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Deriving a kinetic uncertainty relation for piecewise deterministic processes:from classical to quantum
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作者 Fei Liu 《Communications in Theoretical Physics》 SCIE CAS CSCD 2021年第12期149-158,共10页
From the perspective of Markovian piecewise deterministic processes(PDPs),we investigate the derivation of a kinetic uncertainty relation(KUR),which was originally proposed in Markovian open quantum systems.First,stat... From the perspective of Markovian piecewise deterministic processes(PDPs),we investigate the derivation of a kinetic uncertainty relation(KUR),which was originally proposed in Markovian open quantum systems.First,stationary distributions of classical PDPs are explicitly constructed.Then,a tilting method is used to derive a rate functional of large deviations.Finally,based on an improved approximation scheme,we recover the KUR.These classical results are directly extended to the open quantum systems.We use a driven two-level quantum system to exemplify the quantum results. 展开更多
关键词 Nonequilibrium fluctuations kinetic uncertainty relations large deviation principle open quantum systems piecewise deterministic processes TRAJECTORY
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Deterministic processes dominate microbial community assembly in artificially bred Schizothorax wangchiachii juveniles after being released into wild
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作者 Liangliang XU Baowen ZHANG +5 位作者 Fenglin LIU Zesong WANG Wenxue GAO Weixiong GAN Hanxi CHEN Zhaobin SONG 《Integrative Zoology》 SCIE CSCD 2023年第6期1072-1088,共17页
Fish artificial breeding and release is an important method to restore wild populations of endemic fish species around the world.Schizothorax wangchiachii(SW)is an endemic fish in the upper Yangtze River and is one of... Fish artificial breeding and release is an important method to restore wild populations of endemic fish species around the world.Schizothorax wangchiachii(SW)is an endemic fish in the upper Yangtze River and is one of the most important species for the artificial breeding and release program implemented in the Yalong River drainage system in China.It is unclear how artificially bred SW adapts to the changeable wild environment post-release,after being in a controlled and very different artificial environment.Thus,the gut samples were collected and analyzed for food composition and microbial 16S rRNA in artificially bred SW juveniles at day 0(before release),5,10,15,20,25,and 30 after release to the lower reaches of the Yalong River.The results indicated that SW began to ingest periphytic algae from the natural habitat before day 5,and this feeding habit is gradually stabilized at day 15.Prior to release,Fusobacteria are the dominant bacteria in the gut microbiota of SW,while Proteobacteria and Cyanobacteria generally are the dominant bacteria after release.The results of microbial assembly mechanisms illustrated that deterministic processes played a more prominent role than stochastic processes in the gut microbial community of artificially bred SW juveniles after releasing into the wild.Overall,the present study integrates the macroscopic and microscopic methods to provide an insight into the food and gut microbial reorganization in the released SW.This study will be an important research direction to explore the ecological adaptability of artificially bred fish after releasing into the wild. 展开更多
关键词 artificial release deterministic processes gut microbes network complexity Schizothorax wangchiachii
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Assembly processes of rare and abundant microbial taxa are closely related to bacterial and fungal functionality during desert vegetation reestablishment
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作者 Zhouchang YU Wei ZHANG +11 位作者 Pian DUO Ying ZHANG Xingfang TIAN Lin SUN Yuzheng GU Junhong ZHANG Jiaxing SONG Ahejiang SAILIKE Yujie LIANG Rong FU Zhiguo XIE Peizhi YANG 《Pedosphere》 2025年第3期475-489,共15页
