In this paper,we mainly investigate the value distribution of meromorphic functions in Cmwith its partial differential and uniqueness problem on meromorphic functions in Cmand with its k-th total derivative sharing sm...In this paper,we mainly investigate the value distribution of meromorphic functions in Cmwith its partial differential and uniqueness problem on meromorphic functions in Cmand with its k-th total derivative sharing small functions.As an application of the value distribution result,we study the defect relation of a nonconstant solution to the partial differential equation.In particular,we give a connection between the Picard type theorem of Milliox-Hayman and the characterization of entire solutions of a partial differential equation.展开更多
We prove a global version of the implicit function theorem under a special condition and apply this result to the proof of a modified Hyers-Ulam-Rassias stability of exact differential equations of the form, g（x, y）...We prove a global version of the implicit function theorem under a special condition and apply this result to the proof of a modified Hyers-Ulam-Rassias stability of exact differential equations of the form, g（x, y） ＋ h（x, y）y＇ =0.展开更多
The definitions and properties of widely used fractional-order derivatives are summarized in this paper.The characteristic polynomials of the fractional-order systems are pseudo-polynomials whose powers of the complex...The definitions and properties of widely used fractional-order derivatives are summarized in this paper.The characteristic polynomials of the fractional-order systems are pseudo-polynomials whose powers of the complex variable are non-integers.This kind of systems can be approximated by high-order integer-order systems,and can be analyzed and designed by the sophisticated integer-order systems methodology.A new closed-form algorithm for fractional-order linear differential equations is proposed based on the definitions of fractional-order derivatives,and the effectiveness of the algorithm is illustrated through examples.展开更多
In this work,we study the gradient projection method for solving a class of stochastic control problems by using a mesh free approximation ap-proach to implement spatial dimension approximation.Our main contribu-tion ...In this work,we study the gradient projection method for solving a class of stochastic control problems by using a mesh free approximation ap-proach to implement spatial dimension approximation.Our main contribu-tion is to extend the existing gradient projection method to moderate high-dimensional space.The moving least square method and the general radial basis function interpolation method are introduced as showcase methods to demonstrate our computational framework,and rigorous numerical analysis is provided to prove the convergence of our meshfree approximation approach.We also present several numerical experiments to validate the theoretical re-sults of our approach and demonstrate the performance meshfree approxima-tion in solving stochastic optimal control problems.展开更多
Under the continuous time （d＋1） assets market model with finite time horizon T, and the condition that all coefficients in model are stochastic processes, the decision of investment portfolio selection had been stu...Under the continuous time （d＋1） assets market model with finite time horizon T, and the condition that all coefficients in model are stochastic processes, the decision of investment portfolio selection had been studied. By using K.Itǒ formuia and backward stochastic differential equation＇s theory, on the relation of investment portfolio processes, fortune processes, the backward stochastic differential equation model for stochastic control problem had been established, the relation between the prime fortune process and the end- all fortune process had been proposed, the existence and uniqueness of investment portfolio had been proved, and the formula for investment portfolio had been arrived. On the setting of mean-variance portfolio selection, we obtained the formula of optimal efficient investment portfolio. Furthermore, the mean-variance efficient frontier is too obtained explicitly in the form of parameter.展开更多
基金partially supported by the NSFC(11271227,11271161)the PCSIRT(IRT1264)the Fundamental Research Funds of Shandong University(2017JC019)。
文摘In this paper,we mainly investigate the value distribution of meromorphic functions in Cmwith its partial differential and uniqueness problem on meromorphic functions in Cmand with its k-th total derivative sharing small functions.As an application of the value distribution result,we study the defect relation of a nonconstant solution to the partial differential equation.In particular,we give a connection between the Picard type theorem of Milliox-Hayman and the characterization of entire solutions of a partial differential equation.
文摘We prove a global version of the implicit function theorem under a special condition and apply this result to the proof of a modified Hyers-Ulam-Rassias stability of exact differential equations of the form, g（x, y） ＋ h（x, y）y＇ =0.
基金supported by the National Natural Science Foundation of China (Grant No.60475036).
文摘The definitions and properties of widely used fractional-order derivatives are summarized in this paper.The characteristic polynomials of the fractional-order systems are pseudo-polynomials whose powers of the complex variable are non-integers.This kind of systems can be approximated by high-order integer-order systems,and can be analyzed and designed by the sophisticated integer-order systems methodology.A new closed-form algorithm for fractional-order linear differential equations is proposed based on the definitions of fractional-order derivatives,and the effectiveness of the algorithm is illustrated through examples.
文摘In this work,we study the gradient projection method for solving a class of stochastic control problems by using a mesh free approximation ap-proach to implement spatial dimension approximation.Our main contribu-tion is to extend the existing gradient projection method to moderate high-dimensional space.The moving least square method and the general radial basis function interpolation method are introduced as showcase methods to demonstrate our computational framework,and rigorous numerical analysis is provided to prove the convergence of our meshfree approximation approach.We also present several numerical experiments to validate the theoretical re-sults of our approach and demonstrate the performance meshfree approxima-tion in solving stochastic optimal control problems.
文摘Under the continuous time （d＋1） assets market model with finite time horizon T, and the condition that all coefficients in model are stochastic processes, the decision of investment portfolio selection had been studied. By using K.Itǒ formuia and backward stochastic differential equation＇s theory, on the relation of investment portfolio processes, fortune processes, the backward stochastic differential equation model for stochastic control problem had been established, the relation between the prime fortune process and the end- all fortune process had been proposed, the existence and uniqueness of investment portfolio had been proved, and the formula for investment portfolio had been arrived. On the setting of mean-variance portfolio selection, we obtained the formula of optimal efficient investment portfolio. Furthermore, the mean-variance efficient frontier is too obtained explicitly in the form of parameter.
