具有非常数回报率的证券指数跟踪问题的简单脉冲控制

运用随机脉冲控制理论讨论了均值 -方差模式的现金管理指数跟踪问题 ,在回报率随现金比重变化的情况下 ,讨论了证券指数跟踪最优化问题 ,得出了存在简单脉冲控制策略的充分性条件 .     

耦合拟不动点定理

根据耦合拟不动点和上半连续算子的定义，讨论了在一定连续条件下集值混合单调算子的耦合拟不动点存在性问题，证明了，若A是非空弱闭值上半连续增算子，则A存在不动点以及若A是非空弱闭值上半连续混合单调算子，则A存在偶合拟不动点等结论．     

二阶非线性微分方程解的振动性与渐近性

讨论了一类二阶非线性微分方程解的振动性与渐近性,得到了该方程有界解的振动性与渐近性的新的充分条件,改进并推广了已有的结果。     

一种高阶有理H-F插值逼近算子(Ⅲ)

本文构造了一类有理Hermite-Fejer插值算子,并给出了该算子和逼近阶。     

过阻尼振子系统中役使原理与绝热近似的关系及适用条件的探讨——线性情况(Ⅰ)

本文指出,《协同学》中将绝热近似与役使原理等同是不妥的,前者只是后者的特例。为此给出了役使原理的新表述,并探讨两者的关系。由此可将H.Haken的理论推广于非绝热近似的情形。 应用役使原理于过阻尼振子系统中,探讨绝热近似的适用条件,引进高级绝热近似的概念,并探讨其适用条件。由此可见考虑时滞。     

Generalized solutions of a stochastic partial differential equation

We discuss the Cauchy problem of a certain stochastic parabolic partial differential equation arising in the nonlinear filtering theory, where the initial data and the nonhomogeneous noise term of the equation are given by Schwartz distributions. The generalized (distributional) solution is represented by a partial (conditional) generalized expectation ofT(t)° _0,t ^–1 , whereT(t) is a stochastic process with values in distributions and _s,t is a stochastic flow generated by a certain stochastic differential equation. The representation is used for getting estimates of the solution with respect to Sobolev norms.Further, by applying the partial Malliavin calculus of Kusuoka-Stroock, we show that any generalized solution is aC -function under a condition similar to Hörmander's hypoellipticity condition.     

Mass shifting roles of negative kernel mass in density estimation

f(x) is a univariate density in C ⁴ with bounded support. For any n and sufficiently small kernel bandwidths, the symmetric appendage of any negative mass, –U, to any smooth unimodal symmetric kernel of order p=2 shifts expected estimator mass from regions where f(x)>0 to regions where f(x)<0. For large n, the mean automatic kernel adaptation induced by –U is analyzed in the simplest MISE reduction scenario: The symmetric appendage of –U to the uniform kernel K(x, X) over MISE-optimal bandwidths reduces MISE by shifting K(x, X) mass asymmetrically across the observation X in the direction of decreasing |f(x)|.     

一类一阶线性非齐次方程组的解法

利用二阶线性微分方程的可解定理,给出一阶线性非齐次方程组的一种新解法     

高阶微分中值定理及其应用

利用向量形式的微分中值定理,把一阶微分中值定理推广到全新的高阶微分中值定理,并研究了它的应用．     

Banach空间二阶微分方程的周期解

研究了有序Ｂａｎａｃｈ空间中二阶微分方程周期解的存在性,利用凸锥理论与上、下解方法获得了周期解的存在性结果,并把Ｌｅｅｌａ关于二阶常微分方程的结果推广到了无限维空间．