Effective vegetation reconstruction plays a vital role in the restoration of desert ecosystems.However,in reconstruction of different vegetation types,the community characteristics,assembly processes,and functions of ... Effective vegetation reconstruction plays a vital role in the restoration of desert ecosystems.However,in reconstruction of different vegetation types,the community characteristics,assembly processes,and functions of different soil microbial taxa under environmental changes are still disputed,which limits the understanding of the sustainability of desert restoration.Hence,we investigated the soil microbial community characteristics and functional attributes of grassland desert(GD),desert steppe(DS),typical steppe(TS),and artificial forest(AF)in the Mu Us Desert,China.Our findings confirmed the geographical conservation of soil microbial composition but highlighted decreased microbial diversity in TS.Meanwhile,the abundance of rare taxa and microbial community stability in TS improved.Heterogeneous and homogeneous selection determined the assembly of rare and abundant bacterial taxa,respectively,with both being significantly influenced by soil moisture.In contrast,fungal communities displayed stochastic processes and exhibited sensitivity to soil nutrient conditions.Furthermore,our investigation revealed a noteworthy augmentation in bacterial metabolic functionality in TS,aligning with improved vegetation restoration and the assemblage of abundant bacterial taxa.However,within nutrient-limited soils(GD,DS,and AF),the assembly dynamics of rare fungal taxa assumed a prominent role in augmenting their metabolic capacity and adaptability to desert ecosystems.These results highlighted the variations in the assembly processes and metabolic functions of soil microorganisms during vegetation reestablishment and provided corresponding theoretical support for anthropogenic revegetation of desert ecosystems. 展开更多
关键词 deterministic processes metabolic function microbial community assembly rare microbial taxa REVEGETATION stochastic processes
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Spatiotemporal evolution and assembly processes of ammonia-oxidizing prokaryotic communities in 1 000-year-old coastal reclaimed soils
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作者 Sarfraz HUSSAIN Yifan YIN +4 位作者 Senlin LIU Shanshan YAN Dongjie CHEN Hui CAO Feng WANG 《Pedosphere》 SCIE CAS CSCD 2024年第4期709-725,共17页
Coastal marshes are transitional areas between terrestrial and aquatic ecosystems.They are sensitive to climate change and anthropogenic activities.In recent decades,the reclamation of coastal marshes has greatly incr... Coastal marshes are transitional areas between terrestrial and aquatic ecosystems.They are sensitive to climate change and anthropogenic activities.In recent decades,the reclamation of coastal marshes has greatly increased,and its effects on microbial communities in coastal marshes have been studied with great interest.Most of these studies have explained the short-term spatiotemporal variation in soil microbial community dynamics.However,the impact of reclamation on the community composition and assembly processes of functional microbes(e.g.,ammonia-oxidizing prokaryotes)is often ignored.In this study,using quantitative polymerase chain reaction and the Ion S5™XL sequencing platform,we investigated the spatiotemporal dynamics,assembly processes,and diversity patterns of ammonia-oxidizing prokaryotes in 1000-year-old reclaimed coastal salt marshes.The taxonomic and phylogenetic diversity and composition of ammonia oxidizers showed apparent spatiotemporal variations with soil reclamation.Phylogenetic null modelling-based analysis showed that across all sites,the archaeal ammonia-oxidizing community was assembled by a deterministic process(84.71%),and deterministic processes were also dominant(55.2%)for ammonia-oxidizing bacterial communities except for communities at 60 years of reclamation.The assembly process and nitrification activity in reclaimed soils were positively correlated.The abundance of the amoA gene and changes in ammonia-oxidizing archaeal and bacterial diversities significantly affected the nitrification activity in reclaimed soils.These findings suggest that long-term coastal salt marsh reclamation affects nitrification by modulating the activities of ammonia-oxidizing microorganisms and regulating their community structures and assembly processes.These results provide a better understanding of the effects of long-term land reclamation on soil nitrogen-cycling microbial communities. 展开更多
关键词 ammonia oxidizer beta nearest taxon index coastal salt marshes community assembly deterministic process nitrification rate stochastic process
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Long-term conservation tillage changes the diversity, assembly and network stability of soil diazotrophic community
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作者 Ling MA Guixiang ZHOU +6 位作者 Jiabao ZHANG Zhongjun JIA Hongtao ZOU Lin CHEN Congzhi ZHANG Donghao MA Changdong HAN 《Pedosphere》 2025年第2期299-311,共13页
