Chinese︱Feedback︱Save this page

Login︱Register

• Elaborating Academic Views 　　　　 • Exchanging Innovative Ideas
• Protecting Intellectual Properties 　　• Fast Sharing Science Papers

Sponsored by the Center for Science and Technology Development of the Ministry of Education
Supervised by Ministry of Education of the People's Republic of China

Home > Papers > Probability-Theory

There are 113 papers published in subject: > since this site started.

Results per page:

113 Total, 12 Pages | << First < Previous 7 8 9 10 11 12 Next > Last >>

Select Subject

All (8831)

Agronomy (158)

Animal Husbandry,... (64)

Aquatic Science (16)

Astronomy (36)

Aviation (22)

Basic Medicine (184)

Biology (504)

Chemical Engineering (103)

Chemistry (635)

Civil and Archite... (105)

Clinical Medicine (236)

Computer Science ... (924)

Dynamic and Elect... (121)

Earth Science (119)

Economics (67)

Education (31)

Electrics, Commun... (927)

Energy Science an... (67)

Engineering and T... (15)

Environmental Sci... (140)

Food Science and ... (63)

Forestry (36)

Hydraulic Enginee... (40)

Mechanics (240)

Metallurgical Eng... (32)

Mine Engineering ... (38)

Nuclear Science a... (21)

Pharmacy (98)

Physics (920)

Preventive Medici... (37)

Psychology (20)

Security Science ... (17)

Sports Science (6)

Surveying and Map... (15)

Textile Science a... (16)

Traditional Chine... (56)

Transportation En... (57)

Third-level Subject

Applied probability theory(12)
Geometric Probability(1)
Other Subjects of Probabi...(1)
Probability Distribution(1)
Random Process(11)
Stochastic Analysis(31)

Rank

Results per page:

113 Total, 12 Pages | << First < Previous 7 8 9 10 11 12 Next > Last >>

Alert Name:
Alerting to:
Authentication email will be sent to your email address in 24 hours
Frequency:
Email Message Format:	Plain text Graphical(HTML)

Complete the form below and we will recommend the selected titles to your friends on your behalf. * Indicates a required field.
Your name*:
Your email address*:
Recipient's name*:
Recipient's email address*:
(multiple recipient's names and email addresses should be separated with semicolons)
Your comments:	I thought you would find the page(s) useful.

Your name:
Your email address:
Recipient's name:
Recipient's email address:
(multiple recipient's names and email addresses should be separated with semicolons)
Your comments:	I thought you would find this page useful.

Disclaimer: This message was sent to your friend using the "Send it to a friend" facility on the Sciencepaper Online’ WWW site, http://www.paper.edu.cn/en. The Sciencepaper Online is not responsible for the content of this email, and anything said in this email does not necessarily reflect the Sciencepaper Online's views.


	1. Strong Convergence Properties of Jamison Weighted Sums of ruo{~}-Mixing Random Sequences
	Tan Chengliang,Wu Qunying,Wang Yao
	Mathematics 03 April 2008
	Show/Hide Abstract \| Cite this paper︱Full-text: PDF (0 B)

	Abstract:In this paper, we discuss the strong convergence properties of Jamison weighted sums of ruo{~}-mixing random sequences and extend the famous Jamison theorem.
	TO cite this article:Tan Chengliang,Wu Qunying,Wang Yao. Strong Convergence Properties of Jamison Weighted Sums of ruo{~}-Mixing Random Sequences[OL].[ 3 April 2008] http://en.paper.edu.cn/en_releasepaper/content/20088


	2. Log-Sobolev Ineqaulities: Different Roles of Ric and Hess
	Wang FengYu
	Mathematics 23 February 2008
	Show/Hide Abstract \| Cite this paper︱Full-text: PDF (0 B)

	Abstract:Let $P_t$ be the diffusion semigroup generated by $L:= DD+nn V$ on a complete connected Riemannian manifold with $Ric ge -(si^2 rr_o^2 +c)$ for some constants $si, c>0$ and $rr_o$ the Riemannian distance to a fixed point. It is shown that $P_t$ is hypercontractive, or the log-Sobolev inequality holds for the associated Dirichlet form, provided $-Hess_V ge dd$ holds outside of a compact set for some constant $dd>(1+ss 2)si ss{d-1}.$ This indicates, at least in finite dimensions, that $Ric$ and $- Hess_V$ play quite different roles for the log-Sobolev inequality to hold. The supercontractivity and the ultracontractivity are also studied.
	TO cite this article:Wang FengYu . Log-Sobolev Ineqaulities: Different Roles of Ric and Hess[OL].[23 February 2008] http://en.paper.edu.cn/en_releasepaper/content/18795

Saved Papers

Saved Papers


	3. From Super Poincar＇e to Weighted Log-Sobolev and Entropy-Cost Inequalities
	Wang FengYu
	Mathematics 22 February 2008
	Show/Hide Abstract \| Cite this paper︱Full-text: PDF (0 B)

	Abstract:We derive weighted log-Sobolev inequalities from a class of super Poincar＇e inequalities. As an application, Talagrand inequalities with super quadratic cost functions are obtained.
	TO cite this article:Wang FengYu . From Super Poincar＇e to Weighted Log-Sobolev and Entropy-Cost Inequalities[OL].[22 February 2008] http://en.paper.edu.cn/en_releasepaper/content/18783


	4. Backward doubly stochastic differential equations driven by L\\\\\\\\\\\\\\\
	Ren Yong,Hu Lanying,Xia Ningmao
	Mathematics 02 October 2007
	Show/Hide Abstract \| Cite this paper︱Full-text: PDF (0 B)

