A class of cubic system, which is an accompany system of a quadratic differential one, is studied. It is proved that the system has at most one limit cycle, and the critical point at infinity is a higher order one. Th...A class of cubic system, which is an accompany system of a quadratic differential one, is studied. It is proved that the system has at most one limit cycle, and the critical point at infinity is a higher order one. The structure and algebraic character of the critical point at infinity are obtained.展开更多
We study the existence and uniqueness of the solution to a forward-backward stochastic differential equation with subdifferential operator in the backward equation. This kind of equations includes, as a particular cas...We study the existence and uniqueness of the solution to a forward-backward stochastic differential equation with subdifferential operator in the backward equation. This kind of equations includes, as a particular case, multi-dimensional forward-backward stochastic differential equation where the backward equation is reflected on the boundary of a closed convex(time-independent) domain. Moreover, we give a probabilistic interpretation for the viscosity solution of a kind of quasilinear variational inequalities.展开更多
基金This work is supported by the National Natural Science Foundation of China (Tian Yuan Foundation) (10426010) Natural Science Foundation of Fujian Province (Z0511052)Fujian Educational Bureau (JA04274).
文摘A class of cubic system, which is an accompany system of a quadratic differential one, is studied. It is proved that the system has at most one limit cycle, and the critical point at infinity is a higher order one. The structure and algebraic character of the critical point at infinity are obtained.
基金supported by Australian Research Council’s Discovery Projects Funding Scheme(Grant No.DP120100895)
文摘We study the existence and uniqueness of the solution to a forward-backward stochastic differential equation with subdifferential operator in the backward equation. This kind of equations includes, as a particular case, multi-dimensional forward-backward stochastic differential equation where the backward equation is reflected on the boundary of a closed convex(time-independent) domain. Moreover, we give a probabilistic interpretation for the viscosity solution of a kind of quasilinear variational inequalities.
