For 1≤ p 【 ∞, firstly we prove that for an arbitrary set of distinct nodes in [-1, 1], it is impossible that the errors of the Hermite-Fejr interpolation approximation in L p -norm are weakly equivalent to the corr...For 1≤ p 【 ∞, firstly we prove that for an arbitrary set of distinct nodes in [-1, 1], it is impossible that the errors of the Hermite-Fejr interpolation approximation in L p -norm are weakly equivalent to the corresponding errors of the best polynomial approximation for all continuous functions on [-1, 1]. Secondly, on the ground of probability theory, we discuss the p-average errors of Hermite-Fejr interpolation sequence based on the extended Chebyshev nodes of the second kind on the Wiener space. By our results we know that for 1≤ p 【 ∞ and 2≤ q 【 ∞, the p-average errors of Hermite-Fejr interpolation approximation sequence based on the extended Chebyshev nodes of the second kind are weakly equivalent to the p-average errors of the corresponding best polynomial approximation sequence for L q -norm approximation. In comparison with these results, we discuss the p-average errors of Hermite-Fejr interpolation approximation sequence based on the Chebyshev nodes of the second kind and the p-average errors of the well-known Bernstein polynomial approximation sequence on the Wiener space.展开更多
For the weighted approximation in Lp-norm, we determine the asymptotic order for the p- average errors of Lagrange interpolation sequence based on the Chebyshev nodes on the Wiener space. We also determine its value i...For the weighted approximation in Lp-norm, we determine the asymptotic order for the p- average errors of Lagrange interpolation sequence based on the Chebyshev nodes on the Wiener space. We also determine its value in some special case.展开更多
For weighted approximation in Lp-norm,we determine strongly asymptotic orders for the average errors of both function approximation and derivative approximation by the Bernstein operators sequence on the r-fold integr...For weighted approximation in Lp-norm,we determine strongly asymptotic orders for the average errors of both function approximation and derivative approximation by the Bernstein operators sequence on the r-fold integrated Wiener space.展开更多
The purpose of this paper is to investigate the behavior of a Wiener integral along the curve C of the scale factor ρ > 0 for the Wiener integral ∫C0[0,T]F(ρx)dm(x) about the function defined on the Wiener space...The purpose of this paper is to investigate the behavior of a Wiener integral along the curve C of the scale factor ρ > 0 for the Wiener integral ∫C0[0,T]F(ρx)dm(x) about the function defined on the Wiener space C0[0,T], where θ(t,u) is a Fourier-Stieltjes transform of a complex Borel measure.展开更多
The purpose of this paper is to investigate the behavior of a scale factor for Wiener integrals about the unbounded function , where {a1,a2,...,an} is an orthonormal set of elements in L2[0,T] on the Wiener space C0[0...The purpose of this paper is to investigate the behavior of a scale factor for Wiener integrals about the unbounded function , where {a1,a2,...,an} is an orthonormal set of elements in L2[0,T] on the Wiener space C0[0,T].展开更多
For the weighted approximation in Lp-norm,the authors determine the weakly asymptotic order for the p-average errors of the sequence of Hermite interpolation based on the Chebyshev nodes on the 1-fold integrated Wiene...For the weighted approximation in Lp-norm,the authors determine the weakly asymptotic order for the p-average errors of the sequence of Hermite interpolation based on the Chebyshev nodes on the 1-fold integrated Wiener space.By this result,it is known that in the sense of information-based complexity,if permissible information functionals are Hermite data,then the p-average errors of this sequence are weakly equivalent to those of the corresponding sequence of the minimal p-average radius of nonadaptive information.展开更多
Stochastic differential equation (SDE) is an ordinary differential equation with a stochastic process that can model the unpredictable real-life behavior of any continuous systems. It is the combination of differentia...Stochastic differential equation (SDE) is an ordinary differential equation with a stochastic process that can model the unpredictable real-life behavior of any continuous systems. It is the combination of differential equations, probability theory, and stochastic processes. Stochastic differential equations arise in modeling a variety of random dynamic phenomena in physical, biological and social process. The SDE theory is traditionally used in physical science and financial mathematics. Recently, more researchers have been conducted in the application of SDE theory to various areas of engineering. This dissertation is mainly concerned with the existence of mild solutions for impulsive neutral stochastic differential equations with nonlocal conditions in Hilbert spaces. The results are obtained by using fractional powers of operator in the semigroup theory and Sadovskii fixed point theorem.展开更多
This paper presents an extension of certain forms of the real Paley-Wiener theorems to the Minkowski space-time algebra. Our emphasis is dedicated to determining the space-time valued functions whose space-time Fourie...This paper presents an extension of certain forms of the real Paley-Wiener theorems to the Minkowski space-time algebra. Our emphasis is dedicated to determining the space-time valued functions whose space-time Fourier transforms(SFT) have compact support using the partial derivatives operator and the Dirac operator of higher order.展开更多
We will give a survey on results concerning Girsanov transforma- tions, transportation cost inequalities, convexity of entropy, and optimal transport maps on some infinite dimensional spaces. Some open Problems will b...We will give a survey on results concerning Girsanov transforma- tions, transportation cost inequalities, convexity of entropy, and optimal transport maps on some infinite dimensional spaces. Some open Problems will be arisen.展开更多
