Stochastic H2 / H∞ Control for Poisson Jump-Diffusion Systems

This paper is concerned with stochastic H_2/H_∞ control problem for Poisson jump-diffusion systems with(x, u, v)-dependent noise, which are driven by Brownian motion and Poisson random jumps. A stochastic bounded real lemma(SBRL for short) for Poisson jump-diffusion systems is firstly established, which stands out on its own as a very interesting theoretical problem. Further, sufficient and necessary conditions for the existence of a state feedback H_2/H_∞ control are given based on four coupled matrix Riccati equations. Finally, a discrete approximation algorithm and an example are presented.     

Hardy-Sobolev类上的Bohr型不等式

Let β 〉 0 and Sβ ：= {z ∈ C ： ｜Imz｜ 〈β} be a strip in the complex plane. For an integer r ≥ 0, let H∞^Г,β denote those real-valued functions f on R, which are analytic in Sβ and satisfy the restriction ｜f^（r）（z）｜ ≤ 1, z ∈ Sβ. For σ 〉 0, denote by Bσ the class of functions f which have spectra in （-2πσ, 2πσ）. And let Bσ^⊥ be the class of functions f which have no spectrum in （-2πσ, 2πσ）. We prove an inequality of Bohr type
‖f‖∞≤π/√λ∧σ^r∑k=0^∞（-1）^k（r＋1）/（2k＋1）^rsinh（（2k＋1）2σβ）,f∈H∞^r,β∩B1/σ,
where λ∈（0,1）,∧and ∧′are the complete elliptic integrals of the first kind for the moduli λ and λ′=√1- λ^2,respectively,and λ satisfies
4∧β/π∧′=1/σ.
The constant in the above inequality is exact.     

沿平坦凸曲线Hilbert变换的L2有界性

考虑一类平坦凸曲线的Hilbert变换■.对于平坦凸曲线,给出H_γ是L~2有界的一些必要条件.     

2×2阶上三角型算子矩阵的Moore-Penrose谱

设$H_{1}$和$H_{2}$是无穷维可分Hilbert空间. 用$M_{C}$表示$H_{1}\oplusH_{2}$上的2$\times$2阶上三角型算子矩阵$\left(\begin{array}{cc} A & C \\ 0 & B \\\end{array}\right)$. 对给定的算子$A\in{\mathcal{B}}(H_{1})$和$B\in{\mathcal{B}}(H_{2})$,描述了集合$\bigcap\limits_{C\in{\mathcal{B}}(H_{2},H_{1})}\!\!\!\sigma_{M}(M_{C})$与$\bigcup\limits_{C\in{\mathcal{B}}(H_{2},H_{1})}\!\!\!\sigma_{M}(M_{C})$,其中$\sigma_{M}(\cdot)$表示Moore-Penrose谱.     

OPTIMAL CONTROL PROBLEMS WITH HYBRID QUADRATIC CRITERIA

In this paper, the auther investigates optimal control problems of continuotis time linear system with hybrid quadratic criteria such as $\[J(u) = \sum\limits_{i = 1}^N {\left\langle {{Q_i}x({t_i}),x({t_i})} \right\rangle } + \int_0^t {\left\langle {Ru(t),u(t)} \right\rangle } dt\]$. Closed-loop results are obtained in which the optiinal control can be expressed by means of state values measured only at these discrete-time points. Formulae are given for determination of feedback operators.     

3$\times$3阶上三角型算子矩阵的可能谱

Let H1, H2 and H3 be infinite dimensional separable complex Hilbert spaces. We denote by M（D,V,F） a 3×3 upper triangular operator matrix acting on Hi ＋H2＋ H3 of theform M（D,E,F）=（A D F 0 B F 0 0 C）.For given A ∈ B（H1）, B ∈ B（H2） and C ∈ B（H3）, the sets ∪D,E,F^σp（M（D,E,F））,∪D,E,F ^σr（M（D,E,F））,∪D,E,F ^σc（M（D,E,F）） and ∪D,E,F σ（M（D,E,F）） are characterized, where D ∈ B（H2,H1）, E ∈B（H3, H1）, F ∈ B（H3,H2） and σ（·）, σp（·）, σr（·）, σc（·） denote the spectrum, the point spectrum, the residual spectrum and the continuous spectrum, respectively.     

