模糊集值映射(K)可积性的一个等价条件

In this paper,we first discuss the relationship between the McShane integral and Pettis integral for vector-valued functions.Then by using the embedding theorems for the fuzzy number space E~1,we give a new equivalent condition for(K) integrability of a fuzzy set-valued mapping F:[a,b]→E~1.     

有界可料过程关于集值平方可积鞅的集值随机积分

本文定义了一类有界可料过程关于集值平方可积鞅的集值随机积分,并研究了集植随机积分的性质。此为建立集值随机分析的理论奠定了基础。     

模糊积分变换与模糊Choquet积分的一致连续性

在一般非负单调函数空间 m[0 ,a]上引入模糊积分变换与距离的概念 ,证明了这种模糊积分变换与模糊 Choquet积分在 m[0 ,a]上关于这种距离是一致连续的 ,从而说明当 m[0 ,a]上两个函数变化不大时 ,不会使相应的模糊积分变换与模糊 Choquet积分产生较大的变化 .     

复双球垒域上奇异积分的估计

文[1]中研究了复超球上的奇异积分．本文利用复双球面上的立体角系数的方法，把[1]中复超球上的奇异积分推广到复双球垒域上，得到复双球垒域上奇异积分的一些估计．     

Formal first integrals for periodic systems

In the present paper, we give an elementary proof for the result of Li et al. (2003) [6] about nonexistence of formal first integrals for periodic systems in a neighborhood of a constant solution. Moreover, we present a criterion about partial existence of formal first integrals for the periodic system, by using the Floquet's theory.     

Strong solution of Itô type set-valued stochastic differential equation

In this paper, we shall firstly illustrate why we should introduce an It5 type set-valued stochastic differential equation and why we should notice the almost everywhere problem. Secondly we shall give a clear definition of Aumann type Lebesgue integral and prove the measurability of the Lebesgue integral of set-valued stochastic processes with respect to time t. Then we shall present some new properties, especially prove an important inequality of set-valued Lebesgue integrals. Finally we shall prove the existence and the uniqueness of a strong solution to the It5 type set-valued stochastic differential equation.     

A note on multilinear fractional integrals

Shi and Tao[6] studied the boundedness of multilinear fractional integrals introduced by Kenig and Stein[3] on product of weighted L ^p -spaces, and got some results. We give some remarks with respect to their results and correct some mistakes. We also consider another multilinear fractional integral introduced by Grafakos[2].     

Approximation theorems for set-valued stochastic integrals

The article is devoted to new properties of Aumann, Lebesgue, and Itô set-valued stochastic integrals considered in papers [1 Kisielewicz, M. (2014). Properties of generalized set-valued stochastic integrals. Discuss. Math. (DICO) 34:131–147. [Google Scholar],2 Kisielewicz, M., Michta, M. (2017). Integrably bounded set-valued stochastic integrals. J. Math. Anal. Appl. 449:1893–1910.[Crossref], [Web of Science ®] , [Google Scholar]]. In particular, it contains some approximation theorems for Aumann and Itô set-valued stochastic integrals. Hence, in particular, it follows that Aumann and Lebesgue set-valued stochastic integrals cover a.s., both for measurable and IF-nonanticipative integrably bounded set-valued stochastic processes.     

On the Pettis Integral of Closed Valued Multifunctions

In this work, the study of Pettis integrability for multifunctions (alias set-valued maps), whose values are allowed to be unbounded, is initiated. For this purpose, two notions of Pettis integrability, and of Pettis integral, are considered and compared. The first notion is similar to that of the weak integral, already known for vector-valued functions, and is defined via support functions. The second notion resembles the classical Aumann definition using integrable selections, but it involves the Pettis integrable selections rather than the Bochner integrable ones. The above two integrals are shown to coincide in a quite general setting. Several criteria for a multifunction to be Pettis integrable (in one sense or the other) are proved. On the other hand, due to the possibility of infinite values for the support functions, we are led to introduce a more general notion of scalar integrability involving the negative part of these functions. We compare the scalar integrability of a multifunction with that of its measurable selections. We also provide some new results concerning multifunctions with bounded values and/or new proofs of already existing ones. Examples are included to illustrate the results and to introduce open problems.     

Henstock-Kurzweil and McShane product integration; Descriptive definitions

The Henstock-Kurzweil and McShane product integrals generalize the notion of the Riemann product integral. We study properties of the corresponding indefinite integrals (i.e. product integrals considered as functions of the upper bound of integration). It is shown that the indefinite McShane product integral of a matrix-valued function A is absolutely continuous. As a consequence we obtain that the McShane product integral of A over [a, b] exists and is invertible if and only if A is Bochner integrable on [a, b]. Supported by grant No. 201/04/0690 of the Grant Agency of the Czech Republic.     

