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Secondly, we consider stochastic LQ optimal control problem driven by Lévy processes and Brownian motion. By applying the -Lévy formula, Gronwall's inequality, Young's inequality and Cauchy-Schwarz inequality, we obtain the closeness property of the solution of multi-dimensional backward stochastic Riccati differential equations.

第二部分首先研究由布朗运动和Lévy过程共同驱动的随机LQ最优控制问题,接着利用-Lévy公式、Gronwall不等式、Young不等式及Cauchy-Schwarz不等式证明多维倒向随机Riccati微分方程适应解的闭性质,并利用此性质证明一维BSRDE解的存在唯一性。

Furthermore, we focus on entanglement of continuous variable system and hybrid entangled state, and also their non-locality. Bell-like inequality for continuous variable system is introduced, and its maximum violation discussed.

另外,还对量子定域性与非定域性的根源进行了分析,介绍了EPR佯谬和Bell不等式以及更为常用的CHSH不等式,对这些不等式的破坏的最大值进行了研究,另外也讨论了几种无不等式的Bell定理。

The Wielandt inequality is an improvement on the general Cauchy-Schwarz inequality, and its applications to statistics were studied. In a note, Wang and Ip (1999) gave the Wielandt inequality in matrix version in terms of the Lo|¨wner partial ordering.

Wielandt不等式是对著名的Cauchy-Schwarz不等式的一种改进,该不等式被广泛应用于统计理论中线型模型的研究方面,因此研究更一般形式的Wielandt不等式有重要的意义。

By applying the H〓lder inequality, the Gronwall inequality, the Doob's inequality and the properties of the Ito stochastic integral to the integral form of the test equation, several important inequalities related to the analytical solution are proved, and the local order of the numerical solutions in mean square sense is obtained accordingly.

通过对试验方程的积分形式使用Holder不等式、Gronwall不等式、Doob不等式和Ito随机积分的性质,得出了试验方程解析解满足的几个重要不等式,进而得出了数值方法在均方意义下的局部误差阶。

Therefore, it's natural to estimate those values of operators such as 〓, log mf and so on in order to investigate the weighted inequalities for the minimal operator We discuss them under two conditions respectively: In one-weight case, we establish the relative weighted inequalities under the condition of A〓-weight and A〓-weight respectively, and the equivalent condition has been found between the strong -type weighted inequality and the property of W〓-weight; while in the case of two-weight condition, we characterize the equivalent relations between the weak type weighted inequality and the property of W〓-weight, the strong -type weighted inequality and the property of W〓-weight.

我们分两种情况分别加以讨论:单权情况下,我们分别刻画了A∞权和A〓权条件下关于〓,log mf等的强型加权不等式,并证明了关于鞅的极小算子的强型加权不等式与对应的W〓权性质之间的某些等价关系;在双权情况下,我们刻画了关于极小算子的弱型加权不等式与W〓权以及强型加权不等式与W〓权之间的等价关系。

One of the most important extension is system of variational inequalities. In Chapter 5, we consider a system of generalized variational-like inequalities problems.

近年来,变分不等式已经开始向各个方向推广,出现了诸如广义变分不等式,混合变分不等式,广义似变分不等式等。

In this paper,we first establish an equivalence between a vector variational inequality problem and a generalized variational inequality problem.

文章首先建立了向量变分不等式与广义变分不等式之间的等价关系,然后利用这个结论,建立了向量变分不等式的Levitin-Polyak适定性与广义变分不等式的Levitin- Polyak适定性之间的等价关系。

Uniqueness of solution for generalized variational inequality related to strongly monotone Lipschitz mapping is shown. A sufficient condition is presented on the connectedness of solution set for the weak vector variational inequality on which the mapping is from a topological vector space X to L , where Y is also a topological vector space. The result is derived by discussing the properties of set-valued mapping induced by solution set of a scalar variational inequality related to the weak vector variational inequality.

利用拓扑向量空间到连续线性映射空间L的映射的弱向量变分不等式和与之相关的标量型变分不等式解集的关系,得到标量型变分不等式解集所表征的集值映射的特性和弱向量变分不等式解集的连通性条件。

Chapter 3 discusses the fundamentals inequalities in the rearrangement invariant martingale space, such as the corresponding important Doob"s maximal inequality, Burkholder-Gundy-Davis inequality and Rosenthal"s inequality.

第三章讨论重排不变鞅空间中的基本不等式,包括Doob极大不等式、Burkholder-Gundy-Davis不等式和Rosenthal不等式

We prove the corresponding Doob"s maximal inequality, Burkholder-Gundy-Davis inequality, the greater-smaller operator inequality and Rosenthal"s inequality in the framework of rearrangement invariant martingale space on finite interval.

包括重排不变鞅空间及其中的Doob极大不等式,Burkholder-Gundy-Davis不等式,上、下不等式,Rosenthal不等式等。

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