We consider the asymptotic stability problems by Lyapunov functionals V for a class of functional differential equations with impulses of the form x′(t)=f(t,xt), x∊Rn, t≧t0, t≠tk; △x=Ik(t,x(t−)), t=tk, k∊Z+. Some new asymptotic stability results are presented by using an idea originated by Burton and Makay  and developed by Zhang . We generalize some known results about impulsive functional differential equations in the literature in which we only require the derivative of V to be negative definite on a sequence of intervals In=[sn,ξn] which may or may not be contained in the sequence of impulsive time intervals [tn,tn+1).
Authors:F. Camargo, A. Caminha, H. de Lima, and M. Velásquez
We study several aspects of the geometry of conformally stationary Lorentz manifolds, and particularly of GRW spaces, due to the presence of a closed conformal vector field. More precisely, we begin by extending a result of J. Simons on the minimality of cones in Euclidean space to these spaces, and apply it to the construction of complete, noncompact minimal Lorentz submanifolds of both de Sitter and anti-de Sitter spaces. Then we state and prove very general Bernstein-type theorems for spacelike hypersurfaces in conformally stationary Lorentz manifolds, one of which not assuming the hypersurface to be of constant mean curvature. Finally, we study the strong r-stability of spacelike hypersurfaces of constant r-th mean curvature in a conformally stationary Lorentz manifold of constant sectional curvature, extending previous results in the current literature.
. The arts and literature field showed a sharp rise from the 1950s but also a distinct decline during the seventies while health sciences showed a rapid and steady growth from the sixties and onwards. The hard sciences also showed a small decline
Multiplicative inverse transversals of regular semigroups were introduced by Blyth and McFadden in 1982. Since then, regular semigroups with an inverse transversal and their generalizations, such as regular semigroups with an orthodox transversal and abundant semigroups with an ample transversal, are investigated extensively in literature. On the other hand, restriction semigroups are generalizations of inverse semigroups in the class of non-regular semigroups. In this paper we initiate the investigations of E-semiabundant semigroups by using the ideal of "transversals". More precisely, we first introduce multiplicative restriction transversals for E-semiabundant semigroups and obtain some basic properties of E-semiabundant semigroups containing a multiplicative restriction transver- sal. Then we provide a construction method for E-semiabundant semigroups containing a multiplicative restriction transversal by using the Munn semigroup of an admissible quadruple and a restriction semigroup under some natural conditions. Our construction is similar to Hall's spined product construction of an orthodox semigroup. As a corollary, we obtain a new construction of a regular semigroup with a multiplicative inverse transversal and an abundant semigroup having a multiplicative ample transversal, which enriches the corresponding results obtained by Blyth-McFadden and El-Qallali, respectively.
Authors:Miklós Arató, László Martinek, and Miklós Mályusz
The appropriate estimation of incurred but not reported (IBNR) reserves is traditionally one of the most important task for property and casualty actuaries. As certain claims are reported considerably later after their occurrence, the amount and appropriateness of the reserves have a substantial effect on the financial results of institutions. In recent years, stochastic reserving methods have become increasingly widespread, supported by broad actuarial literature, describing development models and evaluation techniques.
The cardinal aim of the present paper is to compare the appropriateness of several stochastic estimation methods, supposing different distributional underlying development models. For lack of analytical formulae in most of the model settings relevant from a practical perspective, due to the complex behavior of summed variables, simulations are performed to approximate distributions and results. Considering that the number of runoff triangles is generally limited, stochastically simulated scenarios contribute to feasible solutions. Stochastic reserving is taken into account as a stochastic forecast, thus comparison techniques developed for stochastic forecasts can be applied, opening up new informative perspectives beyond classical prediction measures, such as the mean square error of prediction.