基于变结构协整方法的期货市场与证券市场关联性分析——沪深300股指期货与沪深300指数的实证分析

对我国沪深300指数与沪深300指数期货的周数据进行了关联性分析.首先利用EG检验和Johansen系统检验对两指数进行协整检验,然后通过3种变结构协整模型分别检验,结果找到了变点,得到了变机构长期均衡关系和误差修正模型,同时比较了4种模型的应用效果,给出了相关的政策建议.     

Real-valued Choquet integrals for set-valued mappings

In this paper a new kind of real-valued Choquet integrals for set-valued mappings is introduced, and some elementary properties of this kind of Choquet integrals are studied. Convergence theorems of a sequence of Choquet integrals for set-valued mappings are shown. However, in the case of the monotone convergence theorem of the nonincreasing sequence of Choquet integrals for set-valued mappings, we point out that the integrands must be closed. Specially, this kind of real-valued Choquet integrals for set-valued mappings can be regarded as the Choquet integrals for single-valued functions.     

q-一致光滑和严格凸的Banach空间中的无穷个严格伪压缩映射的混合迭代算法

在q-一致光滑和严格凸的Banach空间中,研究了无穷个严格伪压缩映射的混合迭代算法,证明了由这种新的算法产生的序列强收敛于这无穷个严格伪压缩映射的公共不动点,并且是变分不等式〈(I-A)x,J_q(p-x)〉≤0,p∈(n i=l)F(T_i)的解.论文推广和改进了一些前人的相应结论.     

平面调和映照Schwarz-Pick引理的一个表述

设w(z)=P[F](z)为定义在单位圆盘D上的调和映照,满足w(0)=0和w(D)D,其中F为边界函数.本文利用Poisson积分和方向导数得到w(z)的Schwarz-Pick引理的一个表述如下:A-w(z)≤maxo≤x≤1h(x,r),这里h(x,r)如(3.2)所示,为x的连续函数.进一步地,本文证明对于某些边界函数F,上述估计是精确的.     

On One-Sided Lipschitz Stability of Set-Valued Contractions

We give conditions under which the distance from a point x to the set of fixed points of the composition of the set-valued mappings F and G is bounded by a constant times the smallest distance between F ^?1(x) and G(x). This estimate allows us to significantly sharpen a result by T.-C. Lim [10 T.-C. Lim ( 1985 ). On fixed-point stability for set-valued contractive mappings with applications to generalized differential equations . J. Math. Anal. Appl 110 : 436 – 441 .[Crossref], [Web of Science ®] , [Google Scholar]] regarding fixed-points stability of set-valued contractions. A global version of the Lyusternik-Graves theorem is obtained from this estimate as well. We apply the generalization of Lim's result to establish one-sided Lipschitz properties of the solution mapping of a differential inclusion with a parameter.     

UNIFORMLY STARLIKE MAPPINGS AND UNIFORMLY CONVEX MAPPINGS ON THE UNIT BALL B^n

Abstract In this article, we extend the definition of uniformly starlike functions and uni- formly convex functions on the unit disk to the unit ball in C^n, give the discriminant criterions for them, and get some inequalities for them.     

Bohr radius for subordinating families of analytic functions and bounded harmonic mappings

The class consisting of analytic functions f   in the unit disk satisfying f+αzf^′+γz²f^″$f+\alpha z{f}^{\prime }+\gamma z^2{f}^{″}$ subordinated to some function h is considered. The Bohr radius for this class is obtained when h is respectively convex or starlike. The Bohr radius for analytic functions mapping the unit disk into a concave-wedge domain as well as for bounded harmonic mappings are also established.     

Rigidity of proper holomorphic mappings between certain unbounded non-hyperbolic domains

The Fock–Bargmann–Hartogs domain _Dn,m(μ)$D_{n,m}(\mu )$ (μ>0$\mu >0$) in C^n+m${\mathbf{C}}^{n+m}$ is defined by the inequality ‖w‖²<e^{−μ‖z‖2}${\Vert w\Vert }^2<e^{-\mu {\Vert z\Vert }^2}$, where (z,w)∈Cⁿ×C^m$(z,w)\in {\mathbf{C}}^n\times {\mathbf{C}}^m$, which is an unbounded non-hyperbolic domain in C^n+m${\mathbf{C}}^{n+m}$. Recently, Yamamori gave an explicit formula for the Bergman kernel of the Fock–Bargmann–Hartogs domains in terms of the polylogarithm functions and Kim–Ninh–Yamamori determined the automorphism group of the domain _Dn,m(μ)$D_{n,m}(\mu )$. In this article, we obtain rigidity results on proper holomorphic mappings between two equidimensional Fock–Bargmann–Hartogs domains. Our rigidity result implies that any proper holomorphic self-mapping on the Fock–Bargmann–Hartogs domain _Dn,m(μ)$D_{n,m}(\mu )$ with m≥2$m\ge 2$ must be an automorphism.