Markov耦合与Markov过程的遍历性

本文运用耦合方法,真接通过无穷小算子判别随机过程的遍历性,得到了便于应用的遍历性定理。     

两指标局部鞅的停止变换及Wiener过程的鞅刻划

本文主要讨论两指标局部平方可积鞅的停止变换问题及Ｗｉｅｎｅｒ过程的鞅刻划和停止问题。     

双指标非交换鞅的一些不等式

本文研究了双指标非交换鞅的一些不等式问题.利用单指标非交换鞅不等式的方法,获得了双指标非交换鞅的||·||H_p(M)和||·||h_p(M)之间的关系(2≤p∞).推广了双指标非交换鞅的||·||L_p(M)和||·||h_p(M)之间的等价关系(2≤p≤4).     

GENERALIZED STOCHASTIC DURATION INMARKOVIAN HEATH-JARROW-MORTONFRAMEWORK

1 IntroductionIll moderll financial industry, risk managen1ent is a major task tliat fiuancial institutionsnlust deal witli in every tradiug day alld it is becouilng urore and more important for mailltaining tl1eir access to clieap capital and meeting risk-based caPital requirements. Meanwhile,sonle fiuaucial iustitutions (FI) sucl1 as co1nuercial ba1lks, iusurallce companies and securitiescolllpanies. etc., hold a large proportioll of fixed income security which price is sensitive totlle mar…     

两参数过份函数的某些性质

本文讨论了两参数过份函数的部分性质,得到了：若ｆ为两参数过份函数,则对几乎每一个ｗ,ｔｆ（Ｘｔ（ｗ））是方向右连续且有方向左权限．     

HOMOGENEOUS COMPACT GEOMETRIES

We classify compact homogeneous geometries of irreducible spherical type and rank at least 2 which admit a transitive action of a compact connected group, up to equivariant 2-coverings. We apply our classification to polar actions on compact symmetric spaces.     

二参数有限随机事件流

本文讨论二参数无后效有限随机事件流的鞅性和各种二参数Ｍａｒｋｏｖ性。     

双指标非交换鞅的收敛性和不等式

本文研究了双指标非交换鞅的收敛性和不等式问题.利用非交换代数和单指标鞅的方法,获得了双指标Lp-有界鞅(1≤p≤∞)的收敛性,L1-收敛性和一致可积的关系;推广了双指标非交换鞅的两个不等式,即Burkholder-Gundy不等式和强鞅的Davis不等式.     

概复齐性空间

<正> 实向量空间V上的一个线性变换I,如果合于I~2=-E(E是么变换),则称I为V上的一个复结构.易知:存在复结构的实向量空间维数必定是偶数,并且可以视为复向量空间.事实上,命     

V-BILIPSCHITZ DETERMINACY OF WEIGHTED HOMOGENEOUS ANALYTIC FUNCTION-GERMS ON WEIGHTED HOMOGENEOUS REAL ANALYTIC VARIETIES

In this article, we provide estimates for the degree of V bilipschitz determinacy of weighted homogeneous function germs defined on weighted homogeneous analytic variety V satisfying a convenient Lojasiewicz condition.The result gives an explicit order such that the geometrical structure of a weighted homogeneous polynomial function germs is preserved after higher order perturbations.     

双参数并行Jacobi型方法及其收敛性

1983年Missirlis提出了一种解线性代数方程组的方法,称为并行Jacobi型方法(Parallel Jacobi-Type Method)并且讨论了它的收敛性.方法的优越性在于适合并行计算.本文将这个方法推广到两个参数的情形,讨论了方法的收敛性.双参数法一方面保持了适用于并行计算的特点,而且又扩大了方法的应用范围,提高了收敛速度.事实     

l2-值两参数OU过程的连续

§ 1　IntroductionLet{ Y(t) ;-∞ 0 ,i.e.Xk(· ) is a sta-tionary,mean zero Gaussian process with EXk(s) Xk(t) =(γk/λk) exp(-λk|t-s|) ,k=1 ,2 ,....The process Y(· ) was first introduced in[1 ] as the stationary solution of the infinitearray of stochastic differential equationsd Xi(t) =-λi Xi(t) dt+(2γi) 1 / 2 d Wi(t)　 (i =1 ,2 ,...) ,(1 .1 )where { Wi(t)…     

两参数随机微分方程解的迭代收敛性

本文在非Ｌｉｐｓｃｈｉｔｚ条件下证明了两参数随机微分方程解的迭代收敛性，推广了文献（１）中的相应结果。     

两指标Poisson型随机微分方程的单调迭代方法

本文在一般满足通常性条件的概率空间中，利用单调迭代方法讨论了由Poisson点过程驱动的两指标随机微分方程的上下解。在系数满足非Lipschits条件下给出了两个解U（z)和V（z)使得方程的任意解x(z)有U（z)≤x(z)≤V(z).     

REDUCTIVE COMPACT HOMOGENEOUS CR MANIFOLDS

We define and investigate a class of compact homogeneous CR manifolds, that we call $ \mathfrak{n} $ -reductive. They are orbits of minimal dimension of a compact Lie group K ₀ in algebraic affine homogeneous spaces of its complexification K. For these manifolds we obtain canonical equivariant fibrations onto complex flag manifolds, generalizing the Hopf fibration $ {S^3}\to \mathbb{C}{{\mathbb{P}}^1} $ . These fibrations are not, in general, CR submersions, but satisfy the weaker condition of being CR-deployments; to obtain CR submersions we need to strengthen their CR structure by lifting the complex stucture of the base.     

复测度双指标鞅的若干不等式

本文研究了关于复测度双指标鞅的某些性质.利用复测度双指标鞅的收敛定理,证明了极大算子f * 的弱(p,p)型和强(p,p)型不等式以及均方算子的有界性.     

A CLASS OF HOMOGENEOUS SEMISIMPLE SPACES

§１．ＩｎｔｒｏｄｕｃｔｉｏｎＣｏｎｓｉｄｅｒａ１１ｔｅｎｓｏｒｆｉｅｌｄＩｏｎａｓｍｏｏｔｈｍａｎｉｆｏｌｄＭ．Ｔｈｅｎａｔｕｒａｌｇｅｎｅｒａｌｉｚａｔｉｏｎｏｆｔｈｅｃｏｍｐｌｅｘｓｔｒｕｃｔｕｒｅａｎｄｐａｒａｃｏｍｐｌｅｘｓｔｒｕｃｔｕ...     

HOMOGENEOUS FUNCTIONS DETERMINED BY CYCLIC SUBMODULES

Abstract

For a unital module V over a commutative ring R, let C denote the collection of cyclic submodules. The ring ?_R(V;C) = {f ε End_R V |f(C) ?C, ?C ε_R (V;C) has been the object of several recent studies in which the structure of ?_R(V;C) is related to the triple (V, R,C). Here we introduce a new ring H_R(V;C) containing ?(V;C) and investigate its structure in terms of the parameters (V, R, C).     

齐次群上的平均振荡空间

本文通过构造ｋ－容许覆盖，定义了齐次群上平均振荡空间，并得到该函数空间上的若干等价范数刻划，拓广了文［４］中的结果