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第九卷, 第二十四期
期刊内容:SCIENCE CHINA Mathematics, Vol.55, No.11/ 2012

Chai Zhao


http://www.springerlink.com/content/1674-7283/

Special Issue on Probability

In this issue:

Stochastic calculus for Markov processes associated with non-symmetric Dirichlet forms
ChuanZhong Chen, Li Ma, Wei Sun
Sci. China Math., 55(11), 2012, pp. 2195-2203

Large deviation principle for diffusion processes under a sublinear expectation
ZengJing Chen, Jie Xiong
Sci. China Math., 55(11), 2012, pp. 2205-2216

On intersections of independent anisotropic Gaussian random fields
ZhenLong Chen, YiMin Xiao
Sci. China Math., 55(11), 2012, pp. 2217-2232

An L2-theory for a class of SPDEs driven by Lévy processes
Zhen-Qing Chen, KyeongHun Kim
Sci. China Math., 55(11), 2012, pp. 2233-2246

A new look at the Lagrange method for continuous-time stochastic optimization
Xue Cheng, JiaAn Yan
Sci. China Math., 55(11), 2012, pp. 2247-2258

Small value probabilities for continuous state branching processes with immigration
WeiJuan Chu, WenBo V. Li, YanXia Ren
Sci. China Math., 55(11), 2012, pp. 2259-2271

Moderate deviations and hypothesis testing for signal detection problem
FuQing Gao, ShouJiang Zhao
Sci. China Math., 55(11), 2012, pp. 2273-2284

Stochastic quantization and ergodic theorem for density of diffusions
YaoZhong Hu
Sci. China Math., 55(11), 2012, pp. 2285-2296

Self-normalized moderate deviations for independent random variables
BingYi Jing, HanYing Liang, Wang Zhou
Sci. China Math., 55(11), 2012, pp. 2297-2315

Uniform boundary Harnack principle for rotationally symmetric Lévy processes in general open sets
Panki Kim, RenMing Song, Zoran Vondracek
Sci. China Math., 55(11), 2012, pp. 2317-2333

Valuation of equity-indexed annuities with regime-switching jump diffusion risk
and stochastic mortality risk
LinYi Qian, RongMing Wang, Shuai Wang
Sci. China Math., 55(11), 2012, pp. 2335-2346

Asymptotics of the variance of the number of real roots of random trigonometric polynomials
ZhongGen Su, QiMan Shao
Sci. China Math., 55(11), 2012, pp. 2347-2366

A discussion of Hong-Stein model
Shuai Wang, WeiAn Zheng
Sci. China Math., 55(11), 2012, pp. 2367-2378

The Gaussian approximation for generalized Friedman’s urn model with heterogeneous
and unbalanced updating
LiXin Zhang
Sci. China Math., 55(11), 2012, pp. 2379-2404

Nonzero-sum games for continuous-time Markov chains with unbounded
transition and average payoff rates
WenZhao Zhang, XianPing Guo
Sci. China Math., 55(11), 2012, pp. 2405-2416