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41.
证券价格按几何布朗运动变化的微观解释 总被引:10,自引:1,他引:9
杨智元 《数学的实践与认识》2003,33(3):52-55
金融市场研究中经常不加解释地假设证券价格按几何布朗运动变化 .本文通过假定投资者要求来自证券的期望收益率与证券价格无关 ,在理想市场的前提条件下 ,对证券价格运动将遵循有漂移率的几何布朗运动给予严格的证明 . 相似文献
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In the present paper, a new two-parameter inverted equation of state (EOS) is developed which is found to be working very
well in the high-pressure region. To check its success and validity, this EOS has been applied in a number of solids. The
computed volume compression is found to be in very good agreement with the experimental data in the whole range of pressure
in all the solids. The minimum and the maximum pressure range used in the present study is 0–320 kbar and 0–3000 kbar, respectively. 相似文献
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The change of the superstructure of different polyethylenes during uniaxial deformation is investigated. The method used is small-angle scattering with synchrotron radiation. For branched polyethylene (Lupolen 1840D) the whole deformation range is analyzed. Beginning with superstructure of the lamellar cluster type, the superstructure partly disappears on a time scale of a few minutes and the fibrillar structure is built up. The degree of destruction and rebuilding depends on the drawing temperature. For very high molecular weight polyethylene (GUR) a reversible change of the superstructure at higher deformation ratios and at different temperatures is observed. The superstructure of (ethylene—hexene) copolymers (TIPELIN) at high draw ratios depends on the drawing temperature and is almost independent of the side group content. Interfibrillar microcracks parallel to the draw direction are produced in samples with a low side group content for draw ratios λ ≥ 1.5. 相似文献
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Belting, a vocal technique typically cultivated in musical theatre singing, differs timbrally from operatic singing in many interesting respects. The underlying phonatory differences have not been previously investigated in detail. Yet, belting is frequently associated with disturbances of voice function. Articulatory and phonatory characteristics are investigated in a female subject who is a professional singer (co-author JL) trained in both the operatic and belting styles and in an intermediate vocal technique (“mixed”). This article presents data obtained from this subject by video-fiberoptic observation of the pharynx, inverse filtering of airflow, and measurement of subglottal pressure. The results reveal that belting was characterized by very high subglottal pressures and sound levels, and apparently also by a comparatively high degree of glottal adduction. Comparisons with other investigations of related aspects of belting and operatic singing support the assumption that the data obtained from our subject are representative for these vocal techniques. 相似文献
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本文采用高压X光衍射方法在金刚石对顶压砧中在位地(in situ)研究了Fe68Co24Ni8(wt%)合金在室温下的压致bcc→hcp结构相变和直到40.5 GPa的等温压缩行为。实验结果表明该合金在常压下为bcc结构,晶格常数a0=(0.287 0±0.000 1) nm,体积V0=(7.119±0.007) cm3/mol,密度ρ0=(7.981±0.008) g/cm3;在20.9 GPa附近出现bcc→hcp结构相变,两相共存压力区约10 GPa,在此区域内有晶面间距d(002)hcp=d(110)bcc,且原子平面(002)hcp//(110)bcc,hcp相比bcc相体积减小(0.33±0.02) cm3/mol;高压相hcp结构的晶格参数比值c/a=1.608±0.004;相变后原子配位数的增加使得hcp相(002)平面内及(002)平面间的最近邻原子间距比bcc相最近邻原子间距分别增大约1.6%和0.5%;用Murnaghan状态方程对实验数据进行最小二乘法拟合,得到bcc相B0=(130±13) GPa,B0'=12.6±0.5;hcp相V0=(6.62±0.04) cm3/mol,B0=(243±21) GPa,B0'=6.8±0.3;对于该合金的bcc→fcp相变时的结构转变机制做了详细的讨论。 相似文献
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