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混合观测体系下谱负Lévy过程的Parisian破产问题
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作者 杨晓凤 董华 戴洪帅 《数学物理学报(A辑)》 CSCD 北大核心 2021年第2期548-561,共14页
该文主要讨论了混合观测体系(hybrid observation scheme)下的谱负Lévy过程的Parisian破产问题.该文通过拉普拉斯变换法和测度变换法给出了破产时间和赤字的联合拉普拉斯变换.
关键词 谱负Lévy过程 混合观测体系 Parisian破产 拉普拉斯变换 波动等式
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DIFFUSIVE-DISPERSIVE TRAVELING WAVES AND KINETIC RELATIONS IV. COMPRESSIBLE EULER EQUATIONS
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作者 N. BEDJAOUI P.G.LEFLOCH 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2003年第1期17-34,共18页
The authors consider the Euler equations for a compressible fluid in one space dimensionwhen the equation of state of the fluid does not fulfill standard convexity assumptions andviscosity and capillarity effects are ... The authors consider the Euler equations for a compressible fluid in one space dimensionwhen the equation of state of the fluid does not fulfill standard convexity assumptions andviscosity and capillarity effects are taken into account. A typical example of nonconvex con-stitutive equation for fluids is Van der Waals' equation. The first order terms of these partialdifferential equations form a nonlinear system of mixed (hyperbolic-elliptic) type. For a class ofnonconvex equations of state, an existence theorem of traveling waves solutions with arbitrarylarge amplitude is established here. The authors distinguish between classical (compressive) andnonclassical (undercompressive) traveling waves. The latter do not fulfill Lax shock inequali-ties, and are characterized by the so-called kinetic relation, whose properties are investigatedin this paper. 展开更多
关键词 Elasto dynamics Phase transitions Hyperbolic conservation law DIFFUSION DISPERSION Shock wave Undercompressive Entropy inequality Kinetic relation
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