We prove a generalization of the classical Gauss-Bonnet formula for a conical metric on a compact Riemann surface provided that the Gaussian curvature is Lebesgue integrable with respect to the area form of the metric...We prove a generalization of the classical Gauss-Bonnet formula for a conical metric on a compact Riemann surface provided that the Gaussian curvature is Lebesgue integrable with respect to the area form of the metric.We also construct explicitly some conical metrics whose curvature is not integrable.展开更多
In this paper, we shall firstly illustrate why we should introduce an It5 type set-valued stochastic differential equation and why we should notice the almost everywhere problem. Secondly we shall give a clear definit...In this paper, we shall firstly illustrate why we should introduce an It5 type set-valued stochastic differential equation and why we should notice the almost everywhere problem. Secondly we shall give a clear definition of Aumann type Lebesgue integral and prove the measurability of the Lebesgue integral of set-valued stochastic processes with respect to time t. Then we shall present some new properties, especially prove an important inequality of set-valued Lebesgue integrals. Finally we shall prove the existence and the uniqueness of a strong solution to the It5 type set-valued stochastic differential equation.展开更多
基金Support by the Project of Stable Support for Youth Team in Basic Research Field,CAS(Grant No.YSBR-001)NSFC(Grant Nos.12271495,11971450 and 12071449).
文摘We prove a generalization of the classical Gauss-Bonnet formula for a conical metric on a compact Riemann surface provided that the Gaussian curvature is Lebesgue integrable with respect to the area form of the metric.We also construct explicitly some conical metrics whose curvature is not integrable.
基金Supported by National Natural Science Foundation of China (Grant No. 10771010), PHR (IHLB), Research Fund of Beijing Educational Committee, ChinaGrant-in-Aid for Scientific Research 19540140, Japan
文摘In this paper, we shall firstly illustrate why we should introduce an It5 type set-valued stochastic differential equation and why we should notice the almost everywhere problem. Secondly we shall give a clear definition of Aumann type Lebesgue integral and prove the measurability of the Lebesgue integral of set-valued stochastic processes with respect to time t. Then we shall present some new properties, especially prove an important inequality of set-valued Lebesgue integrals. Finally we shall prove the existence and the uniqueness of a strong solution to the It5 type set-valued stochastic differential equation.
