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1.
Let p be a large prime number, K, L, M, λ be integers with 1 ≤ Mp and gcd(λ, p) = 1. The aim of our paper is to obtain sharp upper bound estimates for the number I 2(M; K, L) of solutions of the congruence
xy o l    (mod p),     K+ 1 £ xK +M,    L+ 1 £ yL +M,xy \equiv \lambda \quad ({\rm mod} p), \quad K+ 1 \leq x \leq K +M,\quad L+ 1 \leq y \leq L +M,  相似文献   

2.
We consider the Hill operator
Ly = - y¢¢ + v(x)y,    0 £ x £ p,Ly = - y^{\prime \prime} + v(x)y, \quad0 \leq x \leq \pi,  相似文献   

3.
We establish several conditions which are equivalent to
|[Bx,x]| £ áAx, x ?,    "x ? H|[Bx,x]| \leq \langle Ax, x \rangle,\quad \forall x \in {{\mathcal{H}}}  相似文献   

4.
We introduce a method for generating (Wx,T(m,s),mx,T(m,s),Mx,T(m,s))(W_{x,T}^{(\mu,\sigma)},m_{x,T}^{(\mu,\sigma)},M_{x,T}^{(\mu,\sigma)}) , where Wx,T(m,s)W_{x,T}^{(\mu,\sigma)} denotes the final value of a Brownian motion starting in x with drift μ and volatility σ at some final time T, mx,T(m,s) = inf0 £ tTWx,t(m,s)m_{x,T}^{(\mu,\sigma)} = {\rm inf}_{0\leq t \leq T}W_{x,t}^{(\mu,\sigma)} and Mx,T(m,s) = sup0 £ tT Wx,t(m,s)M_{x,T}^{(\mu,\sigma)} = {\rm sup}_{0\leq t \leq T} W_{x,t}^{(\mu,\sigma)} . By using the trivariate distribution of (Wx,T(m,s),mx,T(m,s),Mx,T(m,s))(W_{x,T}^{(\mu,\sigma)},m_{x,T}^{(\mu,\sigma)},M_{x,T}^{(\mu,\sigma)}) , we obtain a fast method which is unaffected by the well-known random walk approximation errors. The method is extended to jump-diffusion models. As sample applications we include Monte Carlo pricing methods for European double barrier knock-out calls with continuous reset conditions under both models. The proposed methods feature simple importance sampling techniques for variance reduction.  相似文献   

5.
We study the boundary-value problem of determining the parameter p of a parabolic equation
v(t) + Av(t) = f(t) + p,    0 \leqslant t \leqslant 1,    v(0) = j,     v(1) = y, v^{\prime}(t) + Av(t) = f(t) + p,\quad 0 \leqslant t \leqslant 1,\quad v(0) = \varphi, \quad v(1) = \psi,  相似文献   

6.
In the paper we determine, for any K>0 and α∈[0,1], the optimal constant L(K,α)∈(0,∞] for which the following holds: If X is a nonnegative submartingale and Y is α-strongly differentially subordinate to X, then
supt\mathbbE|Yt| £ Ksupt\mathbbEXtlog+Xt+L(K,a).\sup_t\mathbb{E}|Y_t|\leq K\sup_t\mathbb{E}X_t\log^+X_t+L(K,\alpha).  相似文献   

7.
We present sharp Hessian estimates of the form D2 Se(t,x) £ g(t)I{D^2 S^\varepsilon(t,x)\leq g(t)I} for the solution of the viscous Hamilton–Jacobi equation
llSet+\frac12|DSe|2+V(x)-eDSe = 0    in  QT=(0,T]× \mathbb Rn,                                  Se(0,x) = S0(x)   in \mathbb Rn.\begin{array}{ll}S^\varepsilon_t+\frac{1}{2}|DS^\varepsilon|^2+V(x)-\varepsilon\Delta S^\varepsilon = 0\quad {\rm in} \, Q_T=(0,T]\times\, {\mathbb {R}^n}, \\ \qquad \qquad \qquad \qquad \quad \, S^\varepsilon(0,x) = S_0(x)\quad{\rm in}\, {\mathbb {R}^n}.\end{array}  相似文献   