在Freud正交多项式零点处的Gr\"{u}nwald插值算子的收敛性

设$W_{\beta}(x)=\exp(-\frac{1}{2}|x|^{\beta})~(\beta > 7/6)$ 为Freud权, Freud正交多项式定义为满足下式$\int_{- \infty}^{\infty}p_{n}(x)p_{m}(x)W_{\beta}^{2}(x)\rd x=\left \{ \begin{array}{ll} 0 & \hspace{3mm} n \neq m , \\ 1 & \hspace{3mm}n = m \end{array} \right.$的     

Asymptotics of Analytic Semigroups,II

Let $T(\cdot)$ be an analytic $C_0$-semigroup of operators in a sector $S_{\theta}$, such that $||T(\cdot)||$ is bounded in each proper subsector $S_{\theta_0}$. Let $A$ be its generator, and let $D^{\infty}(A)$ be its set of $C^{\infty}$-vectors. It is observed that the (general) Cauchy integral formula implies the following extension of Theorem 5.3 in [1] and Theorem 1 in [4]: for each proper subsector $S_{\theta_0}$, there exist positive constants $M,\,\delta$ depending only on $\theta_0$, such that $(\delta^n/n!)||z^nA^nT(z)x||\leq M\,||x||$ for all $n\in\Bbb N,\, z\in S_{\theta_0}$, and $x\in D^{\infty}(A)$. It follows in particular that the vectors $T(z)x$ (with $z\in S_{\theta}$ and $x\in D^{\infty}(A)$) are analytic vectors for $A$ (hence $A$ has a dense set of analytic vectors).     

复指数函数系在$L_{\alpha}^{p}$空间中的完备性

设函数 $\alpha(t)$在$\bf R$上非负连续 和 $1\le{p}<+{\infty}$, 则 $L_{\alpha}^p=\{f: \int_{-{\infty}}^{\infty}|f(t)e^{-\alpha(t)}|^p\mathrm{d}t<{\infty}\}$ 是Banach空间. 本文中我们得到了一个复指数函数系在$L_{\alpha}^{p}$ 空间中稠密的充分必要条件.     

一类Hankel算子与Toeplitz算子的Sp性质

对于L~(α,2)(D))的两类Moebius不变子空间A~(α,2)(D)和A~(β,2)(D),我们定义了它们之间的Toeplitz算子T_f~s与其乘积空间上的Hankel算子H_f~r,并且研究了它们的有界性、紧性及Schatten-von Neumann性质。     

THE RATES OF CONVERGENCE OF M-ESTIMATORS FOR PARTLY LINEAR MODELS IN DEPENDENT CASES

51.IntroductionAnembeddingofacoveringmaporaprincipalG-bundleT:E- Xintoavectorbundlep:V→XisamapH:E-VwhichmapsEhomeomorphicallyontoitsimageH(E)inVsuchthatpoH=7.In[6l,HansenprovedthatanyfinitecoveringmapoveraCW-complexcanbeembeddedintothetrivialrealm-planebundleifdimX5m 1.Embeddingfinite..covringmapsintoarbitraryvectorbundleswasconsideredbyDuval1andHuschl3].Suchanembeddingproblemwasalsodiscussedin[4,5,6,7,8,11,12]and[13].Inthisnote,thefirstpoilltistostudyingreaterdepththeembeddingproble…     

Hankel operators with antiholomorphic symbols on the Fock space

We consider Hankel operators of the form . Here . We show that in the case of one complex dimension the Hankel operators are compact but not Hilbert-Schmidt if 2k$">.

