共查询到20条相似文献,搜索用时 15 毫秒
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Periodica Mathematica Hungarica - 相似文献
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Periodica Mathematica Hungarica - 相似文献
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模糊值Choquet积分(Ⅱ)--函数关于模糊值模糊测度的Choquet积分 总被引:2,自引:0,他引:2
研究一种取值于模糊数集的Choquet积分,该积分的被积函数是单值函数,所用的测度是模糊值模糊测度。给出其定义、性质和收敛定理。 相似文献
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本文首先建立了实值非负函数关于集值序增函数的集值Riemann-Stieltjes积分,并讨论了集值Riemann-Stieltjes积分的性质,给出了集值Riemann-Stieltjes可积的充要条件,最后引入了集值Riemann-Stieltjes随机积分. 相似文献
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G. Ya. Areshkin 《Journal of Mathematical Sciences》2001,107(4):3963-3971
We prove some statements on the decomposition of indefinite integrals of scalar functions with respect to a vector measure. We also consider continuous linear operators acting from the fundamental Banach space
to a Hilbert space H. This gives a representation theorem for continuous linear operators from X to H. These results are applied to most general linear integral equations of the form
. Such equations are equivalent to certain infinite systems of scalar integral equations and to infinite systems of linear algebraic equations. Bibliography: 11 titles. 相似文献
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Given a process with independent increments X (not necessarily a martingale) and a large class of square integrable r.v. H = f(X T ), f being the Fourier transform of a finite measure μ, we provide a direct expression for Kunita-Watanabe and Föllmer-Schweizer decompositions of H. The representation is expressed by means of two significant maps: the expectation and derivative operators related to the characteristics of X. We also evaluate the expression for the variance optimal error when hedging the claim H with underlying process X. Those questions are motivated by finding the solution of the celebrated problem of global and local quadratic risk minimization in mathematical finance. 相似文献
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We consider problems related to integration with respect to the Bogoliubov measure in the space of continuous functions and calculate some functional integrals with respect to this measure. Approximate formulas that are exact for functional polynomials of a given degree and also some formulas that are exact for integrable functionals belonging to a broader class are constructed. An inequality for traces is proved, and an upper estimate is derived for the Gibbs equilibrium mean square of the coordinate operator in the case of a one-dimensional nonlinear oscillator with a positive symmetric interaction. 相似文献
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A new result for integrals involving the product of Bessel functions and Associated Laguerre polynomials is obtained in terms
of the hypergeometric function. Some special cases of the general integral lead to interesting finite and infinite series
representations of hypergeometric functions. 相似文献
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We prove that the functions
and
are Stieltjes transforms. 相似文献
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Marian Vâjâitu 《Algebras and Representation Theory》2013,16(6):1611-1620
Given a prime number p and K a compact subset of ? p , the topological completion of the algebraic closure of the field of p-adic numbers, we are interested in integral representations for a class of Krasner analytic functions defined on ${\mathbb{P}}^1({\mathbb{C}}_p)\setminus K$ with values in ${\mathbb{P}}^1({\mathbb{C}}_p)$ . We apply these results to study the behavior of Krasner analytic functions around singular points. 相似文献
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常微分方程(组)的高次积分因子与高次积分及其微分特征列集算法 总被引:1,自引:0,他引:1
考虑了一般微分方程(组)高次积分和其微分特征列集(吴方法)机械化确定算法.首先提出微分方程的积分因子和首次积分的推广高次积分因子与其对应的高次积分的概念.其次给出了由高次积分因子确定其对应的高次积分的计算公式,使确定高次积分的问题转化为求高次积分因子的问题.再其次对确定高次积分因子的问题,给出了微分特征列集算法.最后用给定的算法确定了二阶和三阶微分方程拥有高次积分的结构定理,并给出了具体的算例和结论. 相似文献
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Abstract We introduce Wiener integrals with respect to the Hermite process and we prove a non-central limit theorem in which this integral appears as limit. As an example, we study a generalization of the fractional Ornstein–Uhlenbeck process. 相似文献
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S. A. Plaksa 《Ukrainian Mathematical Journal》2005,57(2):261-270
We establish sufficient conditions for the differentiability of a singular Cauchy integral with piecewise-continuous density. Formulas for the nth-order derivatives of a singular Cauchy integral and for the boundary values of the nth-order derivatives of a Cauchy-type integral are obtained.__________Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 57, No. 2, pp. 222–229, February, 2005. 相似文献
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