Pseudolinearity and efficiency

First order and second order characterizations of pseudolinear functions are derived. For a nonlinear programming problem involving pseudolinear functions only, it is proved that every efficient solution is properly efficient under some mild conditions.     

关于多胞形一个新仿射不变量的应用

用组合极值方法导出了n维欧氏空间中关于原点对称的一个凸多胞形子类上一个新的仿射不变量(最近由Lutwak,Yang和Zhang引入)的解析表达式,并给出了其在凸多胞形Minkowski问题的一个应用．     

A Riemannian Invariant and its Applications to Submanifold Theory

In a previous paper the author has defined a Riemannian invariant δ for Riemannian manifolds and has obtained some of its applications. In this article, we investigate this invariant in more details and provide further applications of this invariant to submanifold theory.     

Invariant Theory for Non-Associative Real Two-Dimensional Algebras and Its Applications

The set ${\mathcal A}$ of all non-associative algebra structures on a fixed 2-dimensional real vector space $A$ is naturally a ${\mbox{\rm GL}}(2,{\mbox{\bf R}})$-module. We compute the ring of ${\mbox{\rm SL}}(2,{\mbox{\bf R}})$-invariants in the ring of polynomial functions, ${\mathcal P}$, on ${\mathcal A}$. We use invariant theory to compute the exact number of nonzero idempotents of an arbitrary 2-dimensional real division algebra. We show that the absolute invariants (i.e.,the ${\mbox{\rm GL}}(2, {\mbox{\bf R}})$-invariants in the field of fractions of ${\mathcal P}$) distinguish the isomorphism classes of 2-dimensional non-associative real division algebras. We show that the (open) set $\Omega^+\subset{\mathcal A}$ of all division algebra structures on $A$ has four connected components. A similar result is proved for another class of regular 2-dimensional real algebras (the principal isotopes of the algebra ${\mbox{\bf R}}\oplus{\mbox{\bf R}}$).     

Invariant Representation for Stochastic Differential Operator by Bsdes with Uniformly Continuous Coefficients and its Applications

In this paper, we prove that a kind of second order stochastic differential operator can be represented by the limit of solutions of BSDEs with uniformly continuous coefficients. This result is a generalization of the representation for the uniformly continuous generator. With the help of this representation, we obtain the corresponding converse comparison theorem for the BSDEs with uniformly continuous coefficients, and get some equivalent relationships between the properties of the generator g and the associated solutions of BSDEs. Moreover, we give a new proof about g-convexity.     

一类二阶二次变系数微分算子的不变子空间及其应用

研究了一类二阶二次变系数微分算子的不变子空间,讨论了这类微分算子不变子空间的应用,并给出了具体应用的一些例子.在这些例子中,构造了大量变系数非线性演化方程的精确解.     

Isometries with Isomorphic Invariant Subspace Lattices

J. B. Conway and T. A. Gillespie (J. Funct. Anal.64 (1985), 178–189) characterized those reductive normal operators which have isomorphic invariant subspace lattices. In a subsequent paper (J. Operator Theory22 (1989), 31–49) they gave several necessary conditions of isomorphism in the class of nonreductive isometries. In this paper, we provide a new necessary condition when the isometry contains a bilateral shift. Furthermore, we give complete characterization if the nonreductive components of the isometries are cyclic. It turns out that this characterization is of different types in the unitary and in the nonunitary case. We describe also when absolutely continuous unitary operators have spatially isomorphic invariant subspace lattices. Our results provide answers for questions posed in the second Conway and Gillespie paper referenced above.     

Invariant Measure for Diffusions with Jumps

Our purpose is to study an ergodic linear equation associated to diffusion processes with jumps in the whole space. This integro-differential equation plays a fundamental role in ergodic control problems of second order Markov processes. The key result is to prove the existence and uniqueness of an invariant density function for a jump diffusion, whose lower order coefficients are only Borel measurable. Based on this invariant probability, existence and uniqueness (up to an additive constant) of solutions to the ergodic linear equation are established. Accepted 24 February 1998     

Invariant forms on modules with operators

We study invariant bilinear forms on bimodules that are finite direct sums of indecomposable bimodules with local endomorphism rings.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 64, pp. 30–48, 1976.     

Invariant prediction regions with smallest expected measure

A method is given for constructing a prediction region having smallest expected measure within the class of invariant level β prediction regions. The main assumptions are that the invariance group acts transitively on the parameter space and that the measure satisfies a certain invariance property. When the invariance group satisfied the Hunt-Stein Condition, the optimal invariant prediction region minimizes the maximum expected measure among all level β prediction regions. Prediction regions are constructed for: a random variable with density of arbitrary given shape but unknown location and scale; several random vectors in a multivariate regression model; and order statistics of a sample from an unspecified continuous distribution.     

Invariant metrics

Mathematische Annalen -