     

$\beta$阶星象函数和凸象函数的几个充分条件的扩展

本文目的是研究了两个新算子$\mathcal{E}_{\alpha, \lambda}^{\gamma}$和$H_{m}^{l}(\alpha_1)$的星形和凸性的几个充分条件, 分别与定义在单位圆盘的广义Mittag-Leffler函数$E_{\alpha, \lambda}^{\gamma}$和广义超几何函数有关.本文得出的结果与早期的一些已知结果建立联系.     

关于广义{\Phi}-增生算子的最速下降法的收敛定理

设$E$为一致光滑Banach空间,$A:E\to E$为有界次连续广义${\it \Phi} $-增生算子满足:对任意$x_0\in E$,选取$m\ge 1$,使得$\| x_0 - x^* \| \le m$且$\mathop {\underline {\lim } }\limits_{r \to \infty } {\it \Phi} (r) > m\left\| {Ax_0 } \right\|$.设$\{C_n\}$为$[0,1]$中数列满足控制条件: i)$C_n\to 0\,(n\to\infty)$; ii)$\sum\limits_{n = 0}^\infty {C_n } = \infty $.设$\{x_n\}_{n\ge0}$由下式产生x_{n + 1} = x_n - C_n Ax_n ,\q n \ge 0, \eqno{(@)}$$则存在常数$a>0$,当$C_n < a$时,$\{x_n\}$强收敛于$A$的唯一零点$x^{*}$.     

HOW BIG ARE THE LAG INCREMENTS OF A 2-PARAMETER WIENER PROCESS? (II)

The author investigated how big the lag increments of a 2-parameter Wiener process is in [1]. In this paper the limit inferior results for the lag increments are discussed and the same results as the Wiener process are obtained. For example, if $\[\mathop {\lim }\limits_{T \to \infty } \{ \log T/{a_T} + \log (\log {b_T}/a_T^{1/2} + 1)\} /\log \log T = r,0 \leqslant r \leqslant \infty \] $ then $\[\mathop {\lim }\limits_{\overline {T \to \infty } } \mathop {\sup }\limits_{{a_T} \leqslant t \leqslant T} \mathop {\sup }\limits_{t \leqslant s \leqslant T} \mathop {\sup }\limits_{R \in L_s^*(t)} |W(R)|/d(T,t) = {\alpha _r},a.s.,\] $ $\[\mathop {\lim }\limits_{\overline {T \to \infty } } \mathop {\sup }\limits_{{a_T} \leqslant t \leqslant T} \mathop {\sup }\limits_{R \in {{\tilde L}_T}(t)} |W(R)|/d(T,t) = {\alpha _r},a.s.,\] $ where $\alpha _r=(r/(r+1))^{1/2}$, $L*_s(t)$ and $\tider L_T(t)$ are the sets of rectangles which satisfy some conditions. Moreover, the limit inferior results of another class of lag increments are discussed.     