Diazotrophs make important contributions to nitrogen(N) inputs in agricultural ecosystems. However, strong evidence of the effects of conservation tillage(CT) on the coexistence and assembly of soil diazotrophic commu... Diazotrophs make important contributions to nitrogen(N) inputs in agricultural ecosystems. However, strong evidence of the effects of conservation tillage(CT) on the coexistence and assembly of soil diazotrophic community and related mechanisms is lacking. Here, a long-term experiment was conducted to study the impacts of CT on the coexistence and assembly patterns of soil diazotrophic community in Lishu County, Jilin Province, North China. Compared to traditional tillage(control, CK), CT significantly reduced both the N fixation rate in top 0–10 cm soil and the alpha diversity of diazotrophic community while increasing the density of diazotrophic and overall bacterial communities. Conservation tillage also reduced the competitive relationships within the diazotrophic community and enhanced network stability. Furthermore, diazotroph assembly was dominated by deterministic processes(relative influence =68.63%) under CK and stochastic processes(relative influence = 58.82%) under CT. Soil depth and total N(TN) were identified as crucial predictors shaping the assembly processes of diazotrophic community under different tillage practices. The relative influence of stochastic processes on diazotrophic community under CT varied more significantly with increasing soil depth. Overall, tillage practice and soil depth had significant influences on the coexistence and assembly processes of soil diazotrophic community. Moreover, long-term CT may impact the selection of N fixation agents and the specific taxa associated with N fixers. Our results indicated that in CT systems, relatively sufficient nutrient availability led to a reduction in interspecies competition, an increase in network stability, and a greater influence of stochastic processes on community assembly. These findings may help us better understand biological N fixation in sustainable agricultural systems. 展开更多
关键词 alpha diversity biological nitrogen fixation community assembly deterministic processes nitrogen fixation rate soil diazotroph stochastic processes
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Droughts and windstorms due to climate change increase variability in species and trait composition of a subtropical monsoon evergreen broadleaf forest in China
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作者 Wenjing Chen Lei Liu +6 位作者 Daijun Liu Josep Penuelas Guoyi Zhou Zhen Yu Anchi Wu Zhurong Wu Langqin Hua 《Forest Ecosystems》 2025年第1期11-19,共9页
Background:Climate change is accelerating alterations in forest species and community composition worldwide,especially following extreme events like severe droughts and windstorms.Understanding these effects on subtro... Background:Climate change is accelerating alterations in forest species and community composition worldwide,especially following extreme events like severe droughts and windstorms.Understanding these effects on subtropical forests is crucial for conservation and forest management,but it remains unclear whether the impacts are stochastic or deterministic.Methods:We analyzed a unique dataset from a 1-ha permanent plot in a subtropical monsoon broadleaf evergreen forest in China,monitored over 26 years with six surveys from 1994 to 2020.The forest has been free from anthropogenic disturbances for over 400 years.In each survey,we measured all trees with a diameter at breast height(DBH)≥1 cm,and recorded 11 plant functional traits relating to photosynthesis,wood properties,water use,and nutrient dynamics.Using this data,we calculated species and trait dispersion,assessing short-term(~5years)and long-term(26 years)trends in species and trait composition following severe droughts and windstorm events.Results:Severe droughts,and subsequent droughts,increased both species and trait dispersion,while species composition converged,and trait dispersion remained relatively stable throughout the recovery period.Windstorm events led to increased species dispersion but decreased trait dispersion.We observed a clear directional shift in both species and trait composition under these climatic stressors,with a more pronounced increase in trait dispersion compared to species dispersion.Conclusion:In the short term(~5 years),severe droughts and windstorms increased species composition divergence,while trait composition responses varied.Over 26 years,deterministic processes mainly drove community composition changes,especially for trait composition,although stochastic processes also played a role.These findings suggest enhancing forest resilience to climatic stressors by protecting adaptive species or increasing species diversity in management practices. 展开更多
