THE EXPONENTIAL STABILIZATION FOR A SEMILINEAR WAVE EQUATION WITH LOCALLY DISTRIBUTED FEEDBACK

This paper considers the exponential decay of the solution to a damped semilinear wave equation with variable coefficients in the principal part by Riemannian multiplier method. A differential geometric condition that ensures the exponential decay is obtained.     

Traveling wave fronts of delayed non-local diffusion systems without quasimonotonicity

This paper is concerned with the existence of traveling wave fronts for delayed non-local diffusion systems without quasimonotonicity, which can not be answered by the known results. By using exponential order, upper-lower solutions and Schauder's fixed point theorem, we reduce the existence of monotone traveling wave fronts to the existence of upper-lower solutions without the requirement of monotonicity. To illustrate our results, we establish the existence of traveling wave fronts for two examples which are the delayed non-local diffusion version of the Nicholson's blowflies equation and the Belousov-Zhabotinskii model. These results imply that the traveling wave fronts of the delayed non-local diffusion systems without quasimonotonicity are persistent if the delay is small.     

Analysis on global exponential robust stability of reaction-diffusion neural networks with S-type distributed delays

To avoid the unstable phenomena caused by time delays and perturbations, we investigate the sufficient conditions to ensure the global exponential robust stability with a convergence rate for the reaction-diffusion neural networks with S-type distributed delays. Because S-type distributed delays lead to some difficulty, we also introduce a new generalized Halanay inequality and a novel method-system-approximation method into the qualitative research of neural networks. Moreover, the sufficient criteria provided here, which are rather accessible and feasible, have wider adaptive range.     

Exponential square integrability for non-tangential limits of certain smooth functions

Under the assumption of the boundedness of certain operator (resembling Lusin's area function) of a smooth function u that satisfies certain interior regularity property, we prove the exponential square integrability of the boundary values of u.     

关于有限阿贝尔群单因子个数的均值(Ⅱ)

令ｔ（Ｇ）为有限阿贝尔群Ｇ的单因子个数．本文得到了∑｜Ｇ｜≤ｘｔ（Ｇ）带有更好余项的渐近公式．     

Asymptotic behaviour of the three-dimensional α-Navier-Stokes model with delays

We prove the existence and exponential stability of the stationary solutions for a three-dimensional α-Navier-Stokes model with delays. Instead of working directly with the model, we establish the results for a general abstract delay model, and then we apply them to our particular situation. We use two techniques in the stability analysis: the Lyapunov and Razumikhin approaches.     

On the stability of jump-diffusions with Markovian switching

In this paper we consider the stability for a class of jump-diffusions with Markovian switching. We first construct them successively and show that they can be associated with some appropriate generators and they are non-explosive. We then prove their Feller continuity by the coupling methods. Furthermore, we also prove their strong Feller continuity by making use of the relation between the transition probabilities of jump-diffusions and the corresponding diffusions. Finally, we also investigate their exponential ergodicity.     

Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint

In this paper, the basic claim process is assumed to follow a Brownian motion with drift. In addition, the insurer is allowed to invest in a risk-free asset and n risky assets and to purchase proportional reinsurance. Under the constraint of no-shorting, we consider two optimization problems: the problem of maximizing the expected exponential utility of terminal wealth and the problem of minimizing the probability of ruin. By solving the corresponding Hamilton–Jacobi–Bellman equations, explicit expressions for their optimal value functions and the corresponding optimal strategies are obtained. In particular, when there is no risk-free interest rate, the results indicate that the optimal strategies, under maximizing the expected exponential utility and minimizing the probability of ruin, are equivalent for some special parameter. This validates Ferguson’s longstanding conjecture about the relation between the two problems.     

Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims

Suppose that, over a fixed time interval of interest, an insurance portfolio generates a random number of independent and identically distributed claims. Under the LCR treaty the reinsurance covers the first l largest claims, while under the ECOMOR treaty it covers the first l−1 largest claims in excess of the lth largest one. Assuming that the claim sizes follow an exponential distribution or a distribution with a convolution-equivalent tail, we derive some precise asymptotic estimates for the tail probabilities of the reinsured amounts under both treaties.     

On differential stability in stochastic programming

In this paper optimal solutions of a stochastic programming problem are considered as functions of the underlying probability distribution. Their directional derivatives, in the sense of Gâteaux, are calculated by applying some recent results from the sensitivity analysis of nonlinear programs. These derivatives are employed as a heuristic device in order to derive the asymptotic distribution of statistical estimators of the optimal solutions.