Projektive Skalen,Tschebyscheff-Polynome und Fibonacci-Zahlen

Summary. Let $\widehat{\widehat T}_n$ and $\overline U_n$ denote the modified Chebyshev polynomials defined by $\widehat{\widehat T}_n (x) = {T_{2n + 1} \left(\sqrt{x + 3 \over 4} \right) \over \sqrt{x + 3 \over 4}}, \quad \overline U_{n}(x) = U_{n} \left({x + 1 \over 2}\right) \qquad (n \in \mathbb{N}_{0},\ x \in \mathbb{R}).$ For all $n \in \mathbb{N}_{0}$ define $\widehat{\widehat T}_{-(n + 1)} = \widehat{\widehat T}_n$ and $\overline U_{-(n + 2)} = - \overline U_n$, furthermore $\overline U_{-1} = 0$. In this paper, summation formulae for sums of type $\sum\limits^{+\infty}_{k = -\infty} \mathbf a_{\mathbf k}(\nu; x)$ are given, where $\bigl(\mathbf a_{\mathbf k}(\nu; x)\bigr)^{-1} = (-1)^k \cdot \Bigl( x \cdot \widehat{\widehat T}_{\left[k + 1 \over 2\right] - 1} (\nu) +\widehat{\widehat T}_{\left[k + 1 \over 2\right]}(\nu)\Bigr) \cdot \Bigl(x \cdot \overline U_{\left[k \over 2\right] - 1} (\nu) + \overline U_{\left[k \over 2\right]} (\nu)\Bigr)$ with real constants $ x, \nu $. The above sums will turn out to be telescope sums. They appear in connection with projective geometry. The directed euclidean measures of the line segments of a projective scale form a sequence of type $(\mathbf a_{\mathbf k} (\nu;x))_{k \in \mathbb{Z}}$ where $ \nu $ is the cross-ratio of the scale, and x is the ratio of two consecutive line segments once chosen. In case of hyperbolic $(\nu \in \mathbb{R} \setminus] - 3,1[)$ and parabolic $\nu = -3$ scales, the formula $\sum\limits^{+\infty}_{k = -\infty} \mathbf a_{\mathbf k} (\nu; x) = {\frac{1}{x - q_{{+}\atop(-)}}} - {\frac{1}{x - q_{{-}\atop(+)}}} \eqno (1)$ holds for $\nu > 1$ (resp. $\nu \leq - 3$), unless the scale is geometric, that is unless $x = q_+$ or $x = q_-$. By $q_{\pm} = {-(\nu + 1) \pm \sqrt{(\nu - 1)(\nu + 3)} \over 2}$ we denote the quotient of the associated geometric sequence.

     

WHEN CAN THE STABLE ALGEBRA DETERMINE THE STRUCTURE OF A C^＊-ALGEBRA ？

ＷＨＥＮＣＡＮＴＨＥＳＴＡＢＬＥＡＬＧＥＢＲＡＤＥＴＥＲＭＩＮＥＴＨＥＳＴＲＵＣＴＵＲＥＯＦＡＣ－ＡＬＧＥＢＲＡ？￥ＷＵＬＩＡＮＧＳＥＮＡｂｓｔｒａｃｔ：ＬｅｔＡａｎｄＢｂｅＣ－ａｌｇｅｂｒａｓ．ＳｕｐｐｏｓｅｔｈａｔＫｉｓｔｈｅａｌｇｅｂｒａｏｆａ...     

一类二阶线性脉冲微分方程解的渐近性态

研究一类二阶线性脉冲微分方程解的结构和解的渐近性态,其中δ(t)是δ-函数,且对n∈N有an>0,r(t)>0是[t0, ∞) 上的连续函数,0≤t0相似文献   

On ground state of fractional $p$-Kirchhoff equation involving subcritical and critical exponential growth

In this paper, we concern the existence of nontrivial ground state solutions of fractional $p$-Kirchhoff equation $$\left\{\begin{array}{ll} m\left(\|u\|^p\right) [(-\Delta)_p^su+V(x)|u|^{p-2}u] =f(x,u) \quad\text{in}\, \mathbb{R}^N, \vspace{0.2 cm}\\ \|u\|=\left(\int_{\mathbb{R}^{2N}}\frac{|u(x)-u(y)|^p}{|x-y|^{N+ps}}dxdy +\int_{\mathbb{R}^N}V(x)|u|^pdx\right)^{\frac{1}{p}}, \end{array}\right.$$ where $m:[0,+\infty)\rightarrow [0,+\infty)$ is a continuous function, $(-\Delta)_p^s$ is the fractional $p$-Laplacian operator with $0相似文献   

On best approximation of functions of two variables

$\mathop {\lim \sup }\limits_{r \to \infty } \frac{{E_{n_i ,m_i } (f)_L }}{{[E_{n_i ,\infty } (f)_L + E_{\infty ,m_i } (f)_L ]ln\{ 2 + min(n_i ,m_i )\} }}\underset{\raise0.3em\hbox{$\mathop {\lim \sup }\limits_{r \to \infty } \frac{{E_{n_i ,m_i } (f)_L }}{{[E_{n_i ,\infty } (f)_L + E_{\infty ,m_i } (f)_L ]ln\{ 2 + min(n_i ,m_i )\} }}\underset{\raise0.3em\hbox{