1 - 10 of 13 articles
Backward stochastic differential equations (BSDE) are discussed in many papers. However, in those papers, only Brownian motion and Poisson process are considered. In this paper, we consider BSDE driven by continuous local martingales and random measures.
In this paper, we give a descent algorithm for solving quadratic bilevel programming problems. It is proved that the descent algorithm finds a locally optimal solution to a quadratic bilevel programming problem in a finite number of iterations. Two numerical examples are given to illustrate this...
The initial-boundary value problem of two-dimensional incompressible fluid flow in stream function form is considered. A prediction-correction Legendre spectral scheme is presented, which is easy to be performed. It is strictly proved that the numerical solution possesses the accuracy of...
We investigate Besov spaces and their connection with trigonometric polynomial approximation inL
p[−π,π], algebraic polynomial approximation inL
p[−1,1], algebraic polynomial approximation inL
p(S), and entire function of exponential type approximation inL
p(R), and characterizeK-functionals for...
In this paper, we prove the existence of the global attractor and obtain an estimate of the upper bound of Hausdorff dimension of the attractor for strongly damped nonlinear wave equation with Dirichlet boundary condition by introducing a new norm. The Hausdorff dimension obtained remains small...
For a finite Markov chain, by rotating the transition matrix by 180°, or relabelling the states, one can define a new Markov chain. This Markov chain in fact is the imbedded Markov chain of an inverse process. Duality properties about this Markov chain sometimes are not difficult to obtain....
Wavelets are applied to a regression model with an additive stationary noise. By checking the empirical wavelet coefficients with significantly large absolute values across fine scale levels, the jump points are detected first. Then the cusp points are identified by checking the wavelet...
The undetected error probability and error detection capability of shortened Hamming codes and their dual codes are studied in this paper. We also obtain some interesting properties for the shortened Simplex codes.
For a class of quasilinear wave equations with small initial data, first we give the lower bound of lifespan of classical solutions, then we discuss the long time asymptotic behaviour of solutions away from the blowup time.
In this paper, we discuss the convergence of Broyden algorithms for the functions which are non-twice differentiable, but have LC gradient. We prove that the rate of convergence of the algorithms is linear for uniformly convex functions. We also demonstrate that under some mild conditions the...
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