In this article, the risk process perturbed by diffusion under interest force is considered, the continuity and twice continuous differentiability for Фδ（u,w） are discussed,the Feller expression and the integro-di...In this article, the risk process perturbed by diffusion under interest force is considered, the continuity and twice continuous differentiability for Фδ（u,w） are discussed,the Feller expression and the integro-differential equation satisfied by Фδ （u ,w） are derived. Finally, the decomposition of Фδ（u,w） is discussed, and some properties of each decomposed part of Фδ（u,w） are obtained. The results can be reduced to some ones in Gerber and Landry＇s,Tsai and Willmot＇s, and Wang＇s works by letting parameter δ and （or） a be zero.展开更多
In this paper we consider the initial-boundary value problems for a class ofapplications, such as biomathematics and biochemistry.Applying the method ofcomposile expansion we construct the formally asymptotic solution...In this paper we consider the initial-boundary value problems for a class ofapplications, such as biomathematics and biochemistry.Applying the method ofcomposile expansion we construct the formally asymptotic solution of the problemdescribed. With the help of theory of upper and lower solutions we prove the uniformlyvalidity of the formal solution and the existence of solution of the original problem.展开更多
文摘In this article, the risk process perturbed by diffusion under interest force is considered, the continuity and twice continuous differentiability for Фδ（u,w） are discussed,the Feller expression and the integro-differential equation satisfied by Фδ （u ,w） are derived. Finally, the decomposition of Фδ（u,w） is discussed, and some properties of each decomposed part of Фδ（u,w） are obtained. The results can be reduced to some ones in Gerber and Landry＇s,Tsai and Willmot＇s, and Wang＇s works by letting parameter δ and （or） a be zero.
文摘In this paper we consider the initial-boundary value problems for a class ofapplications, such as biomathematics and biochemistry.Applying the method ofcomposile expansion we construct the formally asymptotic solution of the problemdescribed. With the help of theory of upper and lower solutions we prove the uniformlyvalidity of the formal solution and the existence of solution of the original problem.
