鞅方法在一类破产问题中的应用

本文从鞅条件出发 ,推导出了总理赔过程分别为复合 Poisson过程与复合二项过程 ,利率强度波动为带跳的 Poisson过程情形下的调节方程 ,并由此得到了一些有趣的结果。     

Soliton interaction under the influence of higher-order effects

In this paper, we present exact N-soliton solution by employing simple, straightforward Darboux transformation based on the Lax pair for Hirota equation, a higher-order nonlinear Schrödinger (HNLS) equation. As examples, one- and two-soliton solutions in explicit forms are given and their properties are also analyzed. A bound solution without interaction will be theoretically predicted if one can adjust frequency shift for each soliton appropriately. Further, we obtain the approximate eigenvalues by employing two-soliton solution and discuss analytically the interaction between neighboring solitons under the influence of the higher-order effects. It is shown that the combined effects of the higher-order effects can restrain the interaction between neighboring solitons to some extent. The results are proved by directly solving HNLS equation numerically.     

Equilibrium Problems with Applications to Eigenvalue Problems

In this paper, we consider equilibrium problems and introduce the concept of (S)₊ condition for bifunctions. Existence results for equilibrium problems with the (S)₊ condition are derived. As special cases, we obtain several existence results for the generalized nonlinear variational inequality studied by Ding and Tarafdar (Ref. 1) and the generalized variational inequality studied by Cubiotti and Yao (Ref. 2). Finally, applications to a class of eigenvalue problems are given.     

一类积分不等式的推广

对一些基本的积分不等式进行了推广，给出了含有n个无关变元的更广泛的非线性积分不等式．利用所得的不等式讨论了某些非线性积分方程解的有界性．     

LOCAL WELL-POSEDNESS AND ILL-POSEDNESS ON THE EQUATION OF TYPE □u = uk((e)u)α

This paper undertakes a systematic treatment of the low regularity local wellposedness and ill-posedness theory in Hs andHs for semilinear wave equations with polynomial nonlinearity in u and (e)u. This ill-posed result concerns the focusing type equations with nonlinearity on u and (e)tu.     

一个线性约束优化问题的广义梯度投影法

本文对线性约束优化问题提出了一个新的广义梯度投影法，该算法采用了非精确线性搜索，并在每次迭代运算中结合了广义投影矩阵和变尺度方法的思想确定其搜索方向．在通常的假设条件下，证明了该算法的整体收敛性和超线性收敛速度．     

中立型脉冲微分方程正解的存在性

本文利用Banach压缩映射原理，讨论了中立型时滞脉冲微分方程正解的存在性。     

Periodic Optical Pulses in Nonlinear Optical Fibers

We discuss the problem of transmitting polarized pulses along optical fibers with variable dispersion. The dissipation and mean dispersion are assumed to be zero, which allows using the model of the vector nonlinear Schrödinger equation. We consider an optical fiber consisting of arms of equal length, which is assumed to be large. We propose an asymptotic recursive procedure for calculating the amplitude and the phase of an optical pulse propagating along the optical cable with variable dispersion.     

Probability Interpretation of the Integral of Fractional Order

We establish a relation between stable distributions in probability theory and the fractional integral. Moreover, it turns out that the parameter of the stable distribution coincides with the exponent of the fractional integral. It follows from an analysis of the obtained results that equations with the fractional time derivative describe the evolution of some physical system whose time degree of freedom becomes stochastic, i.e., presents a sum of random time intervals subject to a stable probability distribution. We discuss relations between the fractal Cantor set (Cantor strips) and the fractional integral. We show that the possibility to use this relation as an approximation of the fractional integral is rather limited.