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 op-erator can be represented by the limit of solutions of BSDEs with uniformly continuous coe?cients. This result is a genera...     

L~p SOLUTIONS TO BSDES WITH MONOTONIC AND UNIFORMLY CONTINUOUS GENERATORS

In this paper, we deal with Lp(p > 1) solutions to one dimensional backward stochastic differential equations(BSDEs) with discontinuous(left or right continuous)generators. We obtain an existence theorem of Lpsolutions to BSDEs whose generators are discontinuous, monotonic in y and uniformly continuous in z.     

ADAPTED SOLUTION TO BSDES WITH POISSON JUMPS UNDER NON-GROWTH CONDITION

This paper is concerned with backward stochastic differential equations with Poisson jumps under some weak assumptions. We prove the existence and uniqueness of the adapted solution, which extends the result of Situ (Stoch. Process. Appl., (1997) 66) to the case where the monotonicity conditions (Briand, Stoch. Process. Appl., (2003) 108) is satisfied, using the extended Bihari inequality and a series of approximate equations. The stability of the solutions can also be obtained for such kind of equations.     

关于一类非常系数线性递推式的解的显式表示

本文给出了两个指标的非常系数的线性递推式的显式解。有关方法,避免了由于解高阶线性代数方程所带来的困难。其结果,为求解组合计数中相应定解问题,提供了一个明确的计算公式。     

由连续半鞅驱动的倒向随机微分方程解的比较定理

彭实戈[1]首先建立了一维倒向随机微分方程的比较定理,本文在Lipschitz条件下研究由连续半鞅驱动的倒向随机微分方程,我们将比较定理推广到此类倒向随机微分方程,并且证明方法比彭实戈[1]的更加直接和简单.     

PARTIAL REGULARITY RESULT OF SUPERQUADRATIC ELLIPTIC SYSTEMS WITH DINI CONTINUOUS COEFFICIENTS

We consider the partial regularity for weak solutions to superquadratic elliptic systems with controllable growth condition, under the assumption of Dini continuous coefficients. The proof relies upon an iteration scheme of a decay estimate for a new type of excess functional. To establish the decay estimate, we use the technique of A-harmonic approximation and obtain a general criterion for a weak solution to be regular in the neighborhood of a given point. In particular, the proof yields directly the optimal H¨older exponent for the derivative of the weak solutions on the regular set.     

APPROXIMATION OF SOLUTION OF LINEAR DIFFERENTIAL EQUATION WITH ALMOST PERIOD FUNCTION COEFFICIENTS

Let us consider fOllowing the linear differential equation system:We transfrom this system to vector-matrix form:whereand writeTheorem 1 Suppose that the coefficient matrixs A*(t) and A**(t) aIld tl1e frec terIllvectors W*(t) and W**(t) of the lillear differe1ltial equationsare L-iIltegrablc in tlle interval (a, oo) a11dwllere A1, A2, B1 a11d B2 are constants, E a11d n axe sma1l constants.If Y*(t) aIl相似文献   

SMALLEST g-SUPERSOLUTION FOR BSDE WITH CONTINUOUS DRIFT COEFFICIENTS

91. IntroductionSince the result of monotonic lied theorem of BSDE and its aPPlication to nonlinearDoolyMeyer decomposition theorem, the smallest g-supersolution with a constraint on (Y, Z)(see [1]), some developments have been done, for example, in 14], where by a penallzationmethod, Chen and Peng discussed nonlinear Doob-Meyer decomposition theorem ash theBSDE introduced by Duffie and EPsteinI3]. In [51 Lin discussed the smallest g-supersolutionto BSDE with a constraint on (y,z) wi…     

常系数线性分数阶微分方程组的解

本文研究了常系数线性分数阶微分方程组的求解问题.利用逆Laplace变换,Jordan标准矩阵和最小多项式,得到矩阵变量Mittag-Leffler函数的三种不同的计算方法,包含了常系数线性一阶微分方程组的解.     

