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Exponential Stability of Impulsive Stochastic Delay Partial Differential Equations with Poisson Jumps
impulsive stochastic differential equation exponential stability mild solution Poisson jumps
2012/9/24
Up to now, the stability problem of mild solution for the impulsive stochastic system with Poisson jumps has not been solved. In this paper, based on fixed point theory, the stability of mild solution...
This paper is devoted to the study of couplings of the Lebesgue measure and the Poisson
point process. We prove existence and uniqueness of an optimal (i.e. 'asymptotically
optimal' and 'translation...
Hodograph solutions of the dispersionless coupled KdV hierarchies, critical points and the Euler-Poisson-Darboux equation
Hodograph solutions scalar function Euler-Poisson-Darboux equation
2010/4/2
It is shown that the hodograph solutions of the dispersionless coupled KdV (dcKdV) hierarchies describe critical and degenerate critical points of a scalar function which obeys the Euler-Poisson-Darbo...
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
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 $\lambda$ ...
We prove that an arbitrary Poisson structure omega^{ij}(u) and an arbitrary closed 3-form T_{ijk}(u) generate the local Poisson structure A^{ij}(u,u_x) = M^i_s(u,u_x)omega^{sj}(u), where M^i_s(u,u_x)(...
主要考虑用Legendre tau方法求解二维Poisson方程的Dirichlet问题.通过选取带有广义Jacobi权的函数作为检验函数,得到Legendre tau方法对于二维Poisson方程Dirichlet问题的H1模的最优误差估计;然后,通过对偶技巧,得到L2模的最优误差估计;最后,通过数值算例，进一步比较说明理论分析的结果.