Shape-preserving properties and asymptotic behaviour of the semigroup generated by the Black-Scholes operator

The paper is devoted to a careful analysis of the shape-preserving properties of the strongly continuous semigroup generated by a particular second-order differential operator, with particular emphasis on the preservation of higher order convexity and Lipschitz classes. In addition, the asymptotic behaviour of the semigroup is investigated as well. The operator considered is of interest, since it is a unidimensional Black-Scholes operator so that our results provide qualitative information on the solutions of classical problems in option pricing theory in Mathematical Finance. The paper is dedicated to Professor Luigi Albano on the occasion of his 70th birthday.     

Convergence analysis of implicit iterative algorithms for asymptotically nonexpansive mappings

In this paper, we consider the weak and strong convergence of an implicit iterative process with errors for two finite families of asymptotically nonexpansive mappings in the framework of Banach spaces. Our results presented in this paper improve and extend the recent ones announced by many others.     

Banach空间中渐近非扩张映象具误差的强收敛定理

设E是一实的Banach空间,其范数是一致Gteaux可微的;D是E的一非空闭凸子集,设T:D→D是具有序列{k_n}[1,∞),lim_(n→∞) k_n=1的渐近非扩张映象.本文证明了,在一定条件下,由(1.3)和(1.5)式定义的具误差的迭代序列{x_n}强收敛于T的不动点.本文结果也推广和改进了最近一些人的最新结果.     

On the decidability of the word problem for amalgamated free products of inverse semigroups

We study inverse semigroup amalgams [S ₁,S ₂;U], where S ₁ and S ₂ are finitely presented inverse semigroups with decidable word problem and U is an inverse semigroup with decidable membership problem in S ₁ and S ₂. We use a modified version of Bennett’s work on the structure of Schützenberger graphs of the ℛ-classes of S ₁* _U S ₂ to state sufficient conditions for the amalgamated free products S ₁* _U S ₂ having decidable word problem.     

Iterative convergence theorems for maximal monotone operators and relatively nonexpansive mappings

In this paper, some iterative schemes for approximating the common element of the set of zero points of maximal monotone operators and the set of fixed points of relatively nonexpansive mappings in a real uniformly smooth and uniformly convex Banach space are proposed. Some strong convergence theorems are obtained, to extend the previous work.     

Rational approximation schemes for bi-continuous semigroups

This paper extends the Hille-Phillips functional calculus and rational approximations results due to R. Hersh, T. Kato, P. Brenner, and V. Thomée to generators of bi-continuous semigroups. The method yields error estimates for rational time-discretization schemes for such semigroups, in particular for dual semigroups, Feller semigroups such as the Ornstein-Uhlenbeck semigroup, the heat semigroup, semigroups induced by nonlinear flows, implemented semigroups, and evolution semigroups. Furthermore, the results provide error estimates for a new class of inversion formulas for the Laplace transform.     

带恰当断面的拟-型$\delta$半群

In this paper,some properties of quasi-type δ semigroups with an adequate transversal are explored.In particular,abundant semigroups with a cancellative transversal are character-ized.Our results generalize and enrich Saito＇s results on quasi-orthodox semigroups with an inverse transversal.     

Convergence analysis for system of equilibrium problems and left bregman strongly relatively nonexpansive mapping

In this paper, we prove strong convergence theorems for approximation of a fixed point of a left Bregman strongly relatively nonexpansive mapping which is also a solution to a finite system of equilibrium problems in the framework of reflexive real Banach spaces. We also discuss the approximation of a common fixed point of a family of left Bregman strongly nonexpansive mappings which is also solution to a finite system of equilibrium problems in reflexive real Banach spaces. Our results complement many known recent results in the literature.     

Asymptotic stability for Bresse systems

In this paper consider a vibrating system of Bresse type in a one-dimensional bounded domain with a nonlinear damping acting in the equation of the shear angle displacement, and nonlinear localized damping in other equations. We show the asymptotic stability without imposing conditions about the equal-speed wave propagation, using a method developed by Lasiecka and Tataru [9].