齐型空间上的分数次积分交换子的加权弱型估计

在齐型空间上, 建立了关于分数次积分算子与$\bmo$函数生成的交换子的加权弱型端点估计, 并运用此估计式得到交换子的一个双权弱型估计.     

一致域和最大-最小不等式性质

引入区域的最大最小不等式性质,研究最大最小不等式性质和一致域的关系,得到了下述结果: (1)区域的最大最小不等式性质具有拟共形不变性; (2)如果区域D是一致域,则D具有最大最小不等式性质; (3)若D和它的外部D=R2\D具有最大-最小不等式性质,则D是R2中的一致域.     

非线性利率模型的分枝过程逼近

章主要证明了状态相依的分枝过程序列的一个极限定理, 结果表明非线性利率期限结构模型可以通过状态相依分枝过程的极限方式得到.     

C-Stieltjes积分和近似C-Stieltjes积分

定义了向量筐函数的C-Stieltjes近似可表示算子,并研究了它的性质。另外,我们定义了向量值函数的近似C-Stieltjes积分,并证明了它的收敛定理。     

方基法于经验似然的Value-at-Risk模型的评价

Value-at-Risk（VaR）是度量市场风险的一个基本工具.自从VaR概念提出以来,涌现出大量方法用于VaR估计,因此在统计意义下,如何检验这些方法的有效性,以及如何比较不同VaR模型从而选择出最好的方法,就成为人们非常关注的问题.本文提出了利用经验似然法来评估和比较不同的Value-at-Risk模型.模拟和实证分析表明经验似然方法比已有的方法有效和稳健.     

模糊值二人零和对策的Nash均衡策略

我们将在Ramik定义的模糊最大序关系基础上研究模糊环境中的二人零和对策。在非对称模糊数基础上,引入模糊环境中的几种Nash均衡策略,讨论各种均衡策略存在的充要条件。并引入含参变量确定性矩阵对策及其均衡策略的概念,讨论含参变量确定性矩阵对策的Nash均衡策略和模糊值矩阵对策的均衡策略的关系。     

集值优化问题Benson真有效解的高阶Fritz John型最优性条件

本文讨论的是集值优化问题Benson真有效解的高阶Fritz John型最优性条件,利用Aubin和Fraukowska引入的高阶切集和凸集分离定理,在锥-似凸映射的假设条件下,获得了带广义不等式约束的集值优化问题Benson真有效解的高阶Fritz John型必要和充分性条件.     

Every weakly compact set can be uniformly embedded into a reflexive Banach space

Based on an application of the Davis-Figiel-Johnson-Pelzyski procedure, this note shows that every weakly compact subset of a Banach space can be uniformly embedded into a reflexive Banach space. As its application, we present the recent renorming theorems for reflexive spaces of Odell- Schlumprecht and Hajek-Johanis can be extended and localized to weakly compact convex subsets of an arbitrary Banach space.     

A construction of weakly inverse semigroups

Let S° be an inverse semigroup with semilattice biordered set E° of idempotents and E a weakly inverse biordered set with a subsemilattice Ep = { e ∈ E ｜ arbieary f ∈ E, S（f , e） loheain in w（e）} isomorphic to E° by θ：Ep→E°. In this paper, it is proved that if arbieary f, g ∈E, f ←→ g→→ f°θD^s° g°θand there exists a mapping φ from Ep into the symmetric weakly inverse semigroup P J（E∪ S°） satisfying six appropriate conditions, then a weakly inverse semigroup ∑ can be constructed in P J（S°）, called the weakly inverse hull of a weakly inverse system （S°, E, θ, φ） with I（∑） ≌ S°, E（∑） ∽- E. Conversely, every weakly inverse semigroup can be constructed in this way. Furthermore, a sufficient and necessary condition for two weakly inverse hulls to be isomorphic is also given.     

Semi-empirical likelihood confidence intervals for the differences of quantiles with missing data

Detecting population （group） differences is useful in many applications, such as medical research. In this paper, we explore the probabilistic theory for identifying the quantile differences .between two populations. Suppose that there are two populations x and y with missing data on both of them, where x is nonparametric and y is parametric. We are interested in constructing confidence intervals on the quantile differences of x and y. Random hot deck imputation is used to fill in missing data. Semi-empirical likelihood confidence intervals on the differences are constructed.