8.
Given an isotropic random vector X with log-concave density in Euclidean space \mathbbRn{\mathbb{R}^n} , we study the concentration properties of |X| on all scales, both above and below its expectation. We show in particular that
l \mathbbP( | |X| - ?n | 3 t?n ) £ C  exp ( -cn1/2 min(t3, t) )   "t 3 0, \begin{array}{l} \mathbb{P}\left ( \left | |X| - \sqrt{n} \right | \geq t\sqrt{n} \right ) \leq C \, {\rm exp} \left ( -cn^{1/2} {\rm min}(t^{3}, t) \right) \; \forall t \geq 0, \end{array}  相似文献   

9.
This paper is devoted to the study of specific statistical methods for extremal events in the markovian setup, based on the regenerative method and the Nummelin technique. Exploiting ideas developed in Rootzén (Adv Appl Probab 20:371–390, 1988), the principle underlying our methodology consists of first generating a random number l of approximate pseudo-renewal times τ 1, τ 2, ..., τ l for a sample path X 1, ..., X n drawn from a Harris chain X with state space E, from the parameters of a minorization condition fulfilled by its transition kernel, and then computing submaxima over the approximate cycles thus obtained: $\max_{1+\tau_1\leq i \leq \tau_2}f(X_i),\;\ldots ,\;\max_{1+\tau_{l-1}\leq i \leq \tau_l}f(X_i)This paper is devoted to the study of specific statistical methods for extremal events in the markovian setup, based on the regenerative method and the Nummelin technique. Exploiting ideas developed in Rootzén (Adv Appl Probab 20:371–390, 1988), the principle underlying our methodology consists of first generating a random number l of approximate pseudo-renewal times τ 1, τ 2, ..., τ l for a sample path X 1, ..., X n drawn from a Harris chain X with state space E, from the parameters of a minorization condition fulfilled by its transition kernel, and then computing submaxima over the approximate cycles thus obtained: max1+t1i £ t2f(Xi),  ?,  max1+tl-1i £ tlf(Xi)\max_{1+\tau_1\leq i \leq \tau_2}f(X_i),\;\ldots ,\;\max_{1+\tau_{l-1}\leq i \leq \tau_l}f(X_i) for any measurable function f:E→ℝ. Estimators of tail features of the sample maximum max1 ≤ i ≤ n f(X i ) are then constructed by applying standard statistical methods, tailored for the i.i.d. setting, to the submaxima as if they were independent and identically distributed. In particular, the asymptotic properties of extensions of popular inference procedures based on the conditional maximum likelihood theory, such as Hill’s method for the index of regular variation, are thoroughly investigated. Using the same approach, we also consider the problem of estimating the extremal index of the sequence {f(X n )} n ∈ ℕ under suitable assumptions. Eventually, practical issues related to the application of the methodology we propose are discussed and preliminary simulation results are displayed.  相似文献   

10.
For arbitrary [α, β] ⊂ R and p > 0, we solve the extremal problem
òab | x(k)(t) |qdt ? sup,     q 3 p,    k = 0    \textor    q 3 1,    k 3 1, \int\limits_\alpha^\beta {{{\left| {{x^{(k)}}(t)} \right|}^q}dt \to \sup, \quad q \geq p,\quad k = 0\quad {\text{or}}\quad q \geq 1,\quad k \geq 1},  相似文献   

11.
We consider the existence of nontrivial solutions of the boundary-value problems for nonlinear fractional differential equations
*20c Da u(t) + l[ f( t,u(t) ) + q(t) ] = 0,    0 < t < 1, u(0) = 0,    u(1) = bu(h), \begin{array}{*{20}{c}} {{{\mathbf{D}}^\alpha }u(t) + {{\lambda }}\left[ {f\left( {t,u(t)} \right) + q(t)} \right] = 0,\quad 0 < t < 1,} \\ {u(0) = 0,\quad u(1) = \beta u(\eta ),} \\ \end{array}  相似文献   

12.
In this paper we propose a periodic, mean-reverting Ornstein–Uhlenbeck process of the form
dXt=(L(t)-a Xtdt + s dBt,     t 3 0, dX_t=(L(t)-\alpha\, X_t)\, dt + \sigma\, dB_t, \quad t\geq 0,  相似文献   

