In this paper, we reconstruct the superprocesses of stochastic flows by martingale method, and prove that if and only if the infinitesimal particles never hit each other, then atomic part and diffuse part of this kind...In this paper, we reconstruct the superprocesses of stochastic flows by martingale method, and prove that if and only if the infinitesimal particles never hit each other, then atomic part and diffuse part of this kind of superprocesses will be also superprocesses of stochastic flows. This result completely answers the open problem in .展开更多
In this paper, we investigate the interacting super-Brownian motion depending on population size. This process can be viewed as the high density limit of a sequence of particle systems with branching mechanism dependi...In this paper, we investigate the interacting super-Brownian motion depending on population size. This process can be viewed as the high density limit of a sequence of particle systems with branching mechanism depending on their population size. We will construct a limit function-valued dual process.展开更多
In this article, we give a description of measure-valued processes with interactive stochastic flows. It is a unified construction for superprocesses with dependent spatial motion constructed by Dawson, LI, Wang and s...In this article, we give a description of measure-valued processes with interactive stochastic flows. It is a unified construction for superprocesses with dependent spatial motion constructed by Dawson, LI, Wang and superprocesses of stochastic flows constructed by Ma and Xiang.展开更多
Let d ≥ 1 and Z be a subordinate Brownian motion on R^d with infinitesimal generator ? + ψ(?),where ψ is the Laplace exponent of a one-dimensional non-decreasing L′evy process(called subordinator). We establish th...Let d ≥ 1 and Z be a subordinate Brownian motion on R^d with infinitesimal generator ? + ψ(?),where ψ is the Laplace exponent of a one-dimensional non-decreasing L′evy process(called subordinator). We establish the existence and uniqueness of fundamental solution(also called heat kernel) pb(t, x, y) for non-local operator L^b= ? + ψ(?) + b ?, where Rb is an Rd-valued function in Kato class K_(d,1). We show that p^b(t, x, y)is jointly continuous and derive its sharp two-sided estimates. The kernel pb(t, x, y) determines a conservative Feller process X. We further show that the law of X is the unique solution of the martingale problem for(L^b, C_c~∞(R^d)) and X is a weak solution of Xt = X0+ Zt + integral from n=0 to t(b(Xs)ds, t ≥ 0).Moreover, we prove that the above stochastic differential equation has a unique weak solution.展开更多
In this paper,we first establish the sharp two-sided heat kernel estimates and the gradient estimate for the truncated fractional Laplacian under gradient perturbation S^(b):=△^(α/2)+b·▽,where △^(α/2) is the...In this paper,we first establish the sharp two-sided heat kernel estimates and the gradient estimate for the truncated fractional Laplacian under gradient perturbation S^(b):=△^(α/2)+b·▽,where △^(α/2) is the truncated fractional Laplacian,α∈(1,2) and b ∈ K_(d)^(α-1).In the second part,for a more general finite range jump process,we present some sufficient conditions to allow that the two sided estimates of the heat kernel are comparable to the Poisson type function for large distance |x-y|in short time.展开更多
This work develops near-optimal controls for systems given by differential equations with wideband noise and random switching.The random switching is modeled by a continuous-time,time-inhomogeneous Markov chain.Under ...This work develops near-optimal controls for systems given by differential equations with wideband noise and random switching.The random switching is modeled by a continuous-time,time-inhomogeneous Markov chain.Under broad conditions,it is shown that there is an associated limit problem,which is a switching jump diffusion.Using near-optimal controls of the limit system,we then build controls for the original systems.It is shown that such constructed controls are nearly optimal.展开更多
基金Supported by the Nature Science Foundation of Henan(2004601018)
文摘In this paper, we reconstruct the superprocesses of stochastic flows by martingale method, and prove that if and only if the infinitesimal particles never hit each other, then atomic part and diffuse part of this kind of superprocesses will be also superprocesses of stochastic flows. This result completely answers the open problem in .
基金Foundation item： Supported by National Natural Science Foundation of China（A10071008） . Acknowledgements Here the author thank Professor Wang Zikun, Li Zhanbing and Li Zenghu sincerely for their guidance and encouragement.
文摘In this paper, we investigate the interacting super-Brownian motion depending on population size. This process can be viewed as the high density limit of a sequence of particle systems with branching mechanism depending on their population size. We will construct a limit function-valued dual process.
基金Foundation item： Support by the Natural Science Foundation of Henan Province（2004601018）
文摘In this article, we give a description of measure-valued processes with interactive stochastic flows. It is a unified construction for superprocesses with dependent spatial motion constructed by Dawson, LI, Wang and superprocesses of stochastic flows constructed by Ma and Xiang.
基金supported by National Science Foundation of USA(Grant No.DMS-1206276)National Natural Science Foundation of China(Grant No.11371217)
文摘Let d ≥ 1 and Z be a subordinate Brownian motion on R^d with infinitesimal generator ? + ψ(?),where ψ is the Laplace exponent of a one-dimensional non-decreasing L′evy process(called subordinator). We establish the existence and uniqueness of fundamental solution(also called heat kernel) pb(t, x, y) for non-local operator L^b= ? + ψ(?) + b ?, where Rb is an Rd-valued function in Kato class K_(d,1). We show that p^b(t, x, y)is jointly continuous and derive its sharp two-sided estimates. The kernel pb(t, x, y) determines a conservative Feller process X. We further show that the law of X is the unique solution of the martingale problem for(L^b, C_c~∞(R^d)) and X is a weak solution of Xt = X0+ Zt + integral from n=0 to t(b(Xs)ds, t ≥ 0).Moreover, we prove that the above stochastic differential equation has a unique weak solution.
基金Partially supported by NSFC(Grant Nos.11731009 and 11401025)。
文摘In this paper,we first establish the sharp two-sided heat kernel estimates and the gradient estimate for the truncated fractional Laplacian under gradient perturbation S^(b):=△^(α/2)+b·▽,where △^(α/2) is the truncated fractional Laplacian,α∈(1,2) and b ∈ K_(d)^(α-1).In the second part,for a more general finite range jump process,we present some sufficient conditions to allow that the two sided estimates of the heat kernel are comparable to the Poisson type function for large distance |x-y|in short time.
基金supported in part by the National Science Foundation under DMS-1207667supported in part by NSFC and RFDP
文摘This work develops near-optimal controls for systems given by differential equations with wideband noise and random switching.The random switching is modeled by a continuous-time,time-inhomogeneous Markov chain.Under broad conditions,it is shown that there is an associated limit problem,which is a switching jump diffusion.Using near-optimal controls of the limit system,we then build controls for the original systems.It is shown that such constructed controls are nearly optimal.
