5篇
您的检索式：作者名="DAI HongShuai"
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| 1 | A note on approximation to multifractional Brownian motion显示文摘In this paper,we prove approximations of multifractional Brownian motions with moving-average representations and of those with harmonizable representations in the space of continuous functions on [0,1]. These approximations are constructed by Poisson processes. | DAI HongShuai LI YuQiang | 2011 | Science China Mathematics2011，54，10： | 4 |
| 2 | Optimal Asset Control of the Dual Model with a Penalty at Ruin显示文摘In this paper, we study the optimal financing problem in the dual model. We introduce a value function which considers both the expected present value of the dividends payout minus the equity issuance and a penalty at ruin. In order to get the optimal strategy,two categories of suboptimal models are constructed and studied. Based on these two suboptimal models, we identify the value function and the optimal strategy in the general optimal problem. | Hongshuai DAI Lingtao KONG | 2017 | Journal of Mathematical Research with Applications2017，37，4： | 1 |
| 3 | Limit theorems for functionals of Gaussian vectors显示文摘作为自我类似的进程的扩展,操作符自我类似的进程广泛地被学习了。在这个工作,我们为 Gaussian 向量的 functionals 学习限制定理。在一些条件下面,我们决定随机的向量的一个静止 Gaussian 序列的 functionals 的部分和的限制是一个操作员自我类似的过程。 | Hongshuai DAI Guangjun SHEN Lingtao KONG | 2017 | Frontiers of Mathematics in China2017，12，4： | 0 |
| 4 | Analysis of wave shoaling and shore-breakers on a low tide terrace beach based on in-situ measurements at Xisha Bay on South China coast显示文摘Low tide terrace beach is a main beach type along South China coasts with strong tidal actions.How strong tides affect wave transformations on low tide terrace beach still remains unclear.In this study,in-situ measurements are conducted on the low terrace beach at Xisha Bay to provide quantitative descriptions of wave shoaling and shore-breaker phenomena under the tidal effects.It is found that wave breaking is unsaturated on the low tide terrace beach at Xisha Bay.Magnitudes of wave skewness and asymmetry increase as wave shoals and achieve the maximum value at the shore-breaker,and then decrease rapidly.Mean energy dissipation rates of shore-breakers are tide-modulated since the bottom slope changes at the shoreward boundary of wave propagation in a tidal cycle.The remaining wave energy flux at the initialization of the shore-breaker is 1%–12%of offshore wave energy flux,and the energy flux ratio decreases with increasing offshore wave heights.Wave attenuation at shore-breakers can be estimated directly from offshore wave conditions based on findings in this study,favoring designs of seawalls or beach nourishment projects.Field datasets on wave transformations can also be used for verifications of wave numerical models. | Yuan Li Chi Zhang Hongshuai Qi Jiacheng Song Weiqi Dai Shanhang Chi Jian Shi Dake Chen | 2023 | Acta Oceanologica Sinica2023，42，7： | 0 |
| 5 | Stationary distributions for two-dimensional sticky Brownian motions:Exact tail asymptotics and extreme value distributions显示文摘Sticky Brownian motions can be viewed as time-changed semimartingale reflecting Brownian motions,which find applications in many areas including queueing theory and mathematical finance.In this paper,we focus on stationary distributions for sticky Brownian motions.Main results obtained here include tail asymptotic properties in the marginal distributions and joint distributions.The kernel method,copula concept and extreme value theory are the main tools used in our analysis. | Hongshuai Dai Yiqiang Q.Zhao | 2021 | Science China Mathematics2021，64，11： | 0 |
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