In this paper, we discuss the average errors of function approximation by linear combinations of Bernstein operators. The strongly asymptotic orders for the average errors of the combinations of Bernstein operators se...In this paper, we discuss the average errors of function approximation by linear combinations of Bernstein operators. The strongly asymptotic orders for the average errors of the combinations of Bernstein operators sequence are determined on the Wiener space.展开更多
Let(E,H,μ)be an abstract Wiener spacein the sense of L.Gross.It is proved that if u is a measurable map from E to H such that u∈W 2.1(H,μ)and there exists a constantα,0<α<1,such that either∑n‖D nu(w)‖2 H...Let(E,H,μ)be an abstract Wiener spacein the sense of L.Gross.It is proved that if u is a measurable map from E to H such that u∈W 2.1(H,μ)and there exists a constantα,0<α<1,such that either∑n‖D nu(w)‖2 Hα2 a.s.or‖u(w+h)-u(w)‖Hα‖h‖H a.s.for every h∈H and E exp108(1-α)2∑‖D n u‖H)<∞,then the measureμT-1 is equivalent toμ,where T(w)=w+u(w)for w∈E.And the explicit expression of the Radon-Nikodym derivative(cf.Theorem 2.1)is given.展开更多
基金supported by National Natural Science Foundation of China (Grant No.10471010)
文摘For 1≤ p 【 ∞, firstly we prove that for an arbitrary set of distinct nodes in [-1, 1], it is impossible that the errors of the Hermite-Fejr interpolation approximation in L p -norm are weakly equivalent to the corresponding errors of the best polynomial approximation for all continuous functions on [-1, 1]. Secondly, on the ground of probability theory, we discuss the p-average errors of Hermite-Fejr interpolation sequence based on the extended Chebyshev nodes of the second kind on the Wiener space. By our results we know that for 1≤ p 【 ∞ and 2≤ q 【 ∞, the p-average errors of Hermite-Fejr interpolation approximation sequence based on the extended Chebyshev nodes of the second kind are weakly equivalent to the p-average errors of the corresponding best polynomial approximation sequence for L q -norm approximation. In comparison with these results, we discuss the p-average errors of Hermite-Fejr interpolation approximation sequence based on the Chebyshev nodes of the second kind and the p-average errors of the well-known Bernstein polynomial approximation sequence on the Wiener space.
基金Supported by National Natural Science Foundation of China(Grant No.10471010)
文摘For the weighted approximation in Lp-norm, we determine the asymptotic order for the p- average errors of Lagrange interpolation sequence based on the Chebyshev nodes on the Wiener space. We also determine its value in some special case.
文摘For weighted approximation in Lp-norm,we determine strongly asymptotic orders for the average errors of both function approximation and derivative approximation by the Bernstein operators sequence on the r-fold integrated Wiener space.
文摘The purpose of this paper is to investigate the behavior of a Wiener integral along the curve C of the scale factor ρ > 0 for the Wiener integral ∫C0[0,T]F(ρx)dm(x) about the function defined on the Wiener space C0[0,T], where θ(t,u) is a Fourier-Stieltjes transform of a complex Borel measure.
文摘The purpose of this paper is to investigate the behavior of a scale factor for Wiener integrals about the unbounded function , where {a1,a2,...,an} is an orthonormal set of elements in L2[0,T] on the Wiener space C0[0,T].
文摘For the weighted approximation in Lp-norm,the authors determine the weakly asymptotic order for the p-average errors of the sequence of Hermite interpolation based on the Chebyshev nodes on the 1-fold integrated Wiener space.By this result,it is known that in the sense of information-based complexity,if permissible information functionals are Hermite data,then the p-average errors of this sequence are weakly equivalent to those of the corresponding sequence of the minimal p-average radius of nonadaptive information.
文摘Stochastic differential equation (SDE) is an ordinary differential equation with a stochastic process that can model the unpredictable real-life behavior of any continuous systems. It is the combination of differential equations, probability theory, and stochastic processes. Stochastic differential equations arise in modeling a variety of random dynamic phenomena in physical, biological and social process. The SDE theory is traditionally used in physical science and financial mathematics. Recently, more researchers have been conducted in the application of SDE theory to various areas of engineering. This dissertation is mainly concerned with the existence of mild solutions for impulsive neutral stochastic differential equations with nonlocal conditions in Hilbert spaces. The results are obtained by using fractional powers of operator in the semigroup theory and Sadovskii fixed point theorem.
基金supported by the Deanship of Scientific Research at King Khalid University,Saudi Arabia (R.G.P.1/207/43)。
文摘This paper presents an extension of certain forms of the real Paley-Wiener theorems to the Minkowski space-time algebra. Our emphasis is dedicated to determining the space-time valued functions whose space-time Fourier transforms(SFT) have compact support using the partial derivatives operator and the Dirac operator of higher order.
文摘We will give a survey on results concerning Girsanov transforma- tions, transportation cost inequalities, convexity of entropy, and optimal transport maps on some infinite dimensional spaces. Some open Problems will be arisen.
文摘In this paper, we discuss the average errors of function approximation by linear combinations of Bernstein operators. The strongly asymptotic orders for the average errors of the combinations of Bernstein operators sequence are determined on the Wiener space.
文摘Let(E,H,μ)be an abstract Wiener spacein the sense of L.Gross.It is proved that if u is a measurable map from E to H such that u∈W 2.1(H,μ)and there exists a constantα,0<α<1,such that either∑n‖D nu(w)‖2 Hα2 a.s.or‖u(w+h)-u(w)‖Hα‖h‖H a.s.for every h∈H and E exp108(1-α)2∑‖D n u‖H)<∞,then the measureμT-1 is equivalent toμ,where T(w)=w+u(w)for w∈E.And the explicit expression of the Radon-Nikodym derivative(cf.Theorem 2.1)is given.