关键词 Community dynamics Functional traits Community composition deterministic processes Climate change
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Distinct Assembly Mechanisms for Prokaryotic and Microeukaryotic Communities in the Water of Qinghai Lake 被引量:1
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作者 Mingxian Han Jianrong Huang +3 位作者 Jian Yang Beichen Wang Xiaoxi Sun Hongchen Jiang 《Journal of Earth Science》 SCIE CAS CSCD 2023年第4期1189-1200,共12页
Assembly processes of prokaryotic and microeukaryotic community is an important issue in microbial ecology.However,unclear remains about the relative contribution of deterministic and stochastic processes to the shapi... Assembly processes of prokaryotic and microeukaryotic community is an important issue in microbial ecology.However,unclear remains about the relative contribution of deterministic and stochastic processes to the shaping of prokaryotic and microeukaryotic communities in saline lake water.Here,we systematically investigated the assembly processes governing the prokaryotic and microeukaryotic communities in Qinghai Lake with the use of Illumina sequencing and a null model.The results showed that both deterministic and stochastic processes play vital roles in shaping the assemblies of prokaryotic and microeukaryotic communities,in which stochastic processes appeared to dominate(> 70%).Prokaryotic communities were mainly governed by non-dominant processes(60.4%),followed by homogeneous selection(15.8%),variable selection(13.6%) and dispersal limitation(10.2%),whereas microeukaryotes were strongly driven by non-dominant processes(68.9%),followed by variable selection(23.6%) and homogenizing dispersal(6.3%).In terms of variable selection,nutrients(e.g.,ammonium,dissolved inorganic carbon,dissolved organic carbon and total nitrogen) were the major factors influencing prokaryotic and microeukaryotic community structures.In summary,prokaryotes and microeukaryotes can be predominantly structured by different assembly mechanisms,in which stochasticity is stronger than deterministic processes.This finding helps to better comprehend the assembly of prokaryotic and eukaryotic communities in saline lakes. 展开更多
关键词 microbial community composition saline water deterministic processes stochastic pro-cesses QinghaiLake.
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Temporal assembly patterns of microbial communities in three parallel bioreactors treating low-concentration coking wastewater with differing carbon source concentrations
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作者 Weijia Li Yu Xia +4 位作者 Na Li Jie Chang Jing Liu Pei Wang Xuwen He 《Journal of Environmental Sciences》 SCIE EI CAS CSCD 2024年第3期455-468,共14页
Carbon source is an important factor of biological treatment systems, the effects of which on their temporal community assembly patterns are not sufficiently understood currently.In this study, the temporal dynamics a... Carbon source is an important factor of biological treatment systems, the effects of which on their temporal community assembly patterns are not sufficiently understood currently.In this study, the temporal dynamics and driving mechanisms of the communities in three parallel bioreactors for low-concentration coking wastewater(CWW) treatment with differing carbon source concentrations(S0 with no glucose addition, S1 with 200 mg/L glucose addition and S2 with 400 mg/L glucose addition) were comprehensively studied. Highthroughput sequencing and bioinformatics analyses including network analysis and Infer Community Assembly Mechanisms by Phylogenetic bin-based null model(iCAMP) were used. The communities of three systems showed turnover rates of 0.0029~0.0034 every 15days. Network analysis results showed that the S0 network showed higher positive correlation proportion(71.43%) and clustering coefficient(0.33), suggesting that carbon source shortage in S0 promoted interactions and cooperation of microbes. The neutral community model analysis showed that the immigration rate increased from 0.5247 in S0 to 0.6478in S2. The iCAMP analysis results showed that drift(45.89%) and homogeneous selection(31.68%) dominated in driving the assembly of all the investigated microbial communities.The contribution of homogeneous selection increased with the increase of carbon source concentrations, from 27.92% in S0 to 36.08% in S2. The OTUs participating in aerobic respiration and tricarboxylic acid(TCA) cycle were abundant among the bins mainly affected by deterministic processes, while those related to the metabolism of refractory organic pollutants in CWW such as alkanes, benzenes and phenols were abundant in the bins dominated by stochastic processes. 展开更多
