A RANDOM FUNCTIONAL CENTRAL LIMIT THEOREM FOR PROCESSES OF PRODUCT SUMS OF LINEAR PROCESSES GENERATED BY MARTINGALE DIFFERENCES＊＊＊

A random functional central limit theorem is obtained for processes of partial sums and product sums of linear processes generated by non-stationary martingale differences. It devel-ops and improves some corresponding results on processes of partial sums of linear processes generated by strictly stationary martingale differences, which can be found in [5].     

UNIFORM QUADRATIC CONVERGENCE OF A MONOTONE WEIGHTED AVERAGE METHOD FOR SEMILINEAR SINGULARLY PERTURBED PARABOLIC PROBLEMS＊

This paper deals with a monotone weighted average iterative method for solving semilinear singularly perturbed parabolic problems. Monotone sequences, based on the ac- celerated monotone iterative method, are constructed for a nonlinear difference scheme which approximates the semilinear parabolic problem. This monotone convergence leads to the existence-uniqueness theorem. An analysis of uniform convergence of the monotone weighted average iterative method to the solutions of the nonlinear difference scheme and continuous problem is given. Numerical experiments are presented.     

PERIODIC SOLUTIONS FOR HIGHER ORDER DELAY FUNCTIONAL DIFFERENTIAL EQUATION OF NEUTRAL TYPE WITH LINEAR RESTORING TERMS

Using the theory of coincidence degree, the authors studied the existence of periodic solutions for higher order delay functional differential equations of neutral type with restoring terms and some new results for the existence of periodic solutions have been obtained.     

EXISTENCE AND UNIQUENESS OF WEAK SOLUTIONS FOR TWO-DIMENSIONAL MODIFIED NAVIER-STOKES EQUATIONS

This paper studies a two-dimensional modified Navier-stokes equations. The author shows the existence and uniqueness of weak solutions for this equation by Galerkin method in bounded domains. The result is further extended to the case of unbounded channel-like domains.     

二阶格点动力系统的随机一致指数吸引子

本文主要考虑具有拟周期外力项和可乘白噪声的二阶格点系统在无穷序列加权空间中的随机一致指数吸引子的存在性.首先给出无穷序列加权空间的积空间上的联合连续随机动力系统的随机一致指数吸引子存在的充分条件.其次利用OrnsteinUhlenbeck过程,构造一个可逆变量代换将有白噪声的随机二阶格点系统(SDE)转化为无白噪声的随机二阶格点系统(RDE),证明RDE系统的解可以定义一个联合连续的随机动力系统.然后证明该联合连续随机动力系统的Lipschitz连续性,分解系统的两解之差为两个部分的和,并估计一些随机变量的期望.最后得到了所考虑系统的随机一致指数吸引子的存在性.     

INVARIANCE PRINCIPLE FOR THE INTEGRAL PERIODOGRAM OF A MULTIPLE TIME SERIES

Many authers have studied the asymptotic behavior of the integral periodogram of a Gaussian stationary series. In this paper, the invariance principle for the integral periodogram of a multiple time series is investigated. We have obtained the following theorem:Let X, be a real M -dimensional stationary time series with spectral density matrix f(λ) which satis-fies the conditions:M,and X, can be represented in theform: Xn =whereξ, is the M-dimensional fourth order moment existedstationary martingale series, thenweakly converges to a Gauss process η(λ) withEη(λ) = 0,where V and Q are the second and fourth moment of the martingale seriesξ , respectively.From this theorem, two corollaries have been given, which cover some results of [2][5][6].     

随机狄里克莱级数的收敛性

该文是利用随机变量序列的局部收敛性及强大数定律研究了随机狄里克莱级数的收敛性,得出了它的收敛横坐标的简洁公式．     

Baum-Katz-Nagaev type results for martingales

We obtain a Baum-Katz-Nagaev type theorem for bounded martingale difference sequences that have more than a second moment, and prove that the celebrated Hsu-Robbins-Erd?s theorem fails for martingales.     

The LIL convergence for stationary linear random field

LetY={Y _n;n N ²} be a stationary linear random field generated by a twodimensional martingale difference. WhereN ² denotes the two dimensional integer lattice. The main purpose of this paper is to obtain the LIL convergence for the partial-sums ofY.Supported by NSFC and FEYUT SEDC CHINA.     

关于任意随机序列的强收敛性

该文的目的是要研究任意随机序列的强极限定理。作为推论,得到了一类鞅差序列的强大数定律,一类随机序列公平比的强极限定理,以及任意随机序列部分和估计定理。     

随机利率下股价服从多个跳源的跳-扩散模型的连续履约价期权定价

假定标的资产服价格的跳过程服从一类特殊的更新跳过程,考虑多个跳源影响,在Vasicek扩展利率模型下,利用鞅方法给出连续履约价期权的定价公式.     

Series of moderate deviation probabilities for martingales

We study Davis-type theorems on the moderate deviation probabilities of martingale differences with finite pth moments (1?p<∞). We prove that Davis' first result holds if p>4 and fails if 1?p<4, and Davis' second result holds if p>2 and fails if 1?p<2.