Local Lipschitz-α Mappings and Applications to Sublinear Expectations

The aim of this paper is to establish a series of important properties of local Lipschitz-α mappings from a subset of a normed space into a normed space. These mappings include Lipschitz operators, Lipschitz-α operators and local Lipschitz functions. Some applications to the theory of sublinear expectation spaces are given.     

状态转移下的利率预期与误差学习假说

采用线性回归和状态转移模型讨论利率预期的"误差学习假说"和不同期限利率预测误差之间的关联性,并考虑带有风险溢价时预测误差的作用.分析发现,1年期限的"误差学习假说"在银行间国债市场中是成立的,不同期限的利率预期对预测误差的反应呈现一定的独立性,不同的状态中预测误差和风险溢价对利率预期的影响是不同的,考虑风险溢价有助于提升对利率预期变动的解释.     

Default barrier intensity model for credit risk evaluation

We establish the Default Barrier Intensity (DBI) model, based on the conditional survival probability (also called hazard function barrier), which allows the pricing of credit derivatives with stochastic parameters. Moreover, the DBI is an analytic model which combines the structural and the reduced form approaches. It deals with the impact of the default barrier intensity on the processes around the firm. Using this model we prove the Doob–Meyer decomposition of the default process associated with the random barrier. In this framework, we present the default barrier process as the sum of its compensator (which is a predictable process) and a martingale related to the smallest filtration making the random barrier a stopping time. Furthermore, the DBI as well as the Shifted Square Root Diffusion (SSRD) Alfonsi’s model emphasizes on the dependence between the stochastic default intensity and the interest rate. This model can be useful since it can be easily generalized to all the credit derivatives products such as Collateralized Debt Obligations (CDO) and Credit Default Swaps (CDS).     

Multiplication conditional expectation type operators on Orlicz spaces

In this paper we consider a generalized conditional-type Hölder inequality and investigate some classical properties of multiplication conditional expectation type operators on Orlicz spaces.     

The calculation of the sum of the spaces of the K‐method of real interpolation

It is shown that the calculation of the sum of the spaces of the K‐Peetre interpolation method can be reduced to the calculation of the sum of the cones of the concave functions included by the parameter in the definition of the spaces of the K‐Peetre interpolation method. As an example, a new extrapolation theorem for operators in Lipschitz spaces is obtained.     

变指数拟鞅Hardy空间

本文研究了变指数拟鞅Hardy空间,给出了变指数拟鞅Hardy空间的原子分解并证明了p(·)-拟鞅原子上次线性算子的有界性,推广了变指数鞅Hardy空间中的已知结论.     

Biprobability logic with conditional expectation

This paper is devoted to fill the gap in studying logics for biprobability structures. We introduce the logic $L_{\mathbb AE_1E_2}^a$ with two conditional expectation operators and prove the completeness theorem. © 2011 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim     

基于分类学习字典全局稀疏表示模型的图像修复算法研究

基于稀疏重构的图像修复依赖于图像全局自相似性信息的利用和稀疏分解字典的选择,为此提出了基于分类学习字典全局稀疏表示模型的图像修复思路.该算法首先将图像未丢失信息聚类为具有相似几何结构的多个子区域,并分别对各个子区域用K-SVD字典学习方法得到与各子区域结构特征相适应的学习字典.然后根据图像自相似性特点构建能够描述图像块空间组织结构关系的全局稀疏最大期望值表示模型,迭代地使用该模型交替更新图像块的组织结构关系和损坏图像的估计直到修复结果趋于稳定.实验结果表明,方法对于图像的纹理细节、结构信息都能起到好的修复作用.     

关于次序统计量数学期望的两个恒等式

受关于最大次序统计量数学期望恒等式的启发,给出了最小次序统计量数学期望的恒等式,并利用概率方法进行了证明.两个恒等式是对概率论知识的补充和推广     

体育赛事对局结果预测

甲乙双方展开系列赛,每局必分胜负,那么,若要分出输赢,平均需要比赛多少局？通过实例对这一问题进行研究：将胜负概率的乘积作为一个整体,由此可获得一个一般性公式,并以斯诺克比赛为例,介绍其应用.