Agmon‐type estimates for a class of jump processes

In the limit we analyse the generators of families of reversible jump processes in associated with a class of symmetric non‐local Dirichlet‐forms and show exponential decay of the eigenfunctions. The exponential rate function is a Finsler distance, given as solution of a certain eikonal equation. Fine results are sensitive to the rate function being or just Lipschitz. Our estimates are analogous to the semiclassical Agmon estimates for differential operators of second order. They generalize and strengthen previous results on the lattice . Although our final interest is in the (sub)stochastic jump process, technically this is a pure analysis paper, inspired by PDE techniques.     

On the convergence of difference schemes for generalized Benjamin–Bona–Mahony equation

We consider an initial boundary‐value problem for the generalized Benjamin–Bona–Mahony equation. A three‐level conservative difference schemes are studied. The obtained algebraic equations are linear with respect to the values of unknown function for each new level. It is proved that the scheme is convergent with the convergence rate of order k – 1, when the exact solution belongs to the Sobolev space of order . © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 301–320, 2014     

一个Hessian商方程强解的光滑性

我们获得了一个Hessian商方程W2p强解当p＞n(n-1)/2时的C1,1局部估计,并证明了这些解是光滑的.有反例表明这个正则性结果在n=3时是最优的.     

The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims

In this paper, we obtain the uniform estimate for discounted aggregate claims in the continuous-time renewal model of upper-tailed independent and heavy-tailed random variables. With constant interest force and constant premium rate, we establish a uniform simple asymptotic formula for ruin probability of the renewal model in the case where the initial surplus is large.     

Sobolev空间中非电阻MHD方程局部适定性

本文研究了R^d,d=2,3上的非电阻磁流体力学方程的柯西问题.通过建立一个交换子估计,我们在Sobolev空间H_s-1×H_s,s > d/2中证明了该方程组解的局部适定性.     

On the convergence of boundary element methods for initial-Neumann problems for the heat equation

In this paper we study boundary element methods for initial-Neumann problems for the heat equation. Error estimates for some fully discrete methods are established. Numerical examples are presented.

     

SUR回归系统系数估计的一些推广结果

文[1]给出了关于相依回归方程系统(SURS)系数最小方差无偏估计(MVLUE)的一些充要条件,本文继续讨论了两类SURS的回归系数的MVLUE的充要条件,并讨论了两步Zellner估计的有限样本性质,从而进一步推广和完善了[1]中的相应结果。     

Some numerical quadrature schemes of a non-conforming quadrilateral finite element

Numerical quadrature schemes of a non-conforming finite element method for general second order elliptic problems in two dimensional (2-D) and three dimensional (3-D) space are discussed in this paper. We present and analyze some optimal numerical quadrature schemes. One of the schemes contains only three sampling points, which greatly improves the efficiency of numerical computations. The optimal error estimates are derived by using some traditional approaches and techniques. Lastly, some numerical results are provided to verify our theoretical analysis.     

A Bootstrap Approach to Nonparametric Regression for Right Censored Data

In this paper a two-stage bootstrap method is proposed for nonparametric regression with right censored data. The method is applied to construct confidence intervals and bands for a conditional survival function. Its asymptotic validity is established using counting process techniques and martingale central limit theory. The performance of the bootstrap method is investigated in a Monte Carlo study. An illustration is given using a real data.