关键词 Coking wastewater treatment Temporal dynamics Network analysis deterministic processes Stochastic processes
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CLASSICAL RISK MODEL WITH THRESHOLD DIVIDEND STRATEGY 被引量:6
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作者 周明 郭军义 《Acta Mathematica Scientia》 SCIE CSCD 2008年第2期355-362,共8页
In this article, a threshold dividend strategy is used for classical risk model. Under this dividend strategy, certain probability of ruin, which occurs in case of constant barrier strategy, is avoided. Using the stro... In this article, a threshold dividend strategy is used for classical risk model. Under this dividend strategy, certain probability of ruin, which occurs in case of constant barrier strategy, is avoided. Using the strong Markov property of the surplus process and the distribution of the deficit in classical risk model, the survival probability for this model is derived, which is more direct than that in Asmussen(2000, P195, Proposition 1.10). The occupation time of non-dividend of this model is also discussed by means of Martingale method. 展开更多
关键词 Threshold dividend strategy RUIN occupation time piecewise deterministic Markov process
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First Passage Risk Probability Minimization for Piecewise Deterministic Markov Decision Processes 被引量:1
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作者 Xin WEN Hai-feng HUO Xian-ping GUO 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2022年第3期549-567,共19页
This paper is an attempt to study the minimization problem of the risk probability of piecewise deterministic Markov decision processes(PDMDPs)with unbounded transition rates and Borel spaces.Different from the expect... This paper is an attempt to study the minimization problem of the risk probability of piecewise deterministic Markov decision processes(PDMDPs)with unbounded transition rates and Borel spaces.Different from the expected discounted and average criteria in the existing literature,we consider the risk probability that the total rewards produced by a system do not exceed a prescribed goal during a first passage time to some target set,and aim to find a policy that minimizes the risk probability over the class of all history-dependent policies.Under suitable conditions,we derive the optimality equation(OE)for the probability criterion,prove that the value function of the minimization problem is the unique solution to the OE,and establish the existence ofε(≥0)-optimal policies.Finally,we provide two examples to illustrate our results. 展开更多
关键词 piecewise deterministic Markov decision processes risk probability first passage time ε-optimal policy
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Taxonomic, functional, and phylogenetic diversity patterns reveal different processes shaping river fish assemblages in the Eastern Huai River Basin, China 被引量:2
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作者 Han Liu Xiao Qu +1 位作者 Wentong Xia Yushun Chen 《Water Biology and Security》 2023年第1期9-18,共10页
Understanding contributions of different environmental drivers to the structure and function of river biota is critical for biodiversity and environmental conservation.Yet,there is no consensus on which drivers have t... Understanding contributions of different environmental drivers to the structure and function of river biota is critical for biodiversity and environmental conservation.Yet,there is no consensus on which drivers have the greatest impact on fish diversity,especially in watersheds disturbed by multiple human activities.Fish taxonomic,phylogenetic,and functional diversity at both alpha and beta dimensions and their environmental drivers were studied in a total of 84 river sites from three watersheds,Huai River watershed(HRW),Sui River watershed(SRW),and Yishusi River watershed(YRW)in the Eastern Huai River Basin of China.Results showed that rivers in the three watersheds had no significant difference in both taxonomic and functional alpha diversity.Rivers in the HRW had significantly higher phylogenetic alpha diversity.For taxonomic and phylogenetic beta diversity,the overall beta diversity and turnover component were significant higher in the HRW.For functional beta diversity,the overall beta diversity was significantly lower in the HRW.Multiple linear regression(MLR)and redundancy analysis(RDA)showed that local(e.g.,nutrients,dissolved oxygen,river width,transparency),regional(e.g.,wetland),climate(e.g.,temperature),and spatial variables structured alpha and beta fish diversity.Variation partitioning analysis indicated that the pure contributions of local and spatial variables were more important than that of climate and regional variables,which suggested that spatial effects and local environmental filtering were the main factors driving the beta diversity of fish assemblages in these rivers.The current study highlights the importance of considering multidimensional diversity and multiple environmental factors for conserving river fishes. 展开更多
