系数变号的半线性椭圆方程的正解

本文研究半线性椭圆方程Dirichlet问题-△u=α（x）f(u），x∈Ω， u（x）=0，x∈ЭΩ，正解的存在性，其中Ω为R^n中有界的带光滑边界的区域，α(x)可以变号。     

线性分式规划最优解集的求法

本文使用多面集的表示定理，导出了线性分式规划最优解集的结构，并给出确定全部最优解的计算步骤。     

An extended technicolour model for grand unification

An extended technicolour grand unification model based on the gauge groupE ₆×SU(7) extended technicolour is presented. The symmetry-breaking based on extended technicolour theory is discussed. It is shown that the existing phenomenology is well explained by the model. The strangeness changing neutral currents may not be a problem with this model.     

On Inequalities with Measures of Sobolev Type Embedding Theorems on Open Sets of the Real Axis

We consider some Sobolev-type spaces and obtain a necessary and sufficient condition for their embedding in a Lebesgue space.     

Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms

We extend the matrix version of Cochran's statistical theorem to outer inverses of a matrix. As applications, we investigate the Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures.     

T 1 theorem for Besov spaces on nonhomogeneous spaces

Suppose μ is a Radon measure on ℝ ^d , which may be non doubling. The only condition assumed on μ is a growth condition, namely, there is a constant C₀>0 such that for all x∈supp(μ) and r>0, μ(B(x, r))⪯C₀rⁿ, where 0<n⪯d. We prove T1 theorem for non doubling measures with weak kernel conditions. Our approach yields new results for kernels satisfying weakened regularity conditions, while recovering previously known Tolsa’s results. We also prove T1 theorem for Besov spaces on nonhomogeneous spaces with weak kernel conditions given in [7].     

Estimation of integrated volatility in stochastic volatility models

In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd.     

Slutsky定理的一个推广

本文应用紧集上的连续函数是一致连续的性质，推广并证明了著名的Slutsky定理。     

数字全息图变频采样研究

根据Whittaker-Shannon抽样定理,对菲涅耳全息图进行变频率采样,保证整个全息图各部分采样频率为该处相应空间频率的两倍,从而完全消除数字全息图由于采样冗余而带来全息图的信息冗余.并且,对变频采样后的全息图进行线性插值恢复即可获得良好的再现像质.实验和理论均证明了该方法的有效性和可行性,为全息图的信息存贮与传输提出一条新的思路.     

On the degree of convergence of lemniscates in finite connected domains

For an arbitrary bounded closed set E in the complex plane with complement Ω of finite connectivity, we study the degree of convergence of the lemniscates in Ω.