The modelling of risky asset by stochastic processes with continuous paths, based on Brow- nian motions, suffers from several defects. First, the path continuity assumption does not seem reason- able in view of the po...The modelling of risky asset by stochastic processes with continuous paths, based on Brow- nian motions, suffers from several defects. First, the path continuity assumption does not seem reason- able in view of the possibility of sudden price variations （jumps） resulting of market crashes. A solution is to use stochastic processes with jumps, that will account for sudden variations of the asset prices. On the other hand, such jump models are generally based on the Poisson random measure. Many popular economic and financial models described by stochastic differential equations with Poisson jumps. This paper deals with the approximate controllability of a class of second-order neutral stochastic differential equations with infinite delay and Poisson jumps. By using the cosine family of operators, stochastic analysis techniques, a new set of sufficient conditions are derived for the approximate controllability of the above control system. An example is provided to illustrate the obtained theory.展开更多
The boundness and compactness of products of multiplication,composition and differentiation on weighted Bergman spaces in the unit ball are studied.We define the differentiation operator on the space of holomorphic fu...The boundness and compactness of products of multiplication,composition and differentiation on weighted Bergman spaces in the unit ball are studied.We define the differentiation operator on the space of holomorphic functions in the unit ball by radial derivative.Then we extend the Sharma's results.展开更多
混洗差分隐私(SDP)模型能兼顾用户端的隐私保护程度和服务器端发布结果的可用性,更适用于隐私保护的大数据收集和统计发布场景。针对目前SDP频率估计方法的洗牌效率较低和混洗过程安全性不足等问题,进行以下工作:首先,设计基于优化椭圆...混洗差分隐私(SDP)模型能兼顾用户端的隐私保护程度和服务器端发布结果的可用性,更适用于隐私保护的大数据收集和统计发布场景。针对目前SDP频率估计方法的洗牌效率较低和混洗过程安全性不足等问题,进行以下工作:首先,设计基于优化椭圆曲线的混洗差分隐私盲签名算法(SDPBSA),以实现对篡改或伪造信息的鉴别,提高混洗过程的安全性;其次,提出矩阵列重排转置(MCRT)洗牌方法,以利用随机的矩阵列重排和矩阵转置操作实现数据混洗,提高混洗过程的效率;最后,结合上述方法构建完整的SDP频率估计隐私保护框架——SM-SDP(SDP based on blind Signature and Matrix column rearrangement transposition),并通过理论分析讨论它的隐私性和误差级别。在Normal、Zipf和IPUMS(Integrated Public Use Microdata Series)等数据集上的实验结果表明,相较于Fisher-Yates、ORShuffle(Oblivious Recursive Shuffling)和MRS(Message Random Shuffling)等洗牌方法,MCRT洗牌方法的洗牌效率提升了1~2个数量级;相较于mixDUMP、PSDP(Personalized Differential Privacy in Shuffle model)和HP-SDP(Histogram Publication with SDP)等频率估计方法,SM-SDP框架在不同比例恶意数据存在时的均方误差(MSE)降低了2~11个数量级。展开更多
We apply the forward modeling algorithm constituted by the convolutional Forsyte polynomial differentiator pro-posed by former worker to seismic wave simulation of complex heterogeneous media and compare the efficienc...We apply the forward modeling algorithm constituted by the convolutional Forsyte polynomial differentiator pro-posed by former worker to seismic wave simulation of complex heterogeneous media and compare the efficiency and accuracy between this method and other seismic simulation methods such as finite difference and pseudospec-tral method. Numerical experiments demonstrate that the algorithm constituted by convolutional Forsyte polyno-mial differentiator has high efficiency and accuracy and needs less computational resources, so it is a numerical modeling method with much potential.展开更多
基金supported by the National Board for Higher Mathematics,Mumbai,India under Grant No.2/48(5)/2013/NBHM(R.P.)/RD-II/688 dt 16.01.2014
文摘The modelling of risky asset by stochastic processes with continuous paths, based on Brow- nian motions, suffers from several defects. First, the path continuity assumption does not seem reason- able in view of the possibility of sudden price variations （jumps） resulting of market crashes. A solution is to use stochastic processes with jumps, that will account for sudden variations of the asset prices. On the other hand, such jump models are generally based on the Poisson random measure. Many popular economic and financial models described by stochastic differential equations with Poisson jumps. This paper deals with the approximate controllability of a class of second-order neutral stochastic differential equations with infinite delay and Poisson jumps. By using the cosine family of operators, stochastic analysis techniques, a new set of sufficient conditions are derived for the approximate controllability of the above control system. An example is provided to illustrate the obtained theory.
基金Supported by Natural Science Foundation of Guangdong Province in China(2018KTSCX161)。
文摘The boundness and compactness of products of multiplication,composition and differentiation on weighted Bergman spaces in the unit ball are studied.We define the differentiation operator on the space of holomorphic functions in the unit ball by radial derivative.Then we extend the Sharma's results.
文摘混洗差分隐私(SDP)模型能兼顾用户端的隐私保护程度和服务器端发布结果的可用性,更适用于隐私保护的大数据收集和统计发布场景。针对目前SDP频率估计方法的洗牌效率较低和混洗过程安全性不足等问题,进行以下工作:首先,设计基于优化椭圆曲线的混洗差分隐私盲签名算法(SDPBSA),以实现对篡改或伪造信息的鉴别,提高混洗过程的安全性;其次,提出矩阵列重排转置(MCRT)洗牌方法,以利用随机的矩阵列重排和矩阵转置操作实现数据混洗,提高混洗过程的效率;最后,结合上述方法构建完整的SDP频率估计隐私保护框架——SM-SDP(SDP based on blind Signature and Matrix column rearrangement transposition),并通过理论分析讨论它的隐私性和误差级别。在Normal、Zipf和IPUMS(Integrated Public Use Microdata Series)等数据集上的实验结果表明,相较于Fisher-Yates、ORShuffle(Oblivious Recursive Shuffling)和MRS(Message Random Shuffling)等洗牌方法,MCRT洗牌方法的洗牌效率提升了1~2个数量级;相较于mixDUMP、PSDP(Personalized Differential Privacy in Shuffle model)和HP-SDP(Histogram Publication with SDP)等频率估计方法,SM-SDP框架在不同比例恶意数据存在时的均方误差(MSE)降低了2~11个数量级。
基金Open Fund of State Key Laboratory of Geological Processes and Mineral Resources, China University of Geo-sciences (GPMR0750)National Natural Science Foundation of China (40437018)
文摘We apply the forward modeling algorithm constituted by the convolutional Forsyte polynomial differentiator pro-posed by former worker to seismic wave simulation of complex heterogeneous media and compare the efficiency and accuracy between this method and other seismic simulation methods such as finite difference and pseudospec-tral method. Numerical experiments demonstrate that the algorithm constituted by convolutional Forsyte polyno-mial differentiator has high efficiency and accuracy and needs less computational resources, so it is a numerical modeling method with much potential.
