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61.
62.
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
63.
64.
几何凸函数与琴生型不等式 总被引:20,自引:3,他引:17
吴善和 《数学的实践与认识》2004,34(2):155-163
给出几何凸函数的定义以及判定几何凸函数的方法 ,建立关于几何凸函数的琴生型不等式 ,最后给出它的应用 ,包括改进一些已知不等式和建立一些新不等式 . 相似文献
65.
Marie-Laurence Mazure 《Advances in Computational Mathematics》2007,26(1-3):305-322
In order to ensure existence of a de Boor algorithm (hence of a B-spline basis) in a given spline space with (n+1)-dimensional sections, it is important to be able to generate each spline by restriction to the diagonal of a symmetric function of n variables supposed to be pseudoaffine w.r. to each variable. We proved that a way to obtain these three properties (symmetry, n-pseudoaffinity, diagonal property) is to suppose the existence of blossoms on the set of admissible n-tuples, given that blossoms are defined in a geometric way by means of intersections of osculating flats. In the present paper, we examine the converse: do symmetry, n-pseudoaffinity, and diagonal property imply existence of blossoms? 相似文献
66.
We investigate analytical properties of a measure geometric Laplacian which is given as the second derivative w.r.t. two atomless finite Borel measures μ and ν with compact supports supp μ ? supp ν on the real line. This class of operators includes a generalization of the well‐known Sturm‐Liouville operator as well as of the measure geometric Laplacian given by . We obtain for this differential operator under both Dirichlet and Neumann boundary conditions similar properties as known in the classical Lebesgue case for the euclidean Laplacian like Gauß‐Green‐formula, inversion formula, compactness of the resolvent and its kernel representation w.r.t. the corresponding Green function. Finally we prove nuclearity of the resolvent and give two representations of its trace. 相似文献
67.
对数似然比与整值随机变量序列的一类强律 总被引:2,自引:0,他引:2
本文引进对数似然比作为整值随机变量序列相对于服从几何分布的独立随机变量序列的偏差的一种度量,并通过限制对数似然比给出了样本空间的一个子集.在此子集上得到了一类用不等式表示的强律,其中包含整值随机变量序列与相对熵密度及几何分布的熵函数有关的若干极限性质. 相似文献
68.
We extend an earlier method for solving kinetic boundary layer problems to the case of particles moving in aspatially inhomogeneous background. The method is developed for a gas mixture containing a supersaturated vapor and a light carrier gas from which a small droplet condenses. The release of heat of condensation causes a temperature difference between droplet and gas in the quasistationary state; the kinetic equation describing the vapor is the stationary Klein-Kramers equation for Brownian particles diffusing in a temperature gradient. By means of an expansion in Burnett functions, this equation is transformed into a set of coupled algebrodifferential equations. By numerical integration we construct fundamental solutions of this equation that are subsequently combined linearly to fulfill appropriate mesoscopic boundary conditions for particles leaving the droplet surface. In view of the intrinsic numerical instability of the system of equations, a novel procedure is developed to remove the admixture of fast growing solutions to the solutions of interest. The procedure is tested for a few model problems and then applied to a slightly simplified condensation problem with parameters corresponding to the condensation of mercury in a background of neon. The effects of thermal gradients and thermodiffusion on the growth rate of the droplet are small (of the order of 1%), but well outside of the margin of error of the method. 相似文献
69.
The potential of the internal rotation of the methyl group was determined for o-, m-, and p-fluorotoluene cations by pulsed field ionization spectroscopy. The potential of the internal rotational motion was also surveyed for other toluene derivative cations. It was found that the barrier height generally increases by ionization. The increase in the barrier height has been discussed in connection with the reduction of the internal rotational constant B by ionization. The geometrical distortion of the methyl group during the internal rotation has been suggested. 相似文献
70.
Solomon Fekade Mulugeta Bekele 《The European Physical Journal B - Condensed Matter and Complex Systems》2002,26(3):369-374
We analyze the relaxation behavior of a bistable system when the background temperature profile is inhomogeneous due to the
presence of a localized hot region (blowtorch) on one side of the potential barrier. Since the diffusion equation for inhomogeneous
medium is model-dependent, we consider two physical models to study the kinetics of such system. Using a conventional stochastic
method, we obtain the escape and equilibration rates of the system for the two physical models. For both models, we find that
the hot region enhances the escape rate from the well where it is placed while it retards the escape rate from the other well. However, the value of the escape rate from the well where the hot region is placed differs
for the two models while that of the escape rate from the other well is identical for both. This work, for the first time,
gives a detailed report of the similarities and differences of the escape rates and, hence, exposes the common and distinct
features of the two known physical models in determining the way the bistable system relaxes.
Received 25 September 2001 相似文献