MULTIDIMENSIONAL

作品数:363被引量:487H指数:9
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Multidimensional compound Poisson distributions in free probability
《Science China Mathematics》2019年第5期921-934,共14页Guimei An Mingchu Gao 
supported by National Natural Science Foundation of China (Grant Nos. 11101220, 11271199 and 11671214);Visiting Scholar Project Funded (Grant No. 96172373);the Fundamental Research Funds for the Central Universities
Inspired by Speicher's multidimensional free central limit theorem and semicircle families, we prove an in?nite dimensional compound Poisson limit theorem in free probability, and de?ne in?nite dimensional compound fr...
关键词:free PROBABILITY MULTIDIMENSIONAL free POISSON DISTRIBUTIONS MULTIDIMENSIONAL free INFINITELY divisible DISTRIBUTIONS 
Local well-posedness of a multidimensional shock wave for the steady supersonic isothermal flow
《Science China Mathematics》2018年第3期453-486,共34页Yuchen Li 
supported by Scientific Research Fund of Nanjing Institute of Technology (Grant No.YKJ201339);National Natural Science Foundation of China (Grant Nos.11371189 and 11101190);the Priority Academic Program Development of Jiangsu Higher Education Institutions
In this paper, we prove the local existence, uniqueness and stability of a supersonic shock for the supersonic isothermal incoming flow past a curved cone. Major difficulties include constructing an appropriate soluti...
关键词:steady potential equation isothermal gas supersonic flow multidimensional conic shock local well-posedness local stability condition 
Multidimensional stability of V-shaped traveling fronts in the Allen-Cahn equation被引量:6
《Science China Mathematics》2013年第10期1969-1982,共14页SHENG WeiJie LI WanTong WANG ZhiCheng 
supported by National Natural Science Foundation of China(Grant Nos.11031003,11271172 and 11071105);the Fundamental Research Funds for the Central Universities(Grant No.HIT.NSRIF.2014063);China Postdoctoral Science Foundation Funded Project(Grant No.2012M520716);Heilongjiang Postdoctoral Fund(Grant No.LBH-Z12135);New Century Excellent Talents in University(Grant No.NCET-10-0470)
This paper is concerned with the multidimensional asymptotic stability of V-shaped traveling fronts in the Allen-Cahn equation under spatial decaying initial values. We first show that V-shaped traveling fronts are as...
关键词:Allen-Cahn equation asymptotic stability MULTIDIMENSIONAL V-SHAPED traveling front 
Necessary and sufficient condition for the comparison theorem of multidimensional anticipated backward stochastic differential equations被引量:6
《Science China Mathematics》2011年第2期301-310,共10页XU XiaoMing 
Anticipated backward stochastic differential equations, studied the first time in 2007, are equations of the following type:{-dY t = f(t1, Y t1 , Z t1 , Y t+δ(t) , Z t+ζ(t) )dt Z t dB t1 , t ∈ [0, T ], Y t = ξ t1 ...
关键词:comparison theorem multidimensional anticipated backward stochastic differential equation necessary and sufficient condition 
Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection被引量:14
《Science China Mathematics》2010年第7期1784-1801,共18页Bai LiHua Guo JunYi 
supported by Keygrant Project of Ministry of Education, China (Grant No. 309009);National Natural Science Foundation of China (Grant No. 10871102)
In this paper, the surplus process of the insurance company is described by a Brownian motion with drift. In addition, the insurer is allowed to invest in a risk-free asset and n risky assets and purchase excess-of-lo...
关键词:EXPONENTIAL utility Hamilton-Jacobi-Bellman equation multiple risky ASSET investment proba- bility of RUIN excess-of-loss REINSURANCE 
The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion
《Science China Mathematics》2007年第1期35-46,共12页Rong-mao ZHANG Zheng-yan LIN 
This work was partially supported by the National Natural Science Foundation of China (Grant No. 10131040);China Postdoctoral Science Foundation.
Let {W (t), t ∈ R}, {B(t), t ∈ R +} be two independent Brownian motions on R with W(0) = B(0) = 0. In this paper, we shall consider the exact Hausdorff measures for the image and graph sets of the d-dimensional iter...
关键词:GRAPH Hausdorff measure IMAGE iterated Brownian motion sojourn time 60F15 60G15 60G17 
Multidimensional System of Ferro-magnetic Chain Type~*被引量:2
《Science China Mathematics》1993年第12期1422-1434,共13页周毓麟 孙和生 郭柏灵 
Project supported by the National Natural science Foundation of china and china Academy of Engineering Physics
The global solvability of homogeneous boundary problem for a class of multidimensional generalized system of ferro-magnetic chain type is considered.
关键词:MULTIDIMENSIONAL SYSTEM of ferro-magnetic CHAIN type SPIN SYSTEM HOMOGENEOUS boundary problem Galerkin’s method. 
STABILITY OF SHOCK WAVES FOR MULTIDIMENSIONAL HYPERBOLIC-PARABOLIC CONSERVATION LAWS
《Science China Mathematics》1988年第1期15-30,共16页李得宁 
The uniform Iinear stability of shock waves is considered for quasilinear hyperbolic-parabolic coupled conservation laws in multi-dimensional space. As an example, the stability condition and its dynamic meaning for i...
关键词:一几 
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