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本文研究了多重分数斯特拉托诺维奇积分,通过卷积逼近技巧和分数布朗运动的随机积分的性质,构造了当Hurst参数小于二分之一时的多重随机积分.这种方法是新的不同于文[8]中的构造方法. 相似文献
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Abstract We study multiple Riemann-Stieltjes integral approximations to multiple Stratonovich fractional integrals. Two standard approximations (Wong-Zakai and Mollifier approximations) are considered and we show the convergence in the mean square sense and uniformly on compact time intervals of these approximations to the multiple Stratonovich fractional integral. 相似文献
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1TwoTheoremsonmultipleintegrationTheorem1.1Supposethatf(t)isarbitrarycontinuousfunctiondefinedonRandh(fl,'')fi)isarbitrarycontinuousfunctiondefinedonm(1Sp0}ProofWeshallproveitbymathematicalinduction… 相似文献
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本文研究乘积空间上一类沿多项式曲线的Marcinkiewicz积分算子,在核为某些块空间函数条件下建立了这些算子的L~p有界性,1
相似文献
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本文研究了当Hurst参数日小于1/2时关于分数布朗运动的随机积分问题.利用分数布朗运动的性质和卷积逼近的方法,获得了多重分数Stratonovich积分的另一种构造. 相似文献
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We have considered the problem of the weak convergence, as tends to zero, of the multiple integral processesin the space
, where fL2([0,T]n) is a given function, and {η(t)}>0 is a family of stochastic processes with absolutely continuous paths that converges weakly to the Brownian motion. In view of the known results when n2 and f(t1,…,tn)=1{t1<t2<<tn}, we cannot expect that these multiple integrals converge to the multiple Itô–Wiener integral of f, because the quadratic variations of the η are null. We have obtained the existence of the limit for any {η}, when f is given by a multimeasure, and under some conditions on {η} when f is a continuous function and when f(t1,…,tn)=f1(t1)fn(tn)1{t1<t2<<tn}, with fiL2([0,T]) for any i=1,…,n. In all these cases the limit process is the multiple Stratonovich integral of the function f. 相似文献
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We analyze a discretization method for solving nonlinear integral equations that contain multiple integrals. These equations include integral equations with a Volterra series, instead of a single integral term, on one side of the equation. We prove existence and uniqueness of solutions, and convergence and estimates of the order of convergence for the numerical methods of solution. 相似文献
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This study presents a hybrid fuzzy integral decision-making model that integrates factor analysis, interpretive structural modeling, Markov chain, fuzzy integral and the simple additive weighted method for selecting locations of high-tech manufacturing centers in China. The analytical results of this case study demonstrate the feasibility of the proposed model for solving fuzzy multiple attribute decision-making problems, especially when criteria are interdependent. Further, the empirical study brings out some properties that are crucial for high-tech manufacturing centers to invest in China. 相似文献
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The paper presents a definition of the Skorohod integral of operator-valued processes and the derivative operator for functional of a cylindrical Brownian motionW on a Hilbert space. The method is based on the chaos expansions in terms of multiple Wiener integrals ofW.This research was partially supported by the U.S. Air Force Office of Scientific Research Contract No. F49620 85C 0144. The research of V. Pérez-Abreu was also supported by CONACYT Grant D111-904237. 相似文献
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Donal O'Regan 《Applicable analysis》2013,92(3-4):413-427
Existence results are presented which guarantee the existence of multiple nonnegative continuous solutions of a nonlinear integral equation on both a compact interval and semi-infinite interval 相似文献
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匡继昌 《数学物理学报(A辑)》2013,33(1):1-5
基于利用一个积分恒等式的新技巧,建立了赋范线性空间中新的Hilbert型积分不等式.这些新的结果包含了n维欧氏空间中n重积分的Hilbert型积分不等式作为其特殊情形. 相似文献
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针对授课班级出错率较高的一道曲面积分题目,给出四种解法.分析出错的原因在于练习不够外,主要是对重积分概念理解不够透彻. 相似文献
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Joo Bong Kim Deok Ho Lee Woo Youl Lee Chun-Gil Park Jae Myung Park 《Czechoslovak Mathematical Journal》2004,54(3):545-557
In this paper, we study the s-Perron, sap-Perron and ap-McShane integrals. In particular, we show that the s-Perron integral is equivalent to the McShane integral and that the sap-Perron integral is equivalent to the ap-McShane integral. 相似文献
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在本文中,我们定义和研究了I0Rm到Banach空间X中函数的强McShane积分,直接证明了强Mcshane积分与Bochner积分是等价的,McShane积分与强Mcshane积分等价当且仅当Banach空间X有限维.
从而部分地回答了R.A.Gordon的一个公开问题. 相似文献
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在积分区域具有某种对称性时,给出重积分及曲面积分所具有的相应性质,并通过例题给出这些性质在重积分及曲线、曲面积分中的应用方法. 相似文献
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Prior research has documented several conceptions students have regarding the definite integral, but these largely describe how students understand single-variable integral expressions. There is little research that has focused specifically on investigating students’ personal understandings of advanced types of integrals, including multiple integrals, nor how these might be generalized from the students’ understanding of single-variable definite integrals. Through interview data from 10 students and survey data from 42 students, we present a variety of student understandings of multiple integrals. We also investigate the relationship between these understandings and students’ conceptions of single-variable integrals. 相似文献