倒向随机微分方程及其应用

本文将介绍一类新的议程：倒向随机微分方程，为了便于理解，我们将首先通过与常微分方程和经典的随机微分方程的对比，并通过数理经济和数学金融学中的一个典型的例子来引入倒向随机微分方程。     

概率方法解拟线性偏微分方程

本文用随机分析方法证明了拟线性抛物型方程ｕｔ＋ｆ（ｕ）ｕｘ、ｕｘｘ＝０，ｕ（０，ｘ）＝ｕ０（ｘ）在ｕ０有界可测，ｆ连续且ｆ＞０条件下，其解当→０时收敛于拟线性方程ｕｔ＋ｆ（ｕ）ｕｘ＝０，ｕ（０，ｘ）＝ｕ０（ｘ）的熵解，即论证了“沾性消失法”解此方程的正确性，１９５７年Ｏｌｅｉｎｉｋ曾用差分方法解决了此问题。这里用概率方法重新获得此结果。     

Principe de densité pour les groupes rèuctifs

The main goal of this Letter is to give a new proof of a result conjectured by D. De George and N. Wallach and proved by P. Deborne and to extend it to the S-arithmetic setting. The proof is based on a density principle.     

The Expected Number of Local Maxima of a Random Algebraic Polynomial

In this work we obtain an asymptotic estimate for the expected number of maxima of the random algebraic polynomial , where a _j (j=0, 1,...,n–1) are independent, normally distributed random variables with mean and variance one. It is shown that for nonzero , the expected number of maxima is asymptotic to log n, when n is large.     

On the third and fourth power moments of Fourier coefficients of cusp forms

The asymptotic formulae for the third and fourth power moments of Fourier coefficients of cusp forms are proved in this paper.     

Vandermonde行列式对Lagrange插值公式的应用

给出了广义Vandermonde行列式的一种求法,并运用它给出了Lagrange插值公式的几个证明.     

Feynman–Kac formulas for regime-switching jump diffusions and their applications

This work develops Feynman–Kac formulas for a class of regime-switching jump diffusion processes, in which the jump part is driven by a Poisson random measure associated with a general Lévy process and the switching part depends on the jump diffusion processes. Under broad conditions, the connections of such stochastic processes and the corresponding partial integro-differential equations are established. Related initial, terminal and boundary value problems are also treated. Moreover, based on weak convergence of probability measures, it is demonstrated that a sequence of random variables related to the regime-switching jump diffusion process converges in distribution to the arcsine law.     

On polygonal approximation of brownian motion in stochastic integral

For Brownian motion B denote by B^δ its polygonal approximation corresponding to a partition δ of [0,1]. It is proved that if E(f¹|X_t|^p dt<∞ for some p>2 then converges to in mean as the mesh |Δ|→0 provided the symmetric (Stratonovich) stochastic integral is determined (in the sense given in [4])     

Euler–Goursat-like formula via Laplace–Borel duality

The Goursat formula for the hypergeometric function extends the Euler–Gauss relation to the case of logarithmic singularities.