Vasicek债券定价模型的推广形式

V asicek债券定价模型假定即期利率r(t)遵循O-U过程,利率的长期均值θ为一个常数.对此进行推广,假设θ遵循一个离散跳跃过程,跳跃的次数与幅度由中央银行根据物价指数确定,建立一个新的模型.运用Ito引理和无套利原理给出到期日价值为1的零息票债券的定价公式.     

An Analytic Zariski Structure Over a Field

Following the introduction and preliminary investigations of analytic Zariski structures in Peatfield and Zilber (Ann pure Appl Logic 132:125–180, 2005) an example of an analytic Zariski structure extending an algebraically closed field is provided. The example is constructed using Hrushovski’s method of free amalgamation, and a topology is introduced in which we can verify the analytic Zariski axioms.     

随机环境中双移民生灭过程的极限性质

引入了随机环境中双移民生灭过程的概念，定义了过程的模态指示函数，在此基础上研究了其转移矩阵的平稳分布，给出了平稳分布众数的位置与模态指示函数之间的关系．研究了平稳分布的众数与边界关系．     

Investigation of Scale Exponents of Complete and Incomplete Aggregation-Annihilation Processes

The complete and incomplete aggregation-annihilation processes are investigated with the method of generating function, and the scale exponents are obtained exactly. We find that the scale exponents of incomplete aggregation-annihilation process are different from the previous exponents obtained by different methods. The time dependence of the total number of clusters and the total mass of clusters are analytically obtained.     

关于p-叶星形性和强星形性的充分条件 (英)

本文利用微分从属的方法得到了单位圆盘内p-叶星形函数和强星形函数的某些充分条件．     

SUN5500小型机MPI编程与蕴式并行计算的实现方法

基于SUN5500小型计算机并行开发环境，给出了消息传递模型和蕴式行模型的实现方法，通过实例分析了SUNMPI实际编程，并对选取不同模型有不同参数的运算时间进行了比较，结果表明，在SUN5500计算机上MPI模型和蕴式并行模型均能较大地提高运算速度，而且MPI在灵活性和并行程度方面更优。     

两指标双F统计过程控制图

当产品质量指标服从二元正态分时,可用T2控制图与Λ控制图联合判断产品生产的过程是否处于受控状态。本文利用T2统计量与F统计量、Λ统计量与F统计量之间的关系,得到了两指标情形下两类基于F分布统计量的统计过程控制图,简称双F统计过程控制图,并给出了控制图应用实例。     

An Implicit Iteration Process with Errors for a Finite Family of r-strictly Asymptotically Pseudocontractive Mappings

In this paper,we will establish several strong convergence theorems for the approximation ofcommon fixed points of r-strictly asymptotically pseudocontractive mappings in uniformly convex Banachspaces using the modiied implicit iteration sequence with errors,and prove the necessary and sufficient conditionsfor the convergence of the sequence.Our results generalize,extend and improve the recent work,in thistopic.     

Parametric and Non Homogeneous Semi-Markov Process for HIV Control

In AIDS control, physicians have a growing need to use pragmatically useful and interpretable tools in their daily medical taking care of patients. Semi-Markov process seems to be well adapted to model the evolution of HIV-1 infected patients. In this study, we introduce and define a non homogeneous semi-Markov (NHSM) model in continuous time. Then the problem of finding the equations that describe the biological evolution of patient is studied and the interval transition probabilities are computed. A parametric approach is used and the maximum likelihood estimators of the process are given. A Monte Carlo algorithm is presented for realizing non homogeneous semi-Markov trajectories. As results, interval transition probabilities are computed for distinct times and follow-up has an impact on the evolution of patients.      

阴极还原处理对多孔硅发光性能的影响

对经过阴极还原处理后的多孔硅样片进行了光致发光测试和稳定性测试.实验结果表明这种处理能明显改善多孔硅的发光稳定性,使其表面结构更加稳定.利用原子力显微镜对不同还原时间的多孔硅微结构及形貌进行了比较,在一定范围内随着还原时间的增长多孔硅表面粗糙度增大,PL谱增强.