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Following [3], we consider the boundary WZW model on a half–plane with a cut growing according to the Schramm–Loewner stochastic evolution and the boundary fields inserted at the tip of the cut and a...
The main result of this note is Theorem 7 below. The main interest is the array of new Bellman function, very different from Burkholder’s function.
The two mathematicians who have most advanced martingale theory in the last seventy years are Joseph Doob and Donald Burkholder. Martingales as a remarkably flexible tool are used throughout probabili...
Let L be a linear space of real bounded random variables on the probability space ( ,A, P0). There is a finitely additive probability P on A, such that P ∼ P0 and EP (X) = 0 for all X ∈ L.
In the \positive interest" models of Flesaker and Hughston, the nominal discount bond system is determined by the speci cation of a one-parameter family of positive martingales.
We systematically describe and classify 1-dimensional Schr¨odinger equations that can be solved in terms of hypergeometric type functions. Beside the well-known families, we explicitly describe 2 new ...
We review some recent results for a class of fluid mechanics equations called active scalars, with fractional dissipation. Our main examples are the surface quasi-geostrophic equation, the Burgers equ...
Let K be a convex body in Rn with Santal´o point at 0. We show that if K has a point on the boundary with positive generalized Gauß curvature, then the volume product |K||K◦| is not ...
In the context of Markovian evolution, we present two original approaches to obtain Generalized Fluctuation-Dissipation Theorems (GFDT), by using the language of stochastic derivatives and by using a ...
Our purpose is to investigate properties for processes with stationary and independent increments under G-expectation. As applications,we prove the martingale characterization to G-Brownian motion and...
We investigate the speed of approach to Maxwellian equilibrium for a collisionless gas enclosed in a vessel whose wall are kept at a uniform,constant temperature, assuming diffuse reflection of gas mo...
We prove thin-thick decompositions, for the class of Hardy martingales and thereby strenghten its square function characterization. We apply the underlying method to several classical martinale inequa...
证明了一类广义鞅变换算子的p-Amemiya范数不等式.作为其应用又给出了证明B值鞅的极大函数与p阶均方函数的p-Amemiya范数不等式的一种新方法,其结果刻画了Banach空间的p一致凸性和q一致光滑性.
假设未偿付额为常数且房产价格服从一般的Ito^过程,得到了2类住房抵押贷款保证险的传统鞅定价公式和保险精算定价公式,并证明了2种方法的定价结果是完全一致的.

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