Aczel积分形的不等式推广

在文献［１］推广了有限和式的Ａｃｚｅｌ不等式，本文继续给出积分形式的Ａｃｚｅｌ不等式。     

L—Fuzzy集上的Fuzzy值函数的Fuzzy积分的收敛

本文引入了L-Fuzzy集合上的Fuzzy值函数关于Fuzzy值Fuzzy测度的Fuzzy值Fuzzy积分的概念,给出上述概念的几个等价定义,讨论其基本性质,得到一系列积分序列的收敛定理。     

Regularity Results for Minimizers of Certain Functional Having Nonquadratic Growth with Obstacles

We prove partial regularity for minimizers of degenerate variational integrals ∫_Ω F(x, u, Du)dx with obstacles of either the form (i) μ_f = {u ∈ H^{1,m} (Ω,\mathbb{R}^N)|u^N ≥ f_1(u¹, ... ,u^{N-1}) + f_2(x) a.e.} or (ii) μ_N = {u ∈ H^{1,m}(Ω,\mathbb{R}^N)|u^i(x) ≥ h^i(x), a.e.; i=1, ... ,N} The typical mode of variational integrals is given by ∫_Ω [a^{αβ}(x, u)b_{ij}(x, u)D_αu^i D_βu^i]^{\frac{m}{2}}dx, m ≥ 2     

对称性在积分学中的应用

如果能充分利用积分区域的对称性和被积函数的奇偶性,高等数学中许多积分的计算过程将得到简化.总结并借助实例说明对称性在高等数学定积分、重积分以及曲线与曲面积分计算中的应用.     

Radon-Nikodym derivatives of finitely additive interval measures taking values in a Banach space with basis

Let X be a Banach space with a Schauder basis { en }, and let Φ( I ) = Σ∞ n=1 en∫I fn(t)dt be a finitely additive interval measure on the unit interval [0, 1], where the integrals are taken in the sense of Henstock-Kurzweil. Necessary and sufficient conditions are given for Φ to be the indefinite integral of a Henstock-Kurzweil-Pettis (or Henstock, or variational Henstock) integrable function f : [0, 1] → X .     

On a Multiple Stratonovich-type Integral for Some Gaussian Processes

We construct a multiple Stratonovich-type integral with respect to Gaussian processes with covariance function of bounded variation. This construction is based on the previous definition of the multiple Itô-type integral given by Huang and Cambanis [Ann. Propab. 6(4), 585–614] and on a Hu–Meyer formula (that is, an expression of the multiple Stratonovich integral as a sum of Itô-type integrals of inferior or equal order) for the elementary functions. We also apply our results to the fractional Brownian motion with Hurst parameter $H > \frac{1}{2}We construct a multiple Stratonovich-type integral with respect to Gaussian processes with covariance function of bounded variation. This construction is based on the previous definition of the multiple It?-type integral given by Huang and Cambanis [Ann. Propab. 6(4), 585–614] and on a Hu–Meyer formula (that is, an expression of the multiple Stratonovich integral as a sum of It?-type integrals of inferior or equal order) for the elementary functions. We also apply our results to the fractional Brownian motion with Hurst parameter .     

Weighted integral and integro-differential inequalities

A general weighted integral inequality for two continuous functions on an interval [a,b] is presented. The equality conditions are given. This result implies the new inequalities for the incomplete beta and gamma functions as well as the related estimates for the confluent hypergeometric function, error function, and Dawson's integral. Also it implies various weighted integro-differential inequalities, those of the Opial type included, and some inequalities which involve the Erdélyi–Kober and Riemann–Liouville fractional integrals.     

A General Stochastic Calculus Approach to Insider Trading

The purpose of this paper is to present a general stochastic calculus approach to insider trading. We consider a market driven by a standard Brownian motion $B(t)$ on a filtered probability space $\displaystyle (\Omega,\F,\left\{\F\right\}_{t\geq 0},P)$ where the coefficients are adapted to a filtration ${\Bbb G}=\left\{\G_t\right\}_{0\leq t\leq T}$, with $\F_t\subset\G_t$ for all $t\in [0,T]$, $T>0$ being a fixed terminal time. By an {\it insider} in this market we mean a person who has access to a filtration (information) $\displaystyle{\Bbb H}=\left\{\H_t\right\}_{0\leq t\leq T}$ which is strictly bigger than the filtration $\displaystyle{\Bbb G}=\left\{\G_t\right\}_{0\leq t\leq T}$. In this context an insider strategy is represented by an $\H_t$-adapted process $\phi(t)$ and we interpret all anticipating integrals as the forward integral defined in [23] and [25]. We consider an optimal portfolio problem with general utility for an insider with access to a general information $\H_t \supset\G_t$ and show that if an optimal insider portfolio $\pi^*(t)$ of this problem exists, then $B(t)$ is an $\H_t$-semimartingale, i.e. the enlargement of filtration property holds. This is a converse of previously known results in this field. Moreover, if $\pi^*$ exists we obtain an explicit expression in terms of $\pi^*$ for the semimartingale decomposition of $B(t)$ with respect to $\H_t$. This is a generalization of results in [16], [20] and [2].     

对称性在重积分及曲面积分中的应用

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.     

第一类曲面积分的一种解法

运用第一类曲线积分方法解决一类特殊的第一类曲面积分问题,并举例说明此方法的简便性.