The authors consider two discrete-time insurance risk models. Two moving average risk models are introduced to model the surplus process, and the probabilities of ruin are examined in models with a constant interest f...The authors consider two discrete-time insurance risk models. Two moving average risk models are introduced to model the surplus process, and the probabilities of ruin are examined in models with a constant interest force. Exponential bounds for ruin probabilities of an infinite time horizon are derived by the martingale method.展开更多
In this paper, by Laplace transform version of the Trotter-Kato approximation theorem and the integrated C-semigroup introduced by Myadera, the authors obtained some Trotter-Kato approximation theorems on exponentiall...In this paper, by Laplace transform version of the Trotter-Kato approximation theorem and the integrated C-semigroup introduced by Myadera, the authors obtained some Trotter-Kato approximation theorems on exponentially bounded C-semigroups, where the range of C (and so the domain of the generator) may not be dense. The authors deduced the corresponding results on exponentially bounded integrated semigroups with nondensely generators. The results of this paper extended and perfected the results given by Lizama, Park and Zheng.展开更多
In this paper,we studied the approximate sampleddata observer design for a class of stochastic nonlinear systems.Euler-Maruyama approximation was investigated in this paper because it is the basis of other higher prec...In this paper,we studied the approximate sampleddata observer design for a class of stochastic nonlinear systems.Euler-Maruyama approximation was investigated in this paper because it is the basis of other higher precision numerical methods,and it preserves important structures of the nonlinear systems.Also,the form of Euler-Maruyama model is simple and easy to be calculated.The results provide a reference for sampled-data observer design method for such stochastic nonlinear systems,and may be useful to many practical control applications,such as tracking control in mechanical systems.And the effectiveness of the approach is demonstrated by a simulation example.展开更多
Let（X,||·||）be a Banach space and let C be an injective bounded linear operator inX.A strongly continuous family of bounded linear operators{S（t）;t≥0}is called anexponentially bounded C-semigroup（hereinafte...Let（X,||·||）be a Banach space and let C be an injective bounded linear operator inX.A strongly continuous family of bounded linear operators{S（t）;t≥0}is called anexponentially bounded C-semigroup（hereinafter abbreviated to C-semigroup）on X,if S（0）=C,S（t）S（s）=S（t+s）C,t,s≥0,and ||S（t）||≤Me<sup>at</sup>,t≥0.展开更多
基金a grant from National Natural Science Foundation of China,Grant No.10671072Doctoral Program Foundation of the Ministry of Education of China,Grant No.20060269016+1 种基金"Shu Guang"project of Shanghai Municipal Education Commission and Shanghai Education Development Foundation,Grant No.04SG27the National Basic Research Program of China (973 Program),Grant No.2007CB814904
文摘The authors consider two discrete-time insurance risk models. Two moving average risk models are introduced to model the surplus process, and the probabilities of ruin are examined in models with a constant interest force. Exponential bounds for ruin probabilities of an infinite time horizon are derived by the martingale method.
基金This project is supported by the National Science Foundation of China.
文摘In this paper, by Laplace transform version of the Trotter-Kato approximation theorem and the integrated C-semigroup introduced by Myadera, the authors obtained some Trotter-Kato approximation theorems on exponentially bounded C-semigroups, where the range of C (and so the domain of the generator) may not be dense. The authors deduced the corresponding results on exponentially bounded integrated semigroups with nondensely generators. The results of this paper extended and perfected the results given by Lizama, Park and Zheng.
基金supported by the National High Technology Research and Development Program of China(863 Program)(2014AA06A503)the National Natural Science Foundation of China(61422307,61673361)+3 种基金the Scientific Research Starting Foundation for the Returned Overseas Chinese Scholars and Ministry of Education of Chinasupports from the Youth Top-notch Talent Support Programthe 1000-talent Youth Programthe Youth Yangtze River Scholarship
文摘In this paper,we studied the approximate sampleddata observer design for a class of stochastic nonlinear systems.Euler-Maruyama approximation was investigated in this paper because it is the basis of other higher precision numerical methods,and it preserves important structures of the nonlinear systems.Also,the form of Euler-Maruyama model is simple and easy to be calculated.The results provide a reference for sampled-data observer design method for such stochastic nonlinear systems,and may be useful to many practical control applications,such as tracking control in mechanical systems.And the effectiveness of the approach is demonstrated by a simulation example.
基金supported by the National Natural Science Foundation of China.
文摘Let（X,||·||）be a Banach space and let C be an injective bounded linear operator inX.A strongly continuous family of bounded linear operators{S（t）;t≥0}is called anexponentially bounded C-semigroup（hereinafter abbreviated to C-semigroup）on X,if S（0）=C,S（t）S（s）=S（t+s）C,t,s≥0,and ||S（t）||≤Me<sup>at</sup>,t≥0.
