The Vlasov–Poisson–Fokker–Planck equation in an interval with kinetic absorbing boundary conditions

We study the initial–boundary value problem for the Vlasov–Poisson–Fokker–Planck equations in an interval with absorbing boundary conditions. We first prove the existence of weak solutions of the linearized equation in an interval with absorbing boundary conditions. Moreover, the weak solution converges to zero exponentially in time. Then we extend the above results to the fully nonlinear Vlasov–Poisson–Fokker–Planck equations in an interval with absorbing boundary conditions; the existence and the longtime behavior of weak solutions. Finally, we prove that the weak solution is actually a classical solution by showing the hypoellipticity of the solution away from the grazing set and the Hölder continuity of the solution up to the grazing set.     

Stochastic systems with memory and jumps

Stochastic systems with memory naturally appear in life science, economy, and finance. We take the modelling point of view of stochastic functional delay equations and we study these structures when the driving noises admit jumps. Our results concern existence and uniqueness of strong solutions, estimates for the moments and the fundamental tools of calculus, such as the Itô formula. We study the robustness of the solution to the change of noises. Specifically, we consider the noises with infinite activity jumps versus an adequately corrected Gaussian noise. The study is presented in two different frameworks: we work with random variables in infinite dimensions, where the values are considered either in an appropriate $L^p$-type space or in the space of càdlàg paths. The choice of the value space is crucial from the modelling point of view, as the different settings allow for the treatment of different models of memory or delay. Our techniques involve tools of infinite dimensional calculus and the stochastic calculus via regularisation.     

An extension of the pairing theory between divergence-measure fields and BV functions

In this paper we introduce a nonlinear version of the notion of Anzellotti's pairing between divergence-measure vector fields and functions of bounded variation, motivated by possible applications to evolutionary quasilinear problems. As a consequence of our analysis, we prove a generalized Gauss–Green formula.     

Green's function of two-dimensional time-fractional diffusion equation using addition formula of Wright function

In this paper, using the Mellin transform of Wright function we derive an addition formula for the Wright function. In some special cases, addition formulas for the Hermite, Bessel and Mittag-Leffler functions are also given and the Green's function of two-dimensional time-fractional diffusion equation is presented in the whole plane.     

三次Gauss和及二项指数和的混合均值

我们用三角和的性质研究一类三次Gauss和与两项指数和混合均值的计算问题,并给出一个精确的计算公式.     

自然数幂方和用二项系数表示的系数公式

得到了自然数幂方和由二项系数表示的系数a_i~(k)的公式,和由排列数表示的系数b_i~(k)的公式,证明了系数存在唯一性及系数间的若干重要性质,给出了计算系数的C-语言程序.     

HIGHER ORDER SINGULAR INTEGRAL EQUATIONS ON COMPLEX HYPERSPHERE

A theory of a class of higher order singular integral under the operator(Lf)(u)=1/(ū [ū1 f u 1(u) 1 f ū1(u)+f(u)] is given.We transform the higher order singular integral to a usual Cauchy integral,extend the permutation formula of the higher order singular integral deduced by Qian and Zhong in [4] to a general case,and discuss the regularization problem of the higher order singular integral equations with Cauchy kernel and variable coefficients on complex hypersphere.     

Change of variable formulas for non-anticipative functionals on path space

We derive a change of variable formula for non-anticipative functionals defined on the space of Rd-valued right-continuous paths with left limits. The functionals are only required to possess certain directional derivatives, which may be computed pathwise. Our results lead to functional extensions of the Itô formula for a large class of stochastic processes, including semimartingales and Dirichlet processes. In particular, we show the stability of the class of semimartingales under certain functional transformations.