带跳跃的一般化倒向随机微分方程的解

本文讨论在一般的右连续流完备概率空间中,由Ｂｒｏｗｎ运动与Ｐｉｏｓｓｏｎ点过程联合驱动的倒向随机 分方程解的存在唯一性问题。当参数中可积时,若ｐ＝２且在局部Ｌｉｐｓｃｈｉｔｚ条件下,或ｐ≥２且在Ｌｉｐｓｃｈｉｔｚ条件下,解存在且唯一。     

带跳的耦合正倒向随机微分方程

本文对带跳的耦合正倒向随机微分方程引入了"桥"的概念,证明了如果两个带跳的耦合正倒向随机微分方程被桥连接着,那么它们有相同的唯一可解性.在此基础上,通过桥的构造,得到一些带跳的正倒向随机微分方程的唯一可解性.     

带跳的耦合正倒向随机微分方程

本文对带跳的耦合正倒向随机微分方程引入了“桥”的概念,证明了如果两个带跳的耦合正倒向随机微分方程被桥连接着,那么它们有相同的唯一可解性.在此基础上,通过桥的构造,得到一些带跳的正倒向随机微分方程的唯一可解性.     

关于(y,z,u)受限制的带跳倒向随机微分方程的最小g-上解

本文讨论在一般化的右连续信息流完备概率空间中 ,由 Brownian运动和 Poisson过程联合驱动的带跳倒向随机微分方程 (JBSDE) :Yt=ξ + ∫Ttg(s,Ys,Zs,Us) ds- ∫Tt Zsd Ws- ∫Tt∫EUs(e) N(ds,de) + AT - At在漂移系数不满足 L ipschitz条件且关于 (y,z,u)受限制时的最小 g-上解     

FRACTIONAL INTEGRAL INEQUALITIES AND THEIR APPLICATIONS TO FRACTIONAL DIFFERENTIAL EQUATIONS

In this paper, first we obtain some new fractional integral inequalities. Then using these inequalities and fixed point theorems, we prove the existence of solutions for two different classes of functional fractional differential equations.     

STABILITY AND BOUNDEDNESS OF SOLUTIONS OF VOLTERRA INTEGRAL DIFFERENTIAL EQUATIONS WITH INFINITE DELAY

This paper studies the stability and boundedness of the solutions of Volterra integral differential equations with infinite delay in the phase space (Ch, |·|h), the h-uniform stability, h-uniformly asymptotic stability and h-boundedness of solutions are obtained.     

POSITIVE FIXED POINTS AND EIGENVECTORS OF NONCOMPACT DECRESING OPERATORS WITH APPLICATIONS TO NONLINEAR INTEGRAL EQUATIONS

The author first establishes an existence and uniqueness theorem of positive fixed points and a theorem about the structure of positive eigenvectors for noncompact decreasing operators, and then, offers some applications to nonlinear integral equations on unbounded regions.     

Буняковский不等式之推广及其对于积分方程与希尔伯特空间之应用

<正> 不等式■(1) 通常称为布湼可夫斯基不等式,或席瓦耳智不等式,在本文中,作者推广此不等式为这里我们用 det u_(ij)(i,j=1,2,…,n)表第i列j行之元为 u_(ij)之n列行列式,f_i,g_j(i,j=1,2,…,n)表任一希尔伯特空间之任意二组之元,(f_i,g_j)表f_i与g_j二元之内乘积.     

带跳随机微分方程的Euler-Maruyama方法的几乎处处指数稳定性和矩稳定性

本文首先研究了一维带跳随机微分方程的指数稳定性,并证明Euler-Maruyama(EM)方法保持了解析解的稳定性.其次,研究了多维带跳随机微分方程的稳定性,证明若系数满足全局Lipchitz条件,则EM方法能够很好地保持解析解的几乎处处指数稳定性、均方指数稳定性.最后,给出算例来支持所得结论的正确性.     

MULTI-DIMENSIONAL REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND THE COMPARISON THEOREM

In this article, we study the multi-dimensional reflected backward stochastic differential equations. The existence and uniqueness result of the solution for this kind of equation is proved by the fixed point argument where every element of the solution is forced to stay above the given stochastic process, i.e., multi-dimensional obstacle, respectively. We also give a kind of multi-dimensional comparison theorem for the reflected BSDE and then use it as the tool to prove an existence result for the multi-dimensional reflected BSDE where the coefficient is continuous and has linear growth.     

