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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
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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
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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 ...
Fractional smoothness and applications in finance
Fractional smoothness finance
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2010/4/28
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
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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
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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
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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...
A Local Zero-Two Law and Some Applications
A Local Zero-Two Law Applications
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2010/3/1
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...