Estimating parameters in diffusion processes using an approximate maximum likelihood approach

We present an approximate Maximum Likelihood estimator for univariate Itô stochastic differential equations driven by Brownian motion, based on numerical calculation of the likelihood function. The transition probability density of a stochastic differential equation is given by the Kolmogorov forward equation, known as the Fokker-Planck equation. This partial differential equation can only be solved analytically for a limited number of models, which is the reason for applying numerical methods based on higher order finite differences.The approximate likelihood converges to the true likelihood, both theoretically and in our simulations, implying that the estimator has many nice properties. The estimator is evaluated on simulated data from the Cox-Ingersoll-Ross model and a non-linear extension of the Chan-Karolyi-Longstaff-Sanders model. The estimates are similar to the Maximum Likelihood estimates when these can be calculated and converge to the true Maximum Likelihood estimates as the accuracy of the numerical scheme is increased. The estimator is also compared to two benchmarks; a simulation-based estimator and a Crank-Nicholson scheme applied to the Fokker-Planck equation, and the proposed estimator is still competitive.     

指数型Radon变换的一些结果

该论文主要研究在平面情形下指数型 Radon 变换的连续性,得到了它的近似反演公式，并对近似反演的数值解法加以改进.借助一些技巧,该文从理论上还建立了精确反演公式，从而推广了古典 Radon 变换的相应结果.     

Controllability of stochastic semilinear functional differential equations in Hilbert spaces

In this paper approximate and exact controllability for semilinear stochastic functional differential equations in Hilbert spaces is studied. Sufficient conditions are established for each of these types of controllability. The results are obtained by using the Banach fixed point theorem. Applications to stochastic heat equation are given.     

Stability of the orthogonality preserving property in finite-dimensional inner product spaces

We establish a stability property for inner product preserving (not necessarily linear) mappings. Then, as a consequence, we show that a linear mapping, defined on a finite-dimensional inner product space, which approximately preserves orthogonality can be approximated by a linear, orthogonality preserving one.     

Comparing representations and reasoning in children and adolescents with two-year college students

Problem solving and justification of a diversified group of two-year college students was compared with approaches of younger elementary and secondary school students working on the same tasks. The students in this study were engaged in thoughtful mathematics. Both groups found patterns, justified that their patterns were reasonable and, utilized similar strategies for their solutions and methods of justification. They were also able to make connections and build isomorphisms among the various problems.     

PL fibrator properties of partially aspherical manifolds

Approximate fibrations form a useful class of maps. By definition fibrators provide instant detection of maps in this class, and PL fibrators do the same in the PL category. This paper formalizes a natural concept of partial asphericity and establishes fibrator properties of certain partially aspherical closed manifolds. One consequence is that any connected sum of aspherical PL manifolds with residually finite fundamental groups is a codimension-(2n−2) PL fibrator.     

Approximate Controllability for a Class of Abstract Second-Order Functional Evolution Equations

Results providing sufficient conditions for the approximate controllability of a class of second-order abstract functional evolution equations governed by the generator of a strongly continuous cosine family of linear operators, together with nonlocal initial conditions, are developed. This work extends results included in recent work by Naito, Park, Zhou, and others. The abstract theory is then applied to a parabolic partial integrodifferential equation.     

On Kirk's asymptotic contractions

Recently Kirk introduced the notion of asymptotic contractions on a metric space and using ultrapower techniques he obtained an asymptotic version of the Boyd-Wong fixed point theorem. In this paper we extend this result and moreover, we give a constructive proof of it. Furthermore, we obtain a complete characterization of asymptotic contractions on a compact metric space. As a by-product we establish a separation theorem for upper semicontinuous functions satisfying some limit condition.     

Existence of Solutions to a Class of Fractional Differential Equations

In this paper, the existence of solutions to a class of fractional differential equations $D_{0+}^{\alpha}u(t)=h(t)f(t, u(t), D_{0+}^{\theta}u(t))$ is obtained by an efficient and simple monotone iteration method. At first, the existence of a solution to the problem above is guaranteed by finding a bounded domain $D_M$ on functions $f$ and $g$. Then, sufficient conditions for the existence of monotone solution to the problem are established by applying monotone iteration method. Moreover, two efficient iterative schemes are proposed, and the convergence of the iterative process is proved by using the monotonicity assumption on $f$ and $g$. In particular, a new algorithm which combines Gauss-Kronrod quadrature method with cubic spline interpolation method is adopted to achieve the monotone iteration method in Matlab environment, and the high-precision approximate solution is obtained. Finally, the main results of the paper are illustrated by some numerical simulations, and the approximate solutions graphs are provided by using the iterative method.     

具有多重极限环的微分系统的近似系统

本文利用Ｈａｍｉｔｏｌｎ系统的扰动系统得到了构造具有多重极限环的微分系统的近似系统的一种系统并举出了一些具体例子。