WIENER

作品数:389被引量:849H指数:12
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Average B-width and infinite-dimensional G-width of some smooth function classes on the line
《Chinese Science Bulletin》1998年第10期810-812,共3页Yanjie Jiang Yongping Liu 
theNationalNaturalScienceFoundationofChina (GrantNo .196 710 12)andbytheDoctoralProgrammeFoundationofInstitutionofHigherEducationofStateEducationCommissionofChina
The exact values of average σ_B width and infinite dimensional σ_G width of Sobolev class B\+r\-p(R) in the metric L\-p(R)(1≤p≤∞) are obtained and the exact (σ∈N) and strong asymptotic (σ>1) results of infinit...
关键词:Sobolev_Wiener class AVERAGE σ_B WIDTH INFINITE dimensional σ_G width. 
A problem of symmetric variational equation被引量:7
《Chinese Science Bulletin》1995年第18期1502-1507,共6页刘坤会 
Project supported by the Science Fund of the Chinese Academy of Sciences.
The author discusses a variational equation which has a solution of even function, i.e.a differential equation with some inequality constraints.This problem originated from adiscounted cost problem in singular stochas...
关键词:STOCHASTIC control WIENER PROCESS discounted COST model. 
Optimal Recovery of Class of Smooth Functions Defined on the Whole Real Axis by Multifold Sampling
《Chinese Science Bulletin》1993年第20期1683-1687,共5页刘永平 
Project supported by the National Natural Science Foundation of China.
1 Introduction Give a natural number r≥2. Let 1≤p, q≤∞. Put Lpq(R)={f; ‖f‖pq<∞}, and Wpqr(R)={f∈Lq(R); f(r-1) locally absolutely con...
关键词:OPTIMAL RECOVERY Sobolev-Wiener CLASS k-fold sampling 
ON BANACH SUPPORT OF AN ERGODIC AND QUASI-INVARIANT MEASURE
《Chinese Science Bulletin》1990年第15期1233-1236,共4页杨亚立 
Project supported by the National Natural Science Foundation of China
Concerning the study of Banach support for the sample space of a random process, the idea can go back to the penetrating investigation of R. Dudley, V.N. Sudaso and X. Fernique, about Gaussian cylindrical measure. Gro...
关键词:quasi-invariant measure abstract WIENER space. 
HOW SMALL ARE THE INCREMENTS OF A 2-PARAMETER WIENER PROCESS?被引量:1
《Chinese Science Bulletin》1990年第12期1050-1051,共2页陆传荣 
Many authors have discussed how large the increments of a Wiener process can be and also investigated how small the increments of a 1-parameter Wiener process can be. But there had not been seen an exhaustive study of...
关键词:WIENER DECREASING 
INFORMATION UNCERTAINTY PRINCIPLE被引量:1
《Chinese Science Bulletin》1989年第1期86-87,共2页查有梁 
In this letter, information uncertainty principle is deducted from the Shannon-Wiener formula. It is proved that Heisenberg’s uncertainty principle is its special case. The Shannon-Wiener formula shows that the maxim...
关键词:WIENER uncertainty letter HEISENBERG LAPLACE absolute 巴口 FORMULAE MOMENTUM UNIVERSE 
THE EXISTENCE OF SOLUTION WITH SMOOTH DENSITY OF S.D.E.IN THE PLANE UNDER HRMANDER'S CONDITION
《Chinese Science Bulletin》1988年第5期435-436,共2页周先银 
Malliavin Calculus for two-parameter Wiener functionals has been established by Nualart and Sanz. Under some condition they have proved that the solution of S. D. E. has smooth density in the plane, but the condition ...
关键词:WIENER comparable 方介 
OPTIMAL CONTROL OF A FINITE DAM——DISCOUNTED COST CASE
《Chinese Science Bulletin》1987年第4期217-221,共5页林埜 
<正> We consider a dam model of capacity Ⅴ units and make the following assumptions: (ⅰ) Let X(t) be the water input into the dam during the time interval (0, t], then {X(t):t≥0} is a Wiener process with nonnegativ...
关键词:WIENER NONNEGATIVE drift assumptions COST CONTINUATION variance CASE CONSTANTS TRIVIAL 
THE DISTRIBUTION OF LIMIT POINTS OF CONTINUOUS MODULUS OF INCREMENTS OF THE WIENER PROCESS
《Chinese Science Bulletin》1986年第23期1589-1592,共4页刘坤会 
Ⅰ. INTRODUCTION Of late years, Gsrg and other scholsrs studied the questions on increments of the Wiener process extensively and obtained many results. Letting W(t), t≥0 be a standard Wiener process, Hanson and Russ...
关键词:WIENER MODULUS integer questions LEMMA BOREL inequality proof ITERATED 玉匕 
ON INCREMENTS OF SUMS OF NON-i.i.d. RANDOM VARIABLES
《Chinese Science Bulletin》1986年第10期716-717,共2页林正炎 
The a.s. behavior of increments of partial sums of i. i. d. random variables can be obtained by the increments of Wiener process with the help of the invariance principles. For independent, but not necessarily i.i.d, ...
关键词:INVAR necessarily WIENER answer generating questions 
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