13.
We establish uniform estimates for order statistics: Given a sequence of independent identically distributed random variables ξ 1, … , ξ n and a vector of scalars x = (x 1, … , x n ), and 1 ≤ k ≤ n, we provide estimates for \mathbb E   k-min1 £ in |xixi|{\mathbb E \, \, k-{\rm min}_{1\leq i\leq n} |x_{i}\xi _{i}|} and \mathbb E k-max1 £ in|xixi|{\mathbb E\,k-{\rm max}_{1\leq i\leq n}|x_{i}\xi_{i}|} in terms of the values k and the Orlicz norm ||yx||M{\|y_x\|_M} of the vector y x  = (1/x 1, … , 1/x n ). Here M(t) is the appropriate Orlicz function associated with the distribution function of the random variable |ξ 1|, G(t) = \mathbb P ({ |x1| £ t}){G(t) =\mathbb P \left(\left\{ |\xi_1| \leq t\right\}\right)}. For example, if ξ 1 is the standard N(0, 1) Gaussian random variable, then G(t) = ?{\tfrac2p}ò0t e-\fracs22ds {G(t)= \sqrt{\tfrac{2}{\pi}}\int_{0}^t e^{-\frac{s^{2}}{2}}ds }  and M(s)=?{\tfrac2p}ò0se-\frac12t2dt{M(s)=\sqrt{\tfrac{2}{\pi}}\int_{0}^{s}e^{-\frac{1}{2t^{2}}}dt}. We would like to emphasize that our estimates do not depend on the length n of the sequence.  相似文献   

14.
In this paper we study the existence of a solution in ${L^\infty_{\rm loc}(\Omega)}In this paper we study the existence of a solution in Lloc(W){L^\infty_{\rm loc}(\Omega)} to the Euler–Lagrange equation for the variational problem
inf[`(u)] + W1,¥0(W) òW (ID(?u) + g(u)) dx,                   (0.1)\inf_{\bar u + W^{1,\infty}_0(\Omega)} \int\limits_{\Omega} ({\bf I}_D(\nabla u) + g(u)) dx,\quad \quad \quad \quad \quad(0.1)  相似文献   

15.
In this paper we consider a nonlinear evolution reaction–diffusion system governed by multi-valued perturbations of m-dissipative operators, generators of nonlinear semigroups of contractions. Let X and Y be real Banach spaces, ${\mathcal{K}}In this paper we consider a nonlinear evolution reaction–diffusion system governed by multi-valued perturbations of m-dissipative operators, generators of nonlinear semigroups of contractions. Let X and Y be real Banach spaces, K{\mathcal{K}} be a nonempty and locally closed subset in \mathbbR ×X×YA:D(A) í X\rightsquigarrow X, B:D(B) í Y\rightsquigarrow Y{\mathbb{R} \times X\times Y,\, A:D(A)\subseteq X\rightsquigarrow X, B:D(B)\subseteq Y\rightsquigarrow Y} two m-dissipative operators, F:K ? X{F:\mathcal{K} \rightarrow X} a continuous function and G:K \rightsquigarrow Y{G:\mathcal{K} \rightsquigarrow Y} a nonempty, convex and closed valued, strongly-weakly upper semi-continuous (u.s.c.) multi-function. We prove a necessary and a sufficient condition in order that for each (t,x,h) ? K{(\tau,\xi,\eta)\in \mathcal{K}}, the next system
{ lc u¢(t) ? Au(t)+F(t,u(t),v(t))    t 3 tv¢(t) ? Bv(t)+G(t,u(t),v(t))    t 3 tu(t)=x,    v(t)=h, \left\{ \begin{array}{lc} u'(t)\in Au(t)+F(t,u(t),v(t))\quad t\geq\tau \\ v'(t)\in Bv(t)+G(t,u(t),v(t))\quad t\geq\tau \\ u(\tau)=\xi,\quad v(\tau)=\eta, \end{array} \right.  相似文献   