	Abstract:We obtain the existence and uniqueness of solutions to backward doubly stochastic differential equations driven by L\\\\\\\\\\\\\\\
	TO cite this article:Ren Yong,Hu Lanying,Xia Ningmao. Backward doubly stochastic differential equations driven by L\\\\\\\\\\\\\\\[OL].[ 2 October 2007] http://en.paper.edu.cn/en_releasepaper/content/15478


	5. The stochastic maximum principle for a kind of risk-sensitive optimal control problem and application to portfolio choice
	Wang Guangchen,WU Zhen
	Mathematics 09 August 2007
	Show/Hide Abstract \| Cite this paper︱Full-text: PDF (0 B)

	Abstract:In this paper, we mainly study a kind of risk-sensitive optimal control problem motivated by a kind of portfolio choice problem in some financial market. Using a classical convex variational technique we obtain the maximum principle for this kind of problem. The form of the maximum principle is similar to its risk-neutral counterpart. But the adjoint equation and the variational inequality heavily depend on the risk-sensitive parameter $\\\\\\\\gamma$, this is one of the main differences from the risk-neutral case. We use this result to solve a kind of optimal portfolio choice problem. The optimal portfolio strategy obtained in [1] by the Bellman dynamic programming principle is a special case of our result when the investor only invests the home bond and the stock. Computational results and Figures explicitly illustrate the relationships between the maximum expected utility and the parameters of the model.
	TO cite this article:Wang Guangchen,WU Zhen. The stochastic maximum principle for a kind of risk-sensitive optimal control problem and application to portfolio choice [OL].[ 9 August 2007] http://en.paper.edu.cn/en_releasepaper/content/14491


	6. Contraction semigroups deduced by Dual Markov branching Matrices
	Gu Anhui
	Mathematics 18 July 2007
	Show/Hide Abstract \| Cite this paper︱Full-text: PDF (0 B)

	Abstract:We show that the dual Markov branching q-matrix Q deduces two operators Q_{l_{infty}} and Q_{c_{0}} on l_{infty} and c_{0} respectively.Also Q_{l_{infty}} generates a positive contraction integrated semigroup on l_{infty}, and the sufficient and necessary condition for Q_{c_{0}} generates a continuous contraction semigroup on c_{0} is given. It is interesting to find the integrated semigroup G(t) is monotone and has the asymtomic remoteness property.
	TO cite this article:Gu Anhui. Contraction semigroups deduced by Dual Markov branching Matrices[OL].[18 July 2007] http://en.paper.edu.cn/en_releasepaper/content/14126


	7. A Generalized Existence Theorem of Reflected BSDEs with Double Obstacles
	Shiqiu Zheng,Shengwu Zhou
	Mathematics 22 May 2007
	Show/Hide Abstract \| Cite this paper︱Full-text: PDF (0 B)

	Abstract:This paper proves the existence of solutions of one-dimensional reflected backward stochastic differential equations with double obstacles, where the coefficient (or generator) g(t,y,z) is left-Lipschitz in y (may be discontinuous) and Lipschitz in z. A simple example is given, showing that the solution may be not unique.
	TO cite this article:Shiqiu Zheng,Shengwu Zhou. A Generalized Existence Theorem of Reflected BSDEs with Double Obstacles[OL].[22 May 2007] http://en.paper.edu.cn/en_releasepaper/content/12958


	8. Precise asymptotics in the law of the iterated logarithm for associated sequences
	Lin Zhengyan,Chen Jia,Li Degui
	Mathematics 16 May 2007
	Show/Hide Abstract \| Cite this paper︱Full-text: PDF (0 B)

	Abstract:In this paper, we assume that {X_n} is a stationary sequence of associated random variables satisfying some moment conditions. The precise asymptotics for the iterated logarithm and the Chung\\\\\\\
	TO cite this article:Lin Zhengyan,Chen Jia,Li Degui. Precise asymptotics in the law of the iterated logarithm for associated sequences[OL].[16 May 2007] http://en.paper.edu.cn/en_releasepaper/content/12858


	9. Unified characteristic numbers and solutions of equations for birth and death processes with barriers
	Yang xiangqun ,Wang hesong
	Mathematics 09 January 2007
	Show/Hide Abstract \| Cite this paper︱Full-text: PDF (0 B)

	Abstract:The state 0 of a birth and death process with state space E={0,1,2,…} is a barrier which can be divided into four kinds: reflection ,absorption , leaping reflection ,quasi-leaping reflection. For the first, second and fourth barriers , the characteristic numbers of different forms have been introduced respectively .In this paper the unified characteristic numbers for birth and death processes with barriers were introduced , the related equations were solved and the solutions were expressed by unified characteristic numbers. This paper is a basic work solving probability construction problem of birth and death processes with leaping reflection barrier and quasi-leaping reflection barrier.
	TO cite this article:Yang xiangqun ,Wang hesong. Unified characteristic numbers and solutions of equations for birth and death processes with barriers[OL].[ 9 January 2007] http://en.paper.edu.cn/en_releasepaper/content/10637


	10. Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations
	Li Juan ,Tang Shanjian
	Mathematics 13 November 2006
	Show/Hide Abstract \| Cite this paper︱Full-text: PDF (0 B)

	Abstract: A local strict comparison theorem and some converse comparison theorems are proved for reflected backward stochastic differential equations under suitable conditions.
	TO cite this article:Li Juan ,Tang Shanjian . Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations[OL].[13 November 2006] http://en.paper.edu.cn/en_releasepaper/content/9497

	Check out RSS, or use RSS reader to subscribe this item