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2017“自由边界问题：理论和应用”国际暑期学校（2017 ISS on “Free Boundary Problems:Theory and Applications”）
2017 自由边界问题：理论和应用 国际暑期学校
2017/1/10
Free boundary problems have vast and important applications in physics, mechanics, biology, engineering, and finance, etc. At the same time, there is a great challenge in their mathematical study whic...
2017第14届“自由边界问题：理论和应用”国际会议（14th International Conference on Free Boundary Problems:Theory and Applications ）
2017 第14届 自由边界问题：理论和应用 国际会议
2017/1/10
This conference is the 14th International Conference on Free Boundary Problems: Theory and Applications, which is in the series of conferences beginning in Montecatini (Italy, 1981) and succeeding in ...
This overview article concerns the notion of fractional smoothness of random variables of the form $g(X_T)$, where $X=(X_t)_{t\in [0,T]}$ is a certain diffusion process. We review the connection to th...
New explicit exact solutions for the Liénard equation and its applications
exact solutions Liénard equation Pochhammer-Chree equation
2010/4/2
In this letter, new exact explicit solutions are obtained for the Li\'enard equation, and the applications of the results to the generalized Pochhammer-Chree equation, the Kundu equation and the gener...
Martingale representation for Poisson processes with applications to minimal variance hedging
Poisson process martingalerep resentation Clark-Ocone formula derivative operator Kunita-Watanabe decomposition Malliavin calculus independent random measure minimal variance hedge
2010/4/27
We consider a Poisson process $\eta$ on a measurable space $(\BY,\mathcal{Y})$ equipped with a partial ordering, assumed to be strict almost everwhwere with respect to the intensity measure $\lambda$ ...
Mathematics mechanization and applications after thirty years
mathematics mechanization characteristic set method automated theorem proving automated theorem discovering symbolic equation solving computer aided geometric design computer vision intelligent computer-aided design robotics
2013/9/9
The aim of mathematics mechanization is to develop symbolic algorithms for manipulating mathematical objects, proving and discovering theorems in a mechanical way. This paper gives a brief review of t...
In the paper we obtain a local zero-two law for positive contractions of L1-spaces, which we use in order to offer new proofs of a theorem of Orey concerning Markov chains, and of the strong asymptoti...