关键词 Fish assemblages Alpha and beta diversity Multifaceted diversity Variance partitioning Stochastic and deterministic processes Ecological conservation
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Nitrogen deposition mediates more stochastic processes in structuring plant community than soil microbial community in the Eurasian steppe
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作者 Wei Yang Shuhan Zhang +6 位作者 Ang Li Junjie Yang Shuang Pang Zonghao Hu Zhiping Wang Xingguo Han Ximei Zhang 《Science China(Life Sciences)》 SCIE CAS CSCD 2024年第4期778-788,共11页
Anthropogenic environmental changes may affect community assembly through mediating both deterministic(e.g.,competitive exclusion and environmental filtering)and stochastic processes(e.g.,birth/death and dispersal/col... Anthropogenic environmental changes may affect community assembly through mediating both deterministic(e.g.,competitive exclusion and environmental filtering)and stochastic processes(e.g.,birth/death and dispersal/colonization).It is traditionally thought that environmental changes have a larger mediation effect on stochastic processes in structuring soil microbial community than aboveground plant community;however,this hypothesis remains largely untested.Here we report an unexpected pattern that nitrogen(N)deposition has a larger mediation effect on stochastic processes in structuring plant community than soil microbial community(those<2 mm in diameter,including archaea,bacteria,fungi,and protists)in the Eurasian steppe.We performed a ten-year nitrogen deposition experiment in a semiarid grassland ecosystem in Inner Mongolia,manipulating nine rates(0–50 g N m^(-2)per year)at two frequencies(nitrogen added twice or 12 times per year)under two grassland management strategies(fencing or mowing).We separated the compositional variation of plant and soil microbial communities caused by each treatment into the deterministic and stochastic components with a recently-developed method.As nitrogen addition rate increased,the relative importance of stochastic component of plant community first increased and then decreased,while that of soil microbial community first decreased and then increased.On the whole,the relative importance of stochastic component was significantly larger in plant community(0.552±0.035;mean±standard error)than in microbial community(0.427±0.035).Consistently,the proportion of compositional variation explained by the deterministic soil and community indices was smaller for plant community(0.172–0.186)than microbial community(0.240–0.767).Meanwhile,as nitrogen addition rate increased,the linkage between plant and microbial community composition first became weaker and then became stronger.The larger stochasticity in plant community relative to microbial community assembly suggested that more stochastic strategies(e.g.,seeds addition)should be adopted to maintain above-than below-ground biodiversity under the pressure of nitrogen deposition. 展开更多
关键词 deterministic process environmental change grassland restoration nitrogen deposition stochastic process
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Threshold effects of soil pH regulate the biogeography of bacterial communities in inland wetlands across eastern China
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作者 Jie Fang Zihao Liu +3 位作者 Yongcui Deng Bin Song Xiangzhen Li Jonathan M.Adams 《Soil Ecology Letters》 2025年第1期1-12,共12页
Biogeographic patterns of microbial communities in wetland soils at broad scales remain underexplored compared to those in welldrained soils,particularly regarding abundant and rare taxa.Here,we investigated the ecolo... Biogeographic patterns of microbial communities in wetland soils at broad scales remain underexplored compared to those in welldrained soils,particularly regarding abundant and rare taxa.Here,we investigated the ecological distributions and assembly mechanisms of abundant and rare bacterial sub-communities and explored their underlying environmental drivers in inland wetland soils across eastern China.Both bacterial sub-communities exhibited significant distance-decay relationships(DDR),with a stronger DDR observed for abundant sub-communities due to more