多元正系数代数多项式倒数对非负连续函数的逼近

设d≥1为正整数,S为Rd中的单纯形,C(S)为S上的连续函数类,f(x)∈C(S),f(x)≥0,f≠0,则文中证明存在Pn(x)∈Ⅱ+n,d={Pn(x)=∑|k|≤n akxk(1-|x|)n-|k|x∈S,ak≥ 0},绝对常数C＞0使||f-1/Pn||≤C[ωψ(f,1/√n)+||f||/√n],这里k,x∈Rd,k=(k1,k2,…,kd),x=(x1,x2,…,xd),|k|=k1+k2+…+kd,|x|=x1+x2+…+xd,xk=x1k1x2k2…xdkd,ωψ(f,t)为单纯形S上的一阶Ditzian-Totik光滑模,||f||=maxx∈S|f(x)|.     

连续系数倒向随机微分方程最小解的Levi定理

本文研究了倒向随机微分方程解的连续依赖性问题.利用文献[4]中使用的方法,提出并证明了连续系数的一维倒向随机微分方程最小解的Levi定理,推广了文献[10]中的相应结果.     

二维分数阶变系数对流-扩散方程的数值解

1 引 言 在古典的微分方程中,利用阶数为实数的分数阶导数代替整数阶导数,能更好地模拟许多物理现象.特别是具有复杂结构的多孔介质中的反常扩散问题.     

高阶常系数中立型线性周期系统的周期解

本文利用Ｆｏｕｒｉｅｒ分析方法，对高阶常系数中立型线性周期系统给出了周期解存在、唯一的充要条件，从而推广并改进了以前的结果．     

THE SOLUTION OF THE CAUCHY PROBLEM FOR A WAVE EQUATION WITH VARIABLE COEFFICIENTS

Let \[{\mathfrak{M}_k}\] denote the space of Lorentz witb. constant curvature: \[1 + {K_{\eta pq}}{x^p}{x^q}\] where K is a constant and \[\eta = ({\eta _{pq}})\]=diag [1,... 1,-1], We have considered the wave equation with variable coefficients \[\frac{\partial }{{\partial {x^j}}}(\sqrt {|\tilde g|} ){{\tilde g}^{jk}}\frac{{\partial u}}{{\partial {x^k}}}) = 0\] in \[{\mathfrak{M}_k}\] where \[|\tilde g| = |1 + {K_{\eta pq}}{x^p}{x^q}{|^{ - (n + 1)}},{{\tilde g}^{jk}} = (1 + {K_{\eta pq}}{x^p}{x^q})({\eta _{jk}} + K{x^j}{x^k})\] and found the explicit solution of the Cauchy problem for equation (1)     

具有正负系数的连续变量的差分方程解的零点分布

考虑具有正负系数的连续变量的差分方程 x(t)-x(t-γ)+P(t)x(t-τ)-Q(t)x(t-σ)=0,其中P,Q∈C([t_0,∞),R~+),τ,σ,γ∈(0,∞)。本文给出了上述方程解的零点分布及方程所有解振动的充分条件并改进和推广了已有的结果。     

具有正负系数的连续变量的差分方程解的零点分布

考虑具有正负系数的连续变量的差分方程x(t)-x(t-γ)+P(t)x(t-т)-Q(t)x(t-σ)=0,其中P,Q∈C([t0,∞),R+),т,σ,γ∈(0,∞).本文给出了上述方程解的零点分布及方程所有解振动的充分条件并改进和推广了已有的结果.     

COMPARISON THEOREMS FOR MULTI-DIMENSIONAL GENERAL MEAN-FIELD BDSDES

In this paper we study multi-dimensional mean-field backward doubly stochastic differential equations(BDSDEs), that is, BDSDEs whose coefficients depend not only on the solution processes but also on their law. The first part of the paper is devoted to the comparison theorem for multi-dimensional mean-field BDSDEs with Lipschitz conditions.With the help of the comparison result for the Lipschitz case we prove the existence of a solution for multi-dimensional mean-field BDSDEs with an only contin...     

Orlicz空间内正系数代数多项式倒数对非负连续函数的逼近

本文研究了Bernstein-Durrmeyer代数多项式倒数对非负连续函数在Orlicz空间中的逼近问题.利用光滑模和K-泛函等工具,获得了收敛速度的估计,所得的结果比Lp空间内的相应结果具有拓展的意义.     

与多通道正交小波滤波器相关的矩阵扩充的通解

本文研究了一类与多通道正交小波滤波器相关的矩阵方程。运用多相位分解的方法，获得了这类矩阵方程的通解。借助于该结果，可以从一组多通道正交小波能够产生许多组多通道正交小波。