波动率服从有限的马尔可夫过程的期权定价

通过对服从有限马儿可夫过程的标的资产价格波动率进行分析,得出了在未来时刻波动的预测模型,并给出了相应的期权定价方法。     

某类线性微分方程亚纯解的增长性

研究了一类亚纯函数系数的线性微分方程的解的增长性问题,得到了齐次和非齐线性微分方程亚纯解的增长级、超级、二级不同零点收敛指数的精确估计．     

Wolfe线搜索下一类混合共轭梯度法的全局收敛性

本文给出了一个新的共轭梯度公式,新公式在精确线搜索下与DY公式等价,并给出了新公式的相关性质.结合新公式和DY公式提出了一个新的混合共轭梯度法,新算法在Wolfe线搜索下产生一个下降方向,并证明了算法的全局收敛性,并给出了数值例子.     

ζ（3）的级数公式

给出ζ（3）的计算公式ζ（3）=π^2/7[1-4∑n=1^∞ζ（2n）/（2n＋1）（2n＋2）2^2n].     

约束优化的一个改进的强次可行SQP算法及数值试验

本文对约束优化一个强次可行SQP算法进行改进,使之产生的迭代点在有限次迭代后全落入可行域;并对算法数值效果进行了大量的比较试验.     

交错级数收敛性的几个结果及其应用

莱布尼兹判别法只是一个充分条件。有大量交错级数虽然不满足其条件,但却是收敛的．对于无法用莱布尼兹判别法判定的三类交错级数,利用常数项级数收敛的定义及相关结果,可以证明在一定条件下它们都是收敛的．并通过实例说明所得结果的应用价值．     

Vilenkin-Like系统的不等式

For bounded Vilenkin-Like system, the inequality is also true：
（∑ k=1 ^∞ kp-2｜f^^（k）｜^p）^1/p ≤ C｜｜f｜｜Hp, 0 〈 p ≤ 2,
where f^^（·） denotes the Vilenkin-Like Fourier coefficient of f and the Hardy space Hp（Gm） is defined by means of maximal functions. As a consequence, we prove the strong convergence theorem for bounded Vilenkin-Like Fourier series, i.e.,
（∑ k=1 ^∞ k^p-2｜｜Skf｜｜p^p）^1/p≤C｜｜f｜｜Hp,0〈p〈1.     

无记忆非拟 Newton 算法的导出和全局收敛性

In this paper, a new class of memoryless non-quasi-Newton method for solving unconstrained optimization problems is proposed, and the global convergence of this method with inexact line search is proved. Furthermore, we propose a hybrid method that mixes both the memoryless non-quasi-Newton method and the memoryless Perry-Shanno quasi-Newton method. The global convergence of this hybrid memoryless method is proved under mild assumptions. The initial results show that these new methods are efficient for the given test problems. Especially the memoryless non-quasi-Newton method requires little storage and computation, so it is able to efficiently solve large scale optimization problems.     

极大单调算子和非扩展映射的迭代收敛定理及其应用

In this paper, two iterative schemes for approximating common element of the set of zero points of maximal monotone operators and the set of fixed points of a kind of generalized nonexpansive mappings in a real uniformly smooth and uniformly convex Banach space are proposed. Two strong convergence theorems are obtained and their applications on finding the minimizer of a kind of convex functional are discussed, which extend some previous work.     

Hawking radiation as tunnelling from arbitrarily dimensional Reissner-Nordstrom de Sitter black hole

This paper extends Parikh-Wilzcek＇s recent work, which treats the Hawking radiation as a semi-classical tunnelling process from the event horizon of four dimensional Schwarzshild and Reissner-Nordstrom black holes, to that of arbitrarily dimensional Reissner-Nordstrom de Sitter black hole. The result shows that the tunnelling rate is related to the change of Bekenstein-Hawking entropy and the factually radiant spectrum is no longer precisely thermal after taking the dynamical black hole background and energy conservation into account, but is consistent with the underlying unitary theory and then satisfies the first law of the black hole thermodynamics. Meanwhile, in Parikh-Wilzcek＇s framework, this paper points out that the information conservation is only suitable for the reversible process but in highly unstable evaporating black hole （irreversible process） the information loss is possible.