pronounced environmental filtering and dispersal limitation.Deterministic processes predominantly governed bacterial communities(62%‒97%),while stochasticity played a larger role in rare sub-communities(38%)compared to abundant ones(4.0%).Soil pH emerged as a dominant factor influencing bacterial communities and mediated the assembly of both sub-communities.The diversity of overall and rare taxa increased with pH and peaked at pH of 8.31,followed by an abrupt decline,suggesting a threshold effect on their ecological distributions.When pH exceeded 8.31,bacterial communities rapidly converged to more deterministic assemblages(especially for abundant taxa),with decreased species coexistence and increased negative cohesion(i.e.,reflecting the degree of competition),suggesting intensified niche-based exclusion among bacterial communities.Collectively,this broad-scale study provides new insights into pH-related rules governing wetland bacterial biospheres and underscores the distinct biogeographic patterns between abundant and rare bacteria.The abrupt threshold of soil bacteria identified can inform effective adaptation and conservation efforts to sustain wetland ecosystem functioning. 展开更多
关键词 pH threshold microbial biogeography community assembly deterministic process rare biosphere
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Ruin Probabilities of a Surplus Process Described by PDMPs
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作者 Jing-min He Rong Wu Hua-yue Zhang 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2008年第1期117-128,共12页
In this paper we mainly study the ruin probability of a surplus process described by a piecewise deterministic Markov process(PDMP).An integro-differential equation for the ruin probability is derived.Under a certain ... In this paper we mainly study the ruin probability of a surplus process described by a piecewise deterministic Markov process(PDMP).An integro-differential equation for the ruin probability is derived.Under a certain assumption,it can be transformed into the ruin probability of a risk process whose premiums depend on the current reserves.Using the same argument as that in Asmussen and Nielsen,the ruin probability and its upper bounds are obtained.Finally,we give an analytic expression for ruin probability and its upper bounds when the claim-size is exponentially distributed. 展开更多
关键词 Ruin probability piecewise deterministic Markov process integro-differential equation volterra equation
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On the Gerber-Shiu Discounted Penalty Function for a Surplus Process Described by PDMPs
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作者 Jing Min HE Rong WU 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2010年第5期951-962,共12页
In this paper, we investigate the Gerber-Shiu discounted penalty function for the surplus process described by a piecewise deterministic Markov process (PDMP). We derive an integral equation for the Gerber-Shiu disc... In this paper, we investigate the Gerber-Shiu discounted penalty function for the surplus process described by a piecewise deterministic Markov process (PDMP). We derive an integral equation for the Gerber-Shiu discounted penalty function, and obtain the exact solution when the initial surplus is zero. Dickson formulae are also generalized to the present surplus process. 展开更多
关键词 Gerber-Shiu discounted penalty function piecewise deterministic Markov process ulti- mate ruin probability Volterra integral equation
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Smoothness of Certain Functions in Two Kinds of Risk Models with a Barrier Dividend Strategy
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作者 Wei Wang Jing-min He Rong Wu 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2010年第4期661-668,共8页
In this paper,we study the smoothness of certain functions in two kinds of risk models with a barrier dividend strategy.Mainly using technique from the piecewise deterministic Markov processes theory,we prove that the... In this paper,we study the smoothness of certain functions in two kinds of risk models with a barrier dividend strategy.Mainly using technique from the piecewise deterministic Markov processes theory,we prove that the function is continuously differentiable in the first risk model.Using the weak infinitesimal generator method of Markov processes,we prove that the function is twice continuously differentiable in the second risk model.Intego-differential equations satisfied by them are derived. 展开更多
关键词 Piecewise deterministic Markov process weak infinitesimal generator barrier strategy
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