QUASI PERIODIC SOLUTIONS OF NEUTRAL VOLTERRA INTEGRAL DIFFERENTIAL EQUATIONS WITH INFINITE DELAY

This paper deals with the uniqueness,existence and non-existence of quasi periodicsolutions of neutral Volterra integral differential equations of the form(1)and(2)Some new unique existence criteria and non-existence criteria of quasi periodic solutionsfor(1)and(2)are obtained.     

ON SPECTRAL METHODS FOR VOLTERRA INTEGRAL EQUATIONS AND THE CONVERGENCE ANALYSIS

The main purpose of this work is to provide a novel numerical approach for the Volterra integral equations based on a spectral approach. A Legendre-collocation method is proposed to solve the Volterra integral equations of the second kind. We provide a rigorous error analysis for the proposed method, which indicates that the numerical errors decay exponentially provided that the kernel function and the source function are sufficiently smooth. Numerical results confirm the theoretical prediction of the exponential rate of convergence. The result in this work seems to be the first successful spectral approach （with theoretical justification） for the Volterra type equations.     

LOCAL GAUSSIAN-COLLOCATION SCHEME TO APPROXIMATE THE SOLUTION OF NONLINEAR FRACTIONAL DIFFERENTIAL EQUATIONS USING VOLTERRA INTEGRAL EQUATIONS

This work describes an accurate and effective method for numerically solving a class of nonlinear fractional differential equations.To start the method,we equivalently convert these types of differential equations to nonlinear fractional Volterra integral equations of the second kind by integrating from both sides of them.Afterward,the solution of the mentioned Volterra integral equations can be estimated using the collocation method based on locally supported Gaussian functions.The local Gaussian-collocation scheme estimates the unknown function utilizing a small set of data instead of all points in the solution domain,so the proposed method uses much less computer memory and volume computing in comparison with global cases.We apply the composite non-uniform Gauss-Legendre quadrature formula to estimate singular-fractional integrals in the method.Because of the fact that the proposed scheme requires no cell structures on the domain,it is a meshless method.Furthermore,we obtain the error analysis of the proposed method and demon-strate that the convergence rate of the approach is arbitrarily high.Illustrative examples clearly show the reliability and efficiency of the new technique and confirm the theoretical error estimates.     

SINGULAR INTEGRAL OPERATORS AND SINGULAR QUADRATURE OPERATORS ASSOCIATED WITH SINGULAR INTEGRAL EQUATIONS OF THE FIRST KIND AND THEIR APPLICATIONS

ＳＩＮＧＵＬＡＲＩＮＴＥＧＲＡＬＯＰＥＲＡＴＯＲＳＡＮＤＳＩＮＧＵＬＡＲＱＵＡＤＲＡＴＵＲＥＯＰＥＲＡＴＯＲＳＡＳＳＯＣＩＡＴＥＤＷＩＴＨＳＩＮＧＵＬＡＲＩＮＴＥＧＲＡＬＥＱＵＡＴＩＯＮＳＯＦＴＨＥＦＩＲＳＴＫＩＮＤＡＮＤＴＨＥＩＲＡＰＰＬＩＣＡＴＩ...     

无限时滞的泛函积分方程与积分不等式

本文考虑形如ｘ（ｔ）＝ｗ（ｔ）＋∫＾ｔ０ｆ（ｔ，ｓ，ｘｓ）ｄｓ的具无限时滞的Ｖｏｌｔｅｒｒａ型积分方程。给出了这样一个方程存在唯一整体解的充分条件，并由此导出相应的积分不等式结果。     

PERIODIC SOLUTIONS TO NONLINEAR INTEGRAL EQUATIONS WITH INFINITE DELAY

The existence of periodic solution to nonlinear integral equations with infinite delay is studied in this paper. We prove that the g- uniform bounded and g- uniform ultimate bounded solutions implies the existence of periodic solutions using Schauder-Tychonov’s fixed point theorem in the phase space (Cg,|·|g).