存在性定理,它对集值随机过程的进一步研究将起到很重要的作用。     

集值测度的Radon-Nikodym定理及集值算子的Pettis-Aumann积分表示

本文建立了 Ｂａｎａｃｈ空间集值测度的 Ｒａｄｏｎ－Ｎｉｋｏｄｙｍ定理,并给出了两类集值算子的Ｐｅｔｔｉｓ－Ａｕｍａｎｎ积分表示．     

Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales

This article is concerned with notions of set-valued stochastic integrals driven by two-parameter martingales and increasing processes. We investigate their main properties and we consider next multivalued stochastic integral equations in the plane. We establish the existence and uniqueness of solutions to such equations as well as their additional properties.     

A Set-Valued Analysis Approach to Second Order Differentiation of Nonsmooth Functions

A theory of second order differentiability for real functions with calm Clarke gradient at points of strict differentiability is presented from a set-valued analysis perspective by using the theory of graphical derivatives of set-valued maps. Connections with other second order theories and applications in optimization are given. This work is partially supported by Ministerio de Educación y Ciencia (Spain), project MTM2006-02629 and IngenioMathematica (i-MATH) CSD2006-00032 (Consolider-Ingenio 2010).     

实Clifford分析中含两个奇点的拟Bochner-Martinelli型高阶奇异积分

在实C lifford分析中讨论了带有两个奇点的拟Bochner-M artinelli型高阶奇异积分的归纳定义,H adm ard主值的存在性,递推公式,计算公式,以及在H adam ard主值意义下的微分公式.     

Properties of set-valued stochastic differential equations

The paper is devoted to properties of set-valued stochastic differential equations. The main result of the paper deals with existence and uniqueness of solutions. Furthermore, a connection between solutions of stochastic differential inclusions and solutions of set-valued stochastic differential equations are given. The result of the paper extends a lot of particular results dealing with such type equations.     

二阶线性微分方程的可积性判据

文章研究二阶线性微分方程y″+p(x)y′+q(x)y=0可积性.通过寻找p(x),q(x)满足的关系式得到方程可积的充分条件.     

Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion

We show that if a random variable is a final value of an adapted Hölder continuous process, then it can be represented as a stochastic integral with respect to fractional Brownian motion, and the integrand is an adapted process, continuous up to the final point.     

球面上变阶分数次积分的一个定理

在文[1]的基础上，本文对球面上的变阶分数次积分进行了研究，得到它关于Zygmund性质的一个定理．     

Existence and Application of Optimal Markovian Coupling with Respect to Non-Negative Lower Semi-Continuous Functions

Abstract In this paper, for two given transition probabilities, the existence of the optimal Markovian coupling with respect to a non-negative lower semi-continuous function is proved. As an application of this result, the well-known Strassen's theorem is generalized. Moreover, it is proved that the existence of an order-preserving Markovian coupling of two given jump processes is equivalent to their stochastical comparability. Research supported in part by DPFIHE (Grant No. 96002704) and NNSFC (Grant No. 19771008)     

一类奇异积分和Cauchy型积分关于积分曲线的稳定性

本文讨论了当任意给定的f（τ,t）在某个区域E内属于H类时,奇异积分在封闭或开口光滑曲线E发生光滑扰动时的稳定性,并给出了相应的误差估计．作为应用,我们还讨论了当（t）在E内属于H类时,Cauchy型积分,在封闭光滑曲线E发生光滑扰动时的稳定性及误差估计．