d维分数Brown运动在H(o)lder范数下的泛函连续模

通过估计d维分数Brown运动在H(o)lder范数下的大偏差概率,得到了分数Brown运动的连续模性质.     

d维分数Brown运动在Hölder范数下的泛函连续模

通过估计d维分数Brown运动在H(o)lder范数下的大偏差概率,得到了分数Brown运动的连续模性质.     

Large deviation principle for diffusion processes under a sublinear expectation

We represent the exponential moment of the Brownian functionals under a nonlinear expectation according to the solution to a backward stochastic differential equation.As an application,we establish a large deviation principle of the Freidlin and Wentzell type under the corresponding nonlinear probability for diffusion processes with a small diffusion coefficient.     

d维分数Brown运动在Hlder范数下的泛函连续模

通过估计d维分数Brown运动在Holder范数下的大偏差概率,得到了分数Brown运动的连续模性质．     

随机保费下扰动风险模型总索赔盈余的大偏差

考虑随机保费下带干扰的风险模型,其中保费额和索赔额各自形成了END的随机变量序列,保费次数是由一个拟更新过程描绘,干扰项是由一个布朗运动过程来刻画.在索赔额分布属于一致变化类的条件下,给出了总索赔盈余过程的精致大偏差.     

分数布朗运动随机微分方程的MLE和Bayes估计的大偏差不等式

本文研究了分数布朗运动随机微分方程未知参数的极大似然估计和Bayes估计的偏差不等式.在一定的正则条件下.利用似然方法给出了这两个估计量的大偏差不等式.     

重尾索赔下的一类相依风险模型的若干问题

本文研究了重尾索赔下的一类相依风险模型,得到了破产概率的尾等价式及索赔盈余过程大偏差的渐近关系式.在该模型中,一索赔到达过程是Poisson过程,另一索赔到达过程为其p-稀疏过程.     

带移民超布朗运动的占位时中偏差

本文证明了当底空间维数d≥3时,一类带移民超布朗运动占位时过程的中偏差,其移民由Lebesgue 测度控制.可以清楚地看出,中偏差的规范化因子和速度函数恰好介于中心极限定理和大偏差之间,在 这个意义下,中偏差填补了中心极限定理和大偏差之间的空白.     

多元模型的长尾相依大偏差的下界

研究了在多元模型中的服从长尾分布且带有负相依的随机变量和的尾概率,在给定的一些条件下通过采用多元大偏差的方法得到了随机变量的非随机和和随机和的大偏差的下界,推广了相应的独立同分布情形下的结论.     

带移民超布朗运动的占位时中偏差

本文证明了当底空间维数d(≥)3时,一类带移民超布朗运动占位时过程的中偏差,其移民由Lebesgue测度控制.可以清楚地看出,中偏差的规范化因子和速度函数恰好介于中心极限定理和大偏差之间,在这个意义下,中偏差填补了中心极限定理和大偏差之间的空白.     

Post-surgical passive response of local environment to primary tumor removal

Prompted by recent clinical observations on the phenomenon of metastasis inhibition by an angiogenesis inhibitor, a mathematical model is developed to describe the post-surgical response of the local environment to the “surgical” removal of a spherical tumor in an infinite homogeneous domain. The primary tumor is postulated to be a source of growth inhibitor prior to its removal at t = 0; the resulting relaxation wave arriving from the disturbed (previously steady) state is studied, closed form analytic solutions are derived, and the asymptotic speed of the pulse is estimated to be about 2 × 10⁻⁴ cm/sec for the parameters chosen. In general, the asymptotic speed is found to be 2√Dγ, where D is the diffusion coefficient and γ is the inhibitor depletion or decay rate.     

Large deviations for empirical measures of switching diffusion processes with small parameters

We consider the asymptotic property of the diffusion processes with Markovian switching. For a general case, we prove a large deviation principle for empirical measures of switching diffusion processes with small parameters.     

A field scale model for the spread of fungal diseases in crops: the example of a powdery mildew epidemic over a large vineyard

The aim of this article is to derive an asymptotic two‐scale model for the propagation of a fungal disease over a large vineyard. The original model is based on a singularly perturbed system of two linear reaction‐diffusion equations coupled with a set of nonlinear ordinary differential equations in a highly heterogeneous medium. We prove the well‐posedness of the asymptotic model and obtain a convergence result confirmed by numerical simulations. Copyright © 2014 John Wiley & Sons, Ltd.     

