资产组合的CVaR风险的敏感度分析

基于CVaR风险计量技术，分别给出了正态和t分布情形下资产组合的CVaR值，对一般情形下风险资产组合的CVaR风险关于头寸的敏感度进行了分析，研究了其经济意义。     

Effect of dipping solution pH values on electrostatic layer-by-layer self-assembly of side-chain azo polyelectrolyte

The effect of pH value on the electrostatic layer-by-layer self-assembly and the photo-responsive behavior of Poly{2-[4-(4-ethoxyphenylazo)phenoxy]ethyl acrylate-co-acrylic acid} (PEAPE) was studied. Results show that in the studied pH value range, the lower the pH value is, the higher is the UV-vis absorbance and the larger is the thickness of the multilayer films. FTIR studies indicate that the azo polyelectrolyte exhibits a different ionization degree in solutions with different pH values. The higher absorbance and the larger thickness of the layer-by-layer films can be attributed to the low ionization degree and the shrinkage conformation of PEAPE in the solution with low pH values. FTIR analysis also confirms that the driving force for layer-by-layer self-assembly of PEAPE and PDAC is the electrostatic interaction. __________ Translated from Acta Polymerica Sinica, 2007, 5: 440–445 [译自: 高 分子学报]     

高阶微分方程允许解的存在性

本文主要目的是利用值分布理论研究复高阶微分方程(Ω(z,w)/w^k0(w’)^k1…(w^(n)^kn)^m=aw^p ∑j=0^s bj(z)w^j,(p≥m）亚纯允许解的存在性问题．证明了一个在适当的条件下，该微分方程的亚纯解一定不是允许解的结果．实例表明该文的结果是最佳的．     

Heat Kernel Asymptotics of Zaremba Boundary Value Problem

The Zaremba boundary-value problem is a boundary value problem for Laplace-type second-order partial differential operators acting on smooth sections of a vector bundle over a smooth compact Riemannian manifold with smooth boundary but with discontinuous boundary conditions, which include Dirichlet boundary conditions on one part of the boundary and Neumann boundary conditions on another part of the boundary. We study the heat kernel asymptotics of Zaremba boundary value problem. The construction of the asymptotic solution of the heat equation is described in detail and the heat kernel is computed explicitly in the leading approximation. Some of the first nontrivial coefficients of the heat kernel asymptotic expansion are computed explicitly. This revised version was published online in July 2006 with corrections to the Cover Date.     

辽河冷家油田特稠油降粘剂LJVR-1及其性能评价

采用荧光法测定了辽河冷家油田冷47-556井特稠油乳化HLB值,然后以混合型表面活性剂、非离子型表面活性剂为主剂,快速渗透剂为辅剂按一定比例制备了水基降粘剂LJVR-1.实验结果表明,该降粘剂具有良好的乳化降粘性能,开采后易于破乳脱水,是一种较为理想的特稠油降粘剂.     

Banach空间中二阶积分-微分方程的初值问题

使用锥理论及单调迭代技术，首先讨论了Banach空间中一阶积分-微分方程初值问题的最小最大解的存在性，并在此基础上讨论了带有一阶微分项的二阶积分-微分方程初值问题的最小最大解的存在性。     

On a dynamic fractional game

Consider a two-person zero-sum game constructed by a dynamic fractional form. We establish the upper value as well as the lower value of a dynamic fractional game, and prove that the dual gap is equal to zero under certain conditions. It is also established that the saddle point function exists in the fractional game system under certain conditions so that the equilibrium point exists in this game system.     

Existence of positive solutions for three-point boundary value problems at resonance

With the help of the theorem of a fixed point index for A-proper semilinear operators established by Cremins, we get a existence theorem concerning the existence of positive solution for the second order ordinary differential equation of three-point boundary value problems at resonance.     

First order dynamic inclusions on time scales

In this paper, we study existence of solutions of first order dynamic inclusions on time scales with general boundary conditions. Both the ∇-derivative and Δ-derivative cases are considered. Examples are presented to illustrate that the Δ-derivative case needs more restrictive assumptions.     

Existence results for second order boundary value problem of impulsive dynamic equations on time scales

In this paper, Schaefer's fixed point theorem and nonlinear alternative of Leray-Schauder type are used to investigate the existence of solutions for second order boundary value problem for impulsive dynamic equations on time scales.