http://chineseinput.net/에서 pinyin(병음)방식으로 중국어를 변환할 수 있습니다.
변환된 중국어를 복사하여 사용하시면 됩니다.
The Einstein-K\"ahler metrics onHua domain
An Wang,Weiping Yin 대한수학회 2003 대한수학회지 Vol.40 No.4
In this paper we describe the Einstein-K"ahler metric for theCartan-Hartogs of the first type which is the special case of theHua domains. Firstly, we reduce the Monge-Amp` ere equation forthe metric to an ordinary differential equation in the auxiliaryfunction X=X(z,w)=|w|^2[det(I-ZZ^T)]^{-frac{1}{K}}(see below).This differentialequation can be solved to give an implicit function in X.Secondly, we get the estimate of the holomorphic section curvatureunder the complete Einstein-K"ahler metric on this domain.
THE EINSTEIN-KÄHLER METRICS ON HUA DOMAIN
Wang, An,Yin, Weiping Korean Mathematical Society 2003 대한수학회지 Vol.40 No.4
In this paper we describe the Einstein-Kahler metric for the Cartan-Hartogs of the first type which is the special case of the Hua domains. Firstly, we reduce the Monge-Ampere equation for the metric to an ordinary differential equation in the auxiliary function X = X(z, w) = $\midw\mid^2[det(I-ZZ^{T}]^{\frac{1}{K}}$ (see below). This differential equation can be solved to give an implicit function in Χ. Secondly, we get the estimate of the holomorphic section curvature under the complete Einstein-K$\ddot{a}$hler metric on this domain.
Yu Chen,,Yin Huang,Weiping Zhang 한국통계학회 2012 Journal of the Korean Statistical Society Vol.41 No.1
We study the asymptotic behavior of the ruin probabilities in the renewal risk model, in which the insurance company is allowed to invest a constant fraction of its wealth in a stock market which is described by a geometric Brownian motion and the remaining wealth in a bond with nonnegative interest force. We give the expression of the wealth process by the Itô formula, and finally we derive the asymptotic behavior of finite-time and infinite-time ruin probabilities in the presence of pairwise quasi-asymptotically independent claims with dominant varying tails for this model. In the particular case of compound Poisson model, explicit asymptotic expressions for the ruin probabilities are given with tails of regular variation, where the relation of the infinite-time ruin probability is the same as Gaier and Grandits (2004). For this case, we give some numerical results to assess the qualities of the asymptotic relations.