Large time behavior of solutions to a nonlinear hyperbolic relaxation system with slowly decaying data

We consider the large time asymptotic behavior of the global solutions to the initial value problem for the nonlinear damped wave equation with slowly decaying initial data. When the initial data decay fast enough, it is known that the solution to this problem converges to the self-similar solution to the Burgers equation called a nonlinear diffusion wave, and its optimal asymptotic rate is obtained. In this paper, we focus on the case that the initial data decay more slowly than previous works and derive the corresponding asymptotic profile. Moreover, we investigate how the change of the decay rate of the initial values affect its asymptotic rate.     

Uniform boundedness and stability of global solutions in a strongly coupled three-species cooperating model

Using the energy estimate and Gagliardo–Nirenberg-type inequalities, the existence and uniform boundedness of global solutions for a strongly coupled reaction–diffusion system are proved. This system is the Shigesada–Kawasaki–Teramoto three-species cooperating model with self- and cross-population pressure. Meanwhile, some criteria on the global asymptotic stability of the positive equilibrium point for the model are also given by Lyapunov function. As a by-product, we proved that only constant steady states exist if the diffusion coefficients are large enough.     

Asymptotic speeds of spread and traveling waves for integral equations and delayed reaction-diffusion models

The theory of asymptotic speeds of spread and monotone traveling waves is generalized to a large class of scalar nonlinear integral equations and is applied to some time-delayed reaction and diffusion population models.     

One-dimensional random attractor and rotation number of the stochastic damped sine-Gordon equation

This paper is devoted to the study of the asymptotic dynamics of the stochastic damped sine-Gordon equation with homogeneous Neumann boundary condition. It is shown that for any positive damping and diffusion coefficients, the equation possesses a random attractor, and when the damping and diffusion coefficients are sufficiently large, the random attractor is a one-dimensional random horizontal curve regardless of the strength of noise. Hence its dynamics is not chaotic. It is also shown that the equation has a rotation number provided that the damping and diffusion coefficients are sufficiently large, which implies that the solutions tend to oscillate with the same frequency eventually and the so-called frequency locking is successful.     

Qualitative analysis on an SIRS reaction–diffusion epidemic model with saturation infection mechanism

In this paper, we deal with an SIRS reaction–diffusion epidemic model with saturation infection mechanism. Based on the uniform boundedness of the parabolic system, we investigate the extinction and persistence of the infectious disease in terms of the basic reproduction number. To better investigate the effects of infection mechanism and individual diffusion, we further analyze the asymptotic profiles of the endemic equilibrium for small or large motility rate and large saturation rate. In particular it is shown that large saturation may cause the elimination of disease. Our study may provide some significant useful insight on disease control and prevention.     

EFFECTIVE DIFFUSION AND EFFECTIVE DRAG COEFFICIENT OF A BROWNIAN PARTICLE IN A PERIODIC POTENTIAL

We study the stochastic motion of a Brownian particle driven by a constant force over a static periodic potential. We show that both the effective diffusion and the effective drag coefficient are mathematically well-defined and we derive analytic expressions for these two quantities. We then investigate the asymptotic behaviors of the effective diffusion and the effective drag coefficient, respectively, for small driving force and for large driving force. In the case of small driving force, the effective diffusion is reduced from its Brownian value by a factor that increases exponentially with the amplitude of the potential. The effective drag coefficient is increased by approximately the same factor. As a result, the Einstein relation between the diffusion coefficient and the drag coefficient is approximately valid when the driving force is small. For moderately large driving force, both the effective diffusion and the effective drag coefficient are increased from their Brownian values, and the Einstein relation breaks down. In the limit of very large driving force, both the effective diffusion and the effective drag coefficient converge to their Brownian values and the Einstein relation is once again valid.     

Local Linear Estimations of Time-Varying Parameters for Time-Inhomogeneous Diffusion Models

This paper studies the local linear estimations of the time-varying parameters for time-inhomogeneous diffusion models. Based on discretely observed sample of time-inhomogeneous diffusion models, the local linear estimations of the drift parameters are proposed and their standard errors are discussed. Considering the volatility parameter being positive, we obtain the kernel weighted estimation of the diffusion parameter by using locally log-linear fitting, and discuss asymptotic bias, asymptotic variance and asymptotic normal distribution of volatility function. It is shown that the local estimations proposed perform well through simulation studies.