DUAL FUNCTIONALS OF SAID-BZIER TYPE GENERALIZED BALL BASES OVER TRIANGLE DOMAIN AND THEIR APPLICATION

A family of Said-Bézier type generalized Ball （SBGB） bases and surfaces with a parameter H over triangular domain is introduced,which unifies Bézier surface and Said-Ball surface and includes several intermediate surfaces. To convert different bases and surfaces,the dual functionals of bases are presented. As an application of dual functionals,the subdivision formulas for surfaces are established.

AN ASYMPTOTIC EXPANSION FORMULA OF KERNEL FUNCTION FOR QUASI FOURIER-LEGENDRE SERIES AND ITS APPLICATION

Is this paper we shall give cm asymptotic expansion formula of the kernel functim for the Quasi Faurier-Legendre series on an ellipse, whose error is 0(1/n2) and then applying it we shall sham an analogue of an exact result in trigonometric series.

THE PROBABILISTIC REPRESENTATION FORMULAE FOR COSINE OPERATOR FUNCTIONS

In this paper we obtained general representation formulae for strongly continuous cosine operator functions via probabilistic approach,which include Webb's[1]and Shaw's[2]formulae and some new one as special cases.We also give the quantitative estimations for the general formulae.

THE ASYMPTOTIC FORMULA OF THE ORTHOGONAL RATIONAL FUNCTION ON THE UNIT CIRCLE

In this paper we obtained the asymptotic formula of the orthogonal rational function on the unit circle with respect to the weight function μ(z) with preasigned poles, which are in the exterior of the unit disk.

On the generalized Cauchy function and new Conjecture on its exterior singularities

This article studies on Cauchy’s function f （z） and its integral, （2πi）J[ f （z）] ≡ ■C f （t）dt/（t z） taken along a closed simple contour C, in regard to their comprehensive properties over the entire z = x ＋ iy plane consisted of the simply connected open domain D ＋ bounded by C and the open domain D outside C. （1） With f （z） assumed to be C n （n ∞-times continuously differentiable） z ∈ D ＋ and in a neighborhood of C, f （z） and its derivatives f （n） （z） are proved uniformly continuous in the closed domain D ＋ = [D ＋ ＋ C]. （2） Cauchy’s integral formulas and their derivatives z ∈ D ＋ （or z ∈ D ） are proved to converge uniformly in D ＋ （or in D = [D ＋C]）, respectively, thereby rendering the integral formulas valid over the entire z-plane. （3） The same claims （as for f （z） and J[ f （z）]） are shown extended to hold for the complement function F（z）, defined to be C n z ∈ D and about C. （4） The uniform convergence theorems for f （z） and F（z） shown for arbitrary contour C are adapted to find special domains in the upper or lower half z-planes and those inside and outside the unit circle ｜z｜ = 1 such that the four general- ized Hilbert-type integral transforms are proved. （5） Further, the singularity distribution of f （z） in D is elucidated by considering the direct problem exemplified with several typ- ical singularities prescribed in D . （6） A comparative study is made between generalized integral formulas and Plemelj’s formulas on their differing basic properties. （7） Physical sig- nificances of these formulas are illustrated with applicationsto nonlinear airfoil theory. （8） Finally, an unsolved inverse problem to determine all the singularities of Cauchy function f （z） in domain D , based on the continuous numerical value of f （z） z ∈ D ＋ = [D ＋ ＋ C], is presented for resolution as a conjecture.

Addition Formulae of Discrete KP,q-KP and Two-Component BKP Systems

In this paper,we construct the addition formulae for several integrable hierarchies,including the discrete KP,the q-deformed KP,the two-component BKP and the D type Drinfeld–Sokolov hierarchies.With the help of the Hirota bilinear equations and τ functions of different kinds of KP hierarchies,we prove that these addition formulae are equivalent to these hierarchies.These studies show that the addition formula in the research of the integrable systems has good universality.

Anisotropic Hardy-Lorentz spaces and their applications

Let p ∈(0, 1], q ∈(0, ∞] and A be a general expansive matrix on Rn. We introduce the anisotropic Hardy-Lorentz space H^(p,q)_A(R^n) associated with A via the non-tangential grand maximal function and then establish its various real-variable characterizations in terms of the atomic and the molecular decompositions, the radial and the non-tangential maximal functions, and the finite atomic decompositions. All these characterizations except the ∞-atomic characterization are new even for the classical isotropic Hardy-Lorentz spaces on Rn.As applications, we first prove that Hp,q A(Rn) is an intermediate space between H^(p1,q1)_A(Rn) and H^(p2,q2)_A(R^n) with 0 < p1 < p < p2 < ∞ and q1, q, q2 ∈(0, ∞], and also between H^(p,q1)_A(Rn) and H^(p,q2)_A(R^n) with p ∈(0, ∞)and 0 < q1 < q < q2 ∞ in the real method of interpolation. We then establish a criterion on the boundedness of sublinear operators from H^(p,q)_A(R^n) into a quasi-Banach space; moreover, we obtain the boundedness of δ-type Calder′on-Zygmund operators from H^(p,∞)_A(R^n) to the weak Lebesgue space L^(p,∞)(R^n)(or to H^p_A(R^n)) in the ln λcritical case, from H^(p,q)_A(R^n) to L^(p,q)(R^n)(or to H^(p,q)_A(R^n)) with δ∈(0,(lnλ)/(ln b)], p ∈(1/(1+,δ),1] and q ∈(0, ∞], as well as the boundedness of some Calderon-Zygmund operators from H^(p,q)_A(R^n) to L^(p,∞)(R^n), where b := | det A|,λ_:= min{|λ| : λ∈σ(A)} and σ(A) denotes the set of all eigenvalues of A.

Fully nonlinear stochastic and rough PDEs:Classical and viscosity solutions

We study fully nonlinear second-order(forward)stochastic PDEs.They can also be viewed as forward path-dependent PDEs and will be treated as rough PDEs under a unified framework.For the most general fully nonlinear case,we develop a local theory of classical solutions and then define viscosity solutions through smooth test functions.Our notion of viscosity solutions is equivalent to the alternative using semi-jets.Next,we prove basic properties such as consistency,stability,and a partial comparison principle in the general setting.If the diffusion coefficient is semilinear(i.e,linear in the gradient of the solution and nonlinear in the solution;the drift can still be fully nonlinear),we establish a complete theory,including global existence and a comparison principle.

Path-dependent backward stochastic Volterra integral equations with jumps,differentiability and duality principle

We study the existence and uniqueness of a solution to path-dependent backward stochastic Volterra integral equations(BSVIEs)with jumps,where path-dependence means the dependence of the free term and generator of a path of a c`adl`ag process.Furthermore,we prove path-differentiability of such a solution and establish the duality principle between a linear path-dependent forward stochastic Volterra integral equation(FSVIE)with jumps and a linear path-dependent BSVIE with jumps.As a result of the duality principle we get a comparison theorem and derive a class of dynamic coherent risk measures based on path-dependent BSVIEs with jumps.

Pathwise no-arbitrage in a class of Delta hedging strategies

We consider a strictly pathwise setting for Delta hedging exotic options,based on Follmer’s pathwise It¨o calculus.Price trajectories areˆd-dimensional continuous functions whose pathwise quadratic variations and covariations are determined by a given local volatility matrix.The existence of Delta hedging strategies in this pathwise setting is established via existence results for recursive schemes of parabolic Cauchy problems and via the existence of functional Cauchy problems on path space.Our main results establish the nonexistence of pathwise arbitrage opportunities in classes of strategies containing these Delta hedging strategies and under relatively mild conditions on the local volatility matrix.