As for the backward and forward equation of nonhomogeneous(H, Q) -processes,we proof them in a new way. On the base of that, this paper gives the direct computational formalfor one dimensional distribution of the nonh...As for the backward and forward equation of nonhomogeneous(H, Q) -processes,we proof them in a new way. On the base of that, this paper gives the direct computational formalfor one dimensional distribution of the nonhomogeneous(H, Q) -process.展开更多
In this paper,an orthogonal-directional forward diffusion Partial Differential Equation(PDE) image inpainting and denoising model which processes image based on variation problem is proposed.The novel model restores t...In this paper,an orthogonal-directional forward diffusion Partial Differential Equation(PDE) image inpainting and denoising model which processes image based on variation problem is proposed.The novel model restores the damaged information and smoothes the noise in image si-multaneously.The model is morphological invariant which processes image based on the geometrical property.The regularization item of it diffuses along and cross the isophote,and then the known image information is transported into the target region through two orthogonal directions.The cross isophote diffusion part is the TV(Total Variation) equation and the along isophote diffusion part is the inviscid Helmholtz vorticity equation.The equivalence between the Helmholtz equation and the inpainting PDEs is proved.The model with the fidelity item which is used in the whole image domain denoises while preserving edges.So the novel model could inpaint and denoise simultaneously.Both theoretical analysis and experiments have verified the validity of the novel model proposed in this paper.展开更多
The authors discuss one type of general forward-backward stochastic differential equations (FBSDEs) with Ito's stochastic delayed equations as the forward equations and anticipated backward stochastic differential...The authors discuss one type of general forward-backward stochastic differential equations (FBSDEs) with Ito's stochastic delayed equations as the forward equations and anticipated backward stochastic differential equations as the backward equations.The existence and uniqueness results of the general FBSDEs are obtained.In the framework of the general FBSDEs in this paper,the explicit form of the optimal control for linear-quadratic stochastic optimal control problem with delay and the Nash equilibrium point for nonzero sum differential games problem with delay are obtained.展开更多
文摘As for the backward and forward equation of nonhomogeneous(H, Q) -processes,we proof them in a new way. On the base of that, this paper gives the direct computational formalfor one dimensional distribution of the nonhomogeneous(H, Q) -process.
基金the National Natural Science Foundation of China(No.60472033, No.60672062)the National Grand Fundamental Research 973 Program of China(No. 2004CB318005)the Technological Innovation Fund of Excellent Doctorial Candidate of Beijing Jiaotong University(No.48026)
文摘In this paper,an orthogonal-directional forward diffusion Partial Differential Equation(PDE) image inpainting and denoising model which processes image based on variation problem is proposed.The novel model restores the damaged information and smoothes the noise in image si-multaneously.The model is morphological invariant which processes image based on the geometrical property.The regularization item of it diffuses along and cross the isophote,and then the known image information is transported into the target region through two orthogonal directions.The cross isophote diffusion part is the TV(Total Variation) equation and the along isophote diffusion part is the inviscid Helmholtz vorticity equation.The equivalence between the Helmholtz equation and the inpainting PDEs is proved.The model with the fidelity item which is used in the whole image domain denoises while preserving edges.So the novel model could inpaint and denoise simultaneously.Both theoretical analysis and experiments have verified the validity of the novel model proposed in this paper.
基金Project supported by the 973 National Basic Research Program of China (No. 2007CB814904)the National Natural Science Foundations of China (No. 10921101)+2 种基金the Shandong Provincial Natural Science Foundation of China (No. 2008BS01024)the Science Fund for Distinguished Young Scholars of Shandong Province (No. JQ200801)the Shandong University Science Fund for Distinguished Young Scholars(No. 2009JQ004)
文摘The authors discuss one type of general forward-backward stochastic differential equations (FBSDEs) with Ito's stochastic delayed equations as the forward equations and anticipated backward stochastic differential equations as the backward equations.The existence and uniqueness results of the general FBSDEs are obtained.In the framework of the general FBSDEs in this paper,the explicit form of the optimal control for linear-quadratic stochastic optimal control problem with delay and the Nash equilibrium point for nonzero sum differential games problem with delay are obtained.
