标的资产价格服从跳-扩散过程的具有随机寿命的未定权益定价

本文在假设被终止或取消的风险与重大信息导致的标的资产价格跳跃的风险为非系统风险的情况下,应用无套利资本资产定价,推导出了标的的资产的价格服从跳-扩散过程具有随机寿命的未定权益满足的偏微分方程,然后应用Feynman-kac公式获得了未定权益的定价公式.     

一类(0,1)-矩阵的最大积和式的积分表达式

给出了线和n-2的n阶（0，1）－矩阵的最大积和式的积分表达式，并证明了该积分表达式与[1]得到的组合表达式等价。     

Cn中不同域的复合算子

令Ω1与Ω2与C^n中的两个有界齐性域，假设φ：1Ω→Ω2是一个全纯映射。在本中，我们研究相应的复合算子Cφ：β（Ω2）→β（Ω1）的有界性和紧性，特别地，我们讨论取B^n和U^n的情形。     

THE -PROBLEM FOR HOLOMORPHIC (0,2)-FORMS ON PSEUDOCONVEX DOMAINS IN SEPARABLE HILBERT SPACES AND D.F.N. SPACES

51. IntroductionL. H5.m.nd..l3] solved the 0problem by using the L2-estimates for partial differentialoperators in C'.. J. Kajiwara[4] studied infinite dimensional generalizations of the poten-tial kernel. Concerning the 0-problem in infinite dimensional spaces, P. ffeb.i.lll] investi-gated the a-equation for coc (o, 1)-forms in arbitrary pseudoconvex open subsets of separableHilbert spaces without growth condition. J. F. Colombeau and B. Perr.t[l1 showed that aCoc solution u of 0u = w ca…     

Lens 空间 L~n(p)的■_∧-群■_∧(L~n(p))

设η为 Lens 空间 L~n(p)上的典则复线丛,σ=η-1∈(?)(L~n(p))本文完全求出了元素 σ~i∈(?)(L~n(p))及(rσ)~i∈(?)(L~n(p))的阶.然后,我们把 k 理论中的 r~i 运算应用到 Lens 空间到欧氏空间的浸入和嵌入问题上,得出了新的结果.     

V3+:YAG晶体的生长、色心与光谱性能研究

采用石墨电阻加热的温梯法生长了V:YAG晶体,晶体的不同部位呈现两种不同的颜色:浅绿色和黄褐色.通过对比分析不同颜色V:YAG晶体的室温吸收光谱,推断出石墨发热体高温下扩散出来的C可以起到还原作用,提高晶体中V3+tetra离子的浓度,同时诱导了F心的形成.在1300℃下,对不同颜色的V:YAG晶体进行真空退火处理,发现处于八面体格位中的V3+离子在热激发作用下与近邻的四面体格位Al3+离子存在置换反应,由此产生一定浓度的四面体格位V3+离子.同时,F心在退火过程中被完全消除,释放出来的自由电子被高价态的V离子俘获,可以进一步提高晶体中四面体格位V3+离子的浓度.     

混沌实验数据处理及仿真

大学物理实验中混沌实验大多采用观察现象的方法进行,本实验采用蔡氏电路(Chua s circuit)产生混沌行为.在观察不同初始值条件下出现的倍周期分岔、阵发混沌、奇异吸引子等相图及现象的基础上,通过对采集数据进行处理,对负电阻伏安特性进行分段线性拟合,用功率频谱法、计算机仿真方法(龙格-库塔数值积分法)对混沌现象进行描绘,将实验数据与非线性方程组的数值解相结合,呈现出混沌现象的本质.     

BaWO_4晶体的拉曼光谱分析

BaWO4晶体是一种很有应用前景的喇曼激光晶体。本文根据对称性分类,用商群理论分析了Ba-WO4晶体的喇曼光谱。一个原胞中含有两个BaWO4分子,理论上有36个振动膜,和我们用群论计算得数目一致。其中有18支拉曼活性光学膜。我们测得了10支拉曼峰,并对测得的各个配置的拉曼峰进行了指认,其中X(ZZ)X配置921cm-1处的喇曼峰强度最强,线宽较窄,对于作为喇曼激光晶体来讲是很有益的。     

Nonlinear Effects for Bose Einstein Condensates in Optical Lattices

Cold atoms and, more recently, Bose-Einstein condensates （BEC＇s） in optical lattices have attracted increasing interest since their first realization. In particular, the formal similarity between the wavefunction of a BEC inside the periodic potential of an optical lattice and of the electrons in a crystal lattice has triggered theoretical and experimental efforts alike. Many phenomena from condensed matter physics, such as Bloch oscillations and Landau-Zener tunneling have been shown to be observable also in optical lattices. An important difference between electrons in a crystal lattice and a BEC inside the periodic potential of an optical lattice is the strength of the self interaction and hence the magnitude of the nonlinearity of the system. Electrons in a metal are almost noninteracting, whereas atoms inside a BEC interact strongly. A＇ perturbation approach is appropriate in the former case while in the latter the full nonlinearity must be taken into account. From this feature new physics is expected. Most experiments to date have been carried out in the regime of shallow lattice depth, for which the system is well described by the mean field Gross-Pitaevskii equation with a periodic potential. Moreover, the nonlinearity induced by the mean-field of the condensate has been shown, both theoretically and experimentally, to give rise to instabilities in certain regions of the Brillouin zone. These instabilities are not present in the corresponding linear system, i.e. the electron system. Experimental and theoretical results on the subject of nonlinear Landau-Zener tunneling and nonlinearity-induced instabilities in a Bose-Einstein condensate interacting with an external periodic potential will be presented.     

K(o)the-Bochner空间的凸性

本文利用K(o)the函数空间的性质以及K(o)the函数空间与K(o)the-Bochner空间的关系,讨论了K(o)the-Bochner空间E(X)的凸性,主要结果如下:(a)给出E(X)的端点的充分条件,得到了E(X)严格凸的判据,相应地推广了Lp(μ,X)以及LΦ(X)的结果;(b)讨论了E(X)的弱局部一致凸和局部完全k-凸;(c)刻画了E(X)的强凸,给出了E(X)强凸的充要条件.