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一类系数无界抛物型方程解的存在唯一性及其应用 被引量:1
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作者 潘坚 《黑龙江大学自然科学学报》 CAS 北大核心 2006年第4期572-577,共6页
利用极值原理和Schauder理论,通过构造恰当的辅助函数证明了市场利率基于Hull-White模型其衍生产品满足所要求价格的定解问题解的唯一性和存在性,并阐述其结果在金融数学中的应用.
关键词 Hull—White模型 系数无界 极值原理 抛物型方程 存在唯一性
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一类系数无界抛物型方程解的唯一性及其应用
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作者 潘坚 周香英 《上饶师范学院学报》 2006年第3期21-23,共3页
利用极值原理和常微分方程理论,通过构造恰当的辅助函数,证明了一类系数无界抛物型方程解的唯一性,并阐述其结果在金融数学中的应用。
关键词 系数无界 极值原理 唯一性
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一类系数无界抛物型方程解的唯一性及其应用
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作者 潘坚 《赣南师范学院学报》 2006年第3期34-36,共3页
本文利用极值原理和常微分方程理论,通过构造恰当的辅助函数,证明了一类系数无界抛物型方程解的唯一性,并阐述其结果在金融数学中的应用.
关键词 系数无界 极值原理 唯一性
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关于系数无界时非驻定系统的全局稳定性问题
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作者 陈德华 《韩山师专学报》 1993年第3期7-12,共6页
本文研究一类二阶非驻定微分系统,给出系数无界时系统全局渐近稳定的充分条件,它推广了 Lienard 方程有关各种结果,得出的判定条件比 Arstein 等[4]更普遍适用.
关键词 二阶非驻定系统 系数无界 全局稳定 V函数
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Hilbert空间上带跳倒向随机微分方程的解(Ⅰ)
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作者 司徒荣 黄敏 《中山大学学报(自然科学版)》 CAS CSCD 北大核心 2001年第3期1-4,共4页
在Hilbert空间中 ,得到了关于柱体布朗运动与Poisson鞅测度之It^o公式 ,及带跳倒向随机微分方程在关于x满足李氏条件及关于t可以无界情形下解的存在惟一性 .并给出例子说明关于t可以无界的一些条件是不可减弱的 .
关键词 带跳倒向随机微分方程 适应解 ITO公式 李氏条件 无界系数 希乐伯特空间
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Scattering of Surface Water Waves Involving Semi-infinite Floating Elastic Plates on Water of Finite Depth 被引量:1
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作者 Aloknath Chakrabarti Smrutiranjan Mohapatra 《Journal of Marine Science and Application》 2013年第3期325-333,共9页
Two problems of scattering of surface water waves involving a semi-infinite elastic plate and a pair of semi-infinite elastic plates,separated by a gap of finite width,floating horizontally on water of finite depth,ar... Two problems of scattering of surface water waves involving a semi-infinite elastic plate and a pair of semi-infinite elastic plates,separated by a gap of finite width,floating horizontally on water of finite depth,are investigated in the present work for a two-dimensional time-harmonic case.Within the frame of linear water wave theory,the solutions of the two boundary value problems under consideration have been represented in the forms of eigenfunction expansions.Approximate values of the reflection and transmission coefficients are obtained by solving an over-determined system of linear algebraic equations in each problem.In both the problems,the method of least squares as well as the singular value decomposition have been employed and tables of numerical values of the reflection and transmission coefficients are presented for specific choices of the parameters for modelling the elastic plates.Our main aim is to check the energy balance relation in each problem which plays a very important role in the present approach of solutions of mixed boundary value problems involving Laplace equations.The main advantage of the present approach of solutions is that the results for the values of reflection and transmission coefficients obtained by using both the methods are found to satisfy the energy-balance relations associated with the respective scattering problems under consideration.The absolute values of the reflection and transmission coefficients are presented graphically against different values of the wave numbers. 展开更多
关键词 surface water waves floating elastic plates over-determined systems least squares method singular value decomposition method scattering problem reflection and transmission coefficients
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Existence of Solutions for Forward-Backward Stochastic Differential Equations with Jumps and Non-Lipschitzian Coefficients 被引量:1
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作者 尹居良 司徒荣 《Journal of Mathematical Research and Exposition》 CSCD 北大核心 2004年第4期577-588,共12页
This paper studies for ward-back ward differential equations with Poisson jumps and with stopping time as termination. Under some weak monotonicity conditions and for non-Lipschitzian coefficients, the existence and u... This paper studies for ward-back ward differential equations with Poisson jumps and with stopping time as termination. Under some weak monotonicity conditions and for non-Lipschitzian coefficients, the existence and uniqueness of solutions are proved via a purely probabilistic approach, while a priori estimate is given. Here, we allow the forward equation to be degenerate. 展开更多
关键词 Forward-backward stochastic differential equations Unbounded stopping time Non-Lipschitzian coefficients Priori estimate.
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Infinitely many solutions to elliptic systems with critical exponents and Hardy potentials 被引量:7
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作者 KANG DongSheng PENG Shuang Jie 《Science China Mathematics》 SCIE 2012年第10期2027-2044,共18页
In this paper,a system of elliptic equations is investigated,which involves Hardy potential and multiple critical Sobolev exponents.By a global compactness argument of variational method and a fine analysis on the Pal... In this paper,a system of elliptic equations is investigated,which involves Hardy potential and multiple critical Sobolev exponents.By a global compactness argument of variational method and a fine analysis on the Palais-Smale sequences created from related approximation problems,the existence of infinitely many solutions to the system is established. 展开更多
关键词 elliptic system SOLUTION critical exponent Hardy inequality variational method
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