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1.
This article establishes a Girsanov type theorem under the G-Framework of Peng [15 Peng , S. 2006 . G-expectation, G-Brownian motion and related calculus of Ito's type. Available at: http://abelsymposium.no/symp2005/preprints/peng.pdf  [Google Scholar]]. Our result generalizes the classical Girsanov theorem for Brownian motion [10 Girsanov , I.V. 1960 . On transforming a certain class of stochastic processes by absolutely continuous substitution of measures . Theory Probability and Its Applications 5 : 285301 .[Crossref] [Google Scholar]]. As an application, we price the European call option when the underlying asset's price follows the Geometric G-Brownian motion.  相似文献   

2.
本利用几何不等式和曲率估计的方法,证明了黎曼流形N^n+p,上的具有平行平均曲率的紧子流形M^n上的一个拼挤定理。若N上的截曲率KN满足- 1≤ KN≤δ≤0,且‖S- nH2‖n/2, ‖ S-nH^2‖n/n-s满足一些不等式,则δ= - 1。  相似文献   

3.
A gap theorem on complete noncompact n-dimensional locally conformally flat Riemannian manifold with nonnegative and bounded Ricci curvature is proved.If there holds the following condition:integral(sk(x0,s)ds= o(log r)) from n=0 to r then the manifold is flat.  相似文献   

4.
郭彩虹 《数学研究》2007,40(1):66-71
研究局部对称共形平坦黎曼流形N^n+p(p≥2)中具有平等平均曲率向量的紧致子流形M^n的余维可约性问题,在n≥8的条件下得到了量佳拼挤常数.  相似文献   

5.
The paper considers the asymptotic behaviour of the heat contentof a riemannian manifold M, when Dirichlet conditions are imposedon a small compact subset of M. 2000 Mathematics Subject Classification58J35, 35K05.  相似文献   

6.
In this paper we concern with the characterization of bounded linear operators S acting on the weighted Bergman spaces on the unit ball. It is shown that, if S satisfies the commutation relation STzi = Tzi(i =1,..,n), where Tzi = zif and Tzi= P(zif) where P is the weighted Bergman projection, then S must be a Hankel operator.  相似文献   

7.
In this paper we concern with the characterization of bounded linear operators $S$ acting on the weighted Bergman spaces on the unit ball. It is shown that, if $S$ satisfies the commutation relation $ST_{z_i} = T_{\overline{z}_i}S(i = 1, · · · , n)$, where $T_{z_i} = z_if$ and $T_{\overline{z}_i} = P(\overline{z}_if)$ where $P$ is the weighted Bergman projection, then $S$ must be a Hankel operator.  相似文献   

8.
复Banach空间中单位球上双全纯凸映射的偏差定理   总被引:1,自引:0,他引:1  
刘太顺  张文俊 《数学学报》2003,46(6):1041-104
本文讨论一般复Banach空间上单位球B的Caratheodory度量和Kobayashi 度量的性质,并据此将Cn(n≥1)中单位球Bn上双全纯凸映射的矩阵形式偏差定理 推广到一般复Banach空间的单位球B上.  相似文献   

9.
朱赋鎏 《数学学报》2001,44(3):481-490
我们在本文中研究非紧致一秩Riemann对称空间上初等球函数的渐近表示,并利用LohoueN.和RychnerTh.得到的热核表达式,建立起这类空间上的非欧中心极限定理,所得结果包含了Terras的定理作为其特例.  相似文献   

10.
本文利用Nakagawa和Takagi的计算散度的方法,求出局部对称空间中具有平行平均曲率向量的黎曼叶状结构${\cal F}$上向量场的散度,并证明了其上的整体Pinching定理.  相似文献   

11.
朱赋鎏 《数学学报》2001,44(3):481-490
我们在本文中研究非紧致一秩Riemann对称空间上初等球函数的渐近表示,并利用Lohoue N.和Rychner Th.得到的热核表达式,建立起这类空间上的非欧中心极限定理,所得结果包含了Terras的定理作为其特例.  相似文献   

12.
13.
In this paper,we study gradient estimates for the nonlinear heat equation ut-△u =au log u,on compact Riemannian manifold with or without boundary.We get a Hamilton type gradient estimate for the positi...  相似文献   

14.
当Hunt过程为半鞅时,建立了在Girsanov变换下的转移概率密度的表示公式,并给出了变换后过程的Levy系和无穷小生成元.  相似文献   

15.
Wu  Chang Hui  Wang  Zhi Jie  Yu  Tao 《数学学报(英文版)》2019,35(9):1511-1519
Let H2(γ) be the Hilbert space over the bidisk D2 generated by a positive sequence γ={γnm}n,m ≥ 0. In this paper, we prove that the Beurling type theorem holds for the shift operator on H2(γ) with γ={γnm}n,m ≥ 0 satisfying certain series of inequalities. As a corollary, we give several applications to a class of classical analytic reproducing kernel Hilbert spaces over the bidisk D2.  相似文献   

16.
徐森林  黄正 《应用数学》1999,12(1):72-75
本文通过具有良好性质的子流形的存在性,证明了一类流形的一个刚性定理,并得到形如Bonnet-Myers定理的推论.我们还指出,在主要定理中全测地子流形的条件一般不能减弱为极小子流形.  相似文献   

17.
Our main result in this paper establishes that if G is a compact Lie subgroup of the isometry group of a compact Riemannian manifold M acting with cohomogeneity one in M and either G has no singular orbits or the singular orbits of G have dimension at most n−3, then the unit vector field N orthogonal to the principal orbits of G is weakly smooth and is a critical point of the energy functional acting on the unit normal vector fields of M. A formula for the energy of N in terms of the of integral of the Ricci curvature of M and of the integral of the square of the mean curvature of the principal orbits of G is obtained as well. In the case that M is the sphere and G the orthogonal group it is known that that N is minimizer. It is an open question if N is a minimizer in general.  相似文献   

18.
事件空间中单面非Chetaev型非完整系统的Noether定理   总被引:2,自引:0,他引:2  
研究事件空间中单面非Chetaev型非完整系统的Noether定理,首先给出了系统的D’Alembert-Lagrange原理;其次基于该原理在无限小变换下的不变性,研究了非Chetaev型非完整系统的Noether定理及逆定理;最后举例说明结果的应用。  相似文献   

19.
20.
T. Kashiwada and S. Tachibana defined conformal Killing p-forms on a Riemannian manifold of dimension p \geqslant 1$$ " align="middle" border="0"> and generalized some results on conformal Killing vector fields to the case of such forms. In this paper, conformal Killing p-forms are defined with the help of natural differental operators on Riemannian manifolds and representations of orthogonal groups. The geometry of the vector space of conformal Killing p-forms and of its two subspaces of coclosed conformal Killing p-forms and of closed conformal Killing p-forms are considered. Some local and global results due to Tachibana and Kashiwada about conformal Killing and Killing p-forms are generalized. An application to Hermitian geometry is given. Bibliography: 30 titles.  相似文献   

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