Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces

This paper is concerned with large-$\text{O}$ error estimates concerning convergence in distribution as well as norm convergence for Banach space-valued martingale difference sequences. Indeed, two general limit theorems equipped with rates of convergence for such difference sequences are established. Applications of these lead to the central limit theorem and the weak law of large numbers with rates for Banach space-valued martingales.     

On a class of nonlinear problems involving a p(x)-Laplace type operator

We study the boundary value problem in Ω, u = 0 on ∂Ω, where Ω is a smooth bounded domain in ℝ ^N . Our attention is focused on two cases when , where m(x) = max{p ₁(x), p ₂(x)} for any x ∈ or m(x) < q(x) < N · m(x)/(N − m(x)) for any x ∈ . In the former case we show the existence of infinitely many weak solutions for any λ > 0. In the latter we prove that if λ is large enough then there exists a nontrivial weak solution. Our approach relies on the variable exponent theory of generalized Lebesgue-Sobolev spaces, combined with a ℤ₂-symmetric version for even functionals of the Mountain Pass Theorem and some adequate variational methods.     

A global differentiability result for solutions of nonlinear elliptic problems with controlled growths

Let Ω be a bounded open subset of ℝ ⁿ , n > 2. In Ω we deduce the global differentiability result

一类分数次积分算子在Herz型Hardy空间上的有界性

通过放宽尺寸条件,得到了一类具有分数次积分性质的次线性算子从Herz型Hardy空间到(弱)Herz型Hardy空间有界性的判定条件,以及端点处的弱型估计.     

On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models

In this paper,we explore some weakly consistent properties of quasi-maximum likelihood estimates(QMLE) concerning the quasi-likelihood equation in=1 Xi(yi-μ(Xiβ)) = 0 for univariate generalized linear model E(y |X) = μ(X'β).Given uncorrelated residuals {ei = Yi-μ(Xiβ0),1 i n} and other conditions,we prove that βn-β0 = Op(λn-1/2) holds,where βn is a root of the above equation,β0 is the true value of parameter β and λn denotes the smallest eigenvalue of the matrix Sn = ni=1 XiXi.We also show that the convergence rate above is sharp,provided independent non-asymptotically degenerate residual sequence and other conditions.Moreover,paralleling to the elegant result of Drygas(1976) for classical linear regression models,we point out that the necessary condition guaranteeing the weak consistency of QMLE is Sn-1→ 0,as the sample size n →∞.     

Approximation theorems for localized szsz–Mirakjan operators

In the present paper, we investigate the convergence and the approximation order of the localized Szsz–Mirakjan operators, and obtain some new results to improve the results due to Omey [Note on operators of Szsz–Mirakjan type, J. Approx. Theory 47 (1986) 246–254].     

ENERGY ESTIMATES FOR DELAY DIFFUSION-REACTION EQUATIONS

In this paper we consider nonlinear delay diffusion-reaction equations with initial and Dirichlet boundary conditions. The behaviour and the stability of the solution of such initial boundary value problems （IBVPs） are studied using the energy method. Simple numerical methods are considered for the computation of numerical approximations to the solution of the nonlinear IBVPs. Using the discrete energy method we study the stability and convergence of the numerical approximations. Numerical experiments are carried out to illustrate our theoretical results.     

An algorithm based on resolvent operators for solving variational inequalities in Hilbert spaces

In this paper, a new monotonicity, M$M$-monotonicity, is introduced, and the resolvent operator of an M$M$-monotone operator is proved to be single valued and Lipschitz continuous. With the help of the resolvent operator, an equivalence between the variational inequality VI(C,F+G)$(C,F+G)$ and the fixed point problem of a nonexpansive mapping is established. A proximal point algorithm is constructed to solve the fixed point problem, which is proved to have a global convergence under the condition that F$F$ in the VI problem is strongly monotone and Lipschitz continuous. Furthermore, a convergent path Newton method, which is based on the assumption that the projection mapping _∏C(⋅)${\prod }_C(\cdot )$ is semismooth, is given for calculating ε$\epsilon$-solutions to the sequence of fixed point problems, enabling the proximal point algorithm to be implementable.     

A note on -estimates for stable integrals with drift

Let be of the form where is a symmetric stable process of index with . We obtain various -estimates for the process . In particular, for and any measurable, nonnegative function we derive the inequality

As an application of the obtained estimates, we prove the existence of solutions for the stochastic equation for any initial value .

     

求解非线性中立型延迟微分方程一类线性多步方法的收敛性

本文致力于带有Lagrang插值的一类线性多步法求解非线性中立型延迟微分方程的误差分析.证明了一个p′阶的线性多步方法配上一个q阶的Lagrang插值导致一个minf[p′,q 1]阶的E-(或EB-)收敛的非线性中立型延迟微分方程数值方法.