非Lipschitz条件下半鞅随机微分方程解的唯一性(英文)

本文研究了非Lipschitz条件下半鞅随机微分方程.利用It(o)分析和Gronwall不等式,探讨了随机微分方程无爆炸解,并证明了随机微分方程解的唯一性.     

Möbius transformation and a version of Schwarz lemma in octonionic analysis

The octonion is a generalization of complex to noncommutative and nonassociative space which has closed relation with exception geometries, wave equation, Yang‐Mills equations, black hole, string theory, and special relativity. In this paper, the Möbius transformation in this manner is first introduced, and some properties are discussed about the transformation in octonionic analysis. Some technique lemmas will be given to solve the problems caused by the weak form of associativity. These versions of Schwarz lemma and Schwarz‐Pick lemma are first studied in octonionic setting which will invoke integral representation formula for harmonic function and Möbius transformations. This will generalize the corresponding results which appear in the classical function theory to nonassociative space and may give new energy for the development of physics.     

Some new results on planar harmonic mappings

This survey paper contains some new results on the Landau theorem, Bloch theorem and Schwarz-Pick lemma for planar harmonic mappings.     

Banach空间中凸映照的增长定理

本文利用凸映照的几何特征证明了一般复Banach空间中单位球上正规化双全纯凸映照的增长定理，即||f(x)||≤||x||/(1-||x||),A↓x∈B，对复内积空间，上述估计是最佳的。     

Brake Orbits of First Order Convex Hamiltonian Systems with Particular Anisotropic Growth

Combining the dual least action principle with Mountain-pass lemma,we obtain the existence of brake orbits for first-order convex Hamiltonian systems with particular anisotropic growth.     

On an approach to the study of the Jaynes–Cummings sum in quantum optics

A new approach to the study of the Jaynes–Cummings sum, which determines the atomic inversion in quantum model of a single two-level atom interacting with a single mode of the quantized radiation field, based on the number theory theorems on approximation of trigonometric sums is presented.      

Fourier Analysis of Semistable Distributions

We consider the generalized convolution powers G _α ^*u (x) of an arbitrary semistable distribution function G _α (x) of exponent α∈(0,2), and prove that for all j, k∈{0,1,2,…} and u>0 the derivatives G _α ^(k,j)(x;u)=∂ ^k+j G _α ^*u (x)/∂ x ^k ∂ u ^j , x∈ℝ, are of bounded variation on the whole real line ℝ. The proof, along with an integral recursion in j, is new even in the special case of stable laws, and the result provides a framework for possible asymptotic expansions in merge theorems from the domain of geometric partial attraction of semistable laws. An erratum to this article can be found at     

Computing strategies for achieving acceptability: A Monte Carlo approach

We consider a trader who wants to direct his or her portfolio towards a set of acceptable wealths given by a convex risk measure. We propose a Monte Carlo algorithm, whose inputs are the joint law of stock prices and the convex risk measure, and whose outputs are the numerical values of initial capital requirement and the functional form of a trading strategy for achieving acceptability. We also prove optimality of the capital obtained. Explicit theoretical evaluations of hedging strategies are extremely difficult, and we avoid the problem by resorting to such computational methods. The main idea is to utilize the finite Vapnik–C?ervonenkis dimension of a class of possible strategies.