16.
This work is devoted to the construction of canonical passive and conservative state/signal shift realizations of arbitrary passive continuous time behaviors. By definition, a passive future continuous time behavior is a maximal nonnegative right-shift invariant subspace of the Kreĭn space L2([0,¥);W){L^2([0,\infty);\mathcal W)}, where W{\mathcal W} is a Kreĭn space, and the inner product in L2([0,¥);W){L^2([0,\infty);\mathcal W)} is the one inherited from W{\mathcal W}. A state/signal system S = (V;X,W){\Sigma=(V;\mathcal X,\mathcal W)}, with a Hilbert state space X{\mathcal X} and a Kreĭn signal space W{\mathcal W}, is a dynamical system whose classical trajectories (x, w) on [0, ∞) satisfy x ? C1([0,¥);X){x\in C^1([0,\infty);\mathcal X)}, w ? C([0,¥);W){w \in C([0,\infty);\mathcal W)}, and
([(x)\dot](t),x(t),w(t)) ? V,    t ? [0,¥), (\dot x(t),x(t),w(t))\in V,\quad t \in [0,\infty),  相似文献   

17.
In this paper we consider the following 2D Boussinesq–Navier–Stokes systems
lll?t u + u ·?u + ?p = - n|D|a u + qe2       ?t q+u·?q = - k|D|b q               div u = 0{\begin{array}{lll}\partial_t u + u \cdot \nabla u + \nabla p = - \nu |D|^\alpha u + \theta e_2\\ \quad\quad \partial_t \theta+u\cdot\nabla \theta = - \kappa|D|^\beta \theta \\ \quad\quad\quad\quad\quad{\rm div} u = 0\end{array}}  相似文献   

18.
In this paper we study the following non-autonomous stochastic evolution equation on a Banach space E: $({\rm SE})\quad \left\{\begin{array}{ll} {\rm d}U(t) = (A(t)U(t) +F(t,U(t)))\,{\rm d}t + B(t,U(t))\,{\rm d}W_H(t), \quad t\in [0,T], \\ U(0) = u_0.\end{array}\right.$ Here, ${(A(t))_{t\in [0,T]}}In this paper we study the following non-autonomous stochastic evolution equation on a Banach space E:
(SE)    {ll dU(t) = (A(t)U(t) +F(t,U(t))) dt + B(t,U(t)) dWH(t),     t ? [0,T], U(0) = u0.({\rm SE})\quad \left\{\begin{array}{ll} {\rm d}U(t) = (A(t)U(t) +F(t,U(t)))\,{\rm d}t + B(t,U(t))\,{\rm d}W_H(t), \quad t\in [0,T], \\ U(0) = u_0.\end{array}\right.  相似文献   

19.
Let X be a normed space and V be a convex subset of X. Let a\colon \mathbbR+ ? \mathbbR+{\alpha \colon \mathbb{R}_+ \to \mathbb{R}_+}. A function f \colon V ? \mathbbR{f \colon V \to \mathbb{R}} is called α-midconvex if
f (\fracx + y2)-\fracf(x) + f(y)2 £ a(||x - y||)    for  x, y ? V.f \left(\frac{x + y}{2}\right)-\frac{f(x) + f(y)}{2}\leq \alpha(\|x - y\|)\quad {\rm for} \, x, y \in V.  相似文献   

20.
We study the well-posedness of the fractional differential equations with infinite delay (P 2): Da u(t)=Au(t)+òt-¥a(t-s)Au(s)ds + f(t), (0 £ t £ 2p){D^\alpha u(t)=Au(t)+\int^{t}_{-\infty}a(t-s)Au(s)ds + f(t), (0\leq t \leq2\pi)}, where A is a closed operator in a Banach space ${X, \alpha > 0, a\in {L}^1(\mathbb{R}_+)}${X, \alpha > 0, a\in {L}^1(\mathbb{R}_+)} and f is an X-valued function. Under suitable assumptions on the parameter α and the Laplace transform of a, we completely characterize the well-posedness of (P 2) on Lebesgue-Bochner spaces Lp(\mathbbT, X){L^p(\mathbb{T}, X)} and periodic Besov spaces B p,qs(\mathbbT, X){{B} _{p,q}^s(\mathbb{T}, X)} .  相似文献   

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