A two-dimensional stochastic integral equation system with jumps is studied. We first prove its unique weak solution is a two-type continuous-state branching process with immigration. Then the comparison property of t...A two-dimensional stochastic integral equation system with jumps is studied. We first prove its unique weak solution is a two-type continuous-state branching process with immigration. Then the comparison property of the solution is established. These results imply the existence and uniqueness of the strong solution of the stochastic equation system.展开更多
This paper is concerned with the aging and dependence properties in the additive hazard mixing models including some stochastic comparisons. Further, some useful bounds of reliability functions in additive hazard mixi...This paper is concerned with the aging and dependence properties in the additive hazard mixing models including some stochastic comparisons. Further, some useful bounds of reliability functions in additive hazard mixing models are obtained.展开更多
In this paper, we first study a property about the generator g of Backward Stochastic Differential Equation （BSDE） when the price of contingent claims can be represented by a multidimensional BSDE in the no-arbitrag...In this paper, we first study a property about the generator g of Backward Stochastic Differential Equation （BSDE） when the price of contingent claims can be represented by a multidimensional BSDE in the no-arbitrage financial market. Furthermore, motivated by the behavior of agents in finance market, we introduce a new total order q on Rn and obtain a necessary and sufficient condition for comparison theorem of multidimensional BSDEs under this order. We also give some further results for q展开更多
In this paper,the author considers a class of complete noncompact Riemannian manifoldswhich satisfy certain conditions on Ricci curvature and volume comparison. It is shown thatany harmonic map with finite energy from...In this paper,the author considers a class of complete noncompact Riemannian manifoldswhich satisfy certain conditions on Ricci curvature and volume comparison. It is shown thatany harmonic map with finite energy from such a manifold M into a normal geodesic ball inanother manifold N must be asymptotically constant at the infinity of each large end of M. Arelated existence theorem for harmonic maps is established.展开更多
文摘A two-dimensional stochastic integral equation system with jumps is studied. We first prove its unique weak solution is a two-type continuous-state branching process with immigration. Then the comparison property of the solution is established. These results imply the existence and uniqueness of the strong solution of the stochastic equation system.
基金Supported by the Scientific Research Foundation of Hebei University of Science and Technology
文摘This paper is concerned with the aging and dependence properties in the additive hazard mixing models including some stochastic comparisons. Further, some useful bounds of reliability functions in additive hazard mixing models are obtained.
基金Supported partly by the National Science Foundation of China(Grant No.11231005)the China Postdoctoral Science Foundation(Grant No.2013M541899)the Natural Science Foundation of Shandong Province of China(Grant No.ZR2013AQ021)
文摘In this paper, we first study a property about the generator g of Backward Stochastic Differential Equation （BSDE） when the price of contingent claims can be represented by a multidimensional BSDE in the no-arbitrage financial market. Furthermore, motivated by the behavior of agents in finance market, we introduce a new total order q on Rn and obtain a necessary and sufficient condition for comparison theorem of multidimensional BSDEs under this order. We also give some further results for q
文摘In this paper,the author considers a class of complete noncompact Riemannian manifoldswhich satisfy certain conditions on Ricci curvature and volume comparison. It is shown thatany harmonic map with finite energy from such a manifold M into a normal geodesic ball inanother manifold N must be asymptotically constant at the infinity of each large end of M. Arelated existence theorem for harmonic maps is established.
基金supported by National Science CenterPoland(Grant No.2018/30/M/ST1/00061)+1 种基金the Wroc law University of Science and Technology(Grant No.049U/0052/19)supported by National Natural Science Foundation of China(Grants Nos.11671094,11722103 and 11731003)。
文摘In this survey we will present the symbolic extension theory in topological dynamics,which was built over the past twenty years.
