Clifford分析中无界域上正则函数的边值问题

在引入修正Cauchy核的基础上,讨论了无界域上正则函数的带共轭值的边值问题：a(t)Φ (t) b(t)Φ (t) c(t)Φ-(t) d(t)Φ=g(t)．首先给出了无界域上正则函数的Plemelj公式,然后利用积分方程方法和压缩不动点原理证明了问题解的存在唯一性．     

Minimal Submanifolds in a Locally Symmetric and Conformally Flat Space

We study minimal submanifolds in the locally symmetric and conformally flat Riemannian manifold and generalize Yau's result obtained in J. Amer. Math. 97 (1975), 76–100.     

Economic Equilibrium: Optimality and Price Decentralization

Mathematical economics has a long history and covers many interdisciplinary areas between mathematics and economics. At its center lies the theory of market equilibrium. The purpose of this expository article is to introduce mathematicians to price decentralization in general equilibrium theory. In particular, it concentrates on the role of positivity in the theory of convex economic analysis and the role of normal cones in the theory of non-convex economies.     

标的资产价格服从跳-扩散过程的具有随机寿命的未定权益定价

本文在假设被终止或取消的风险与重大信息导致的标的资产价格跳跃的风险为非系统风险的情况下,应用无套利资本资产定价,推导出了标的的资产的价格服从跳-扩散过程具有随机寿命的未定权益满足的偏微分方程,然后应用Feynman-kac公式获得了未定权益的定价公式.     

股票价格遵循几何分式Brown运动的期权定价

讨论了股票价格过程遵循几何分式B row n运动的欧式期权定价.由于该过程存在套利机会使得传统的期权定价方法(如资本资产定价模型(CAPM),套利定价模型(APT),动态均衡定价理论(DEPT))不可能对该期权定价.利用保险精算定价法,在对市场无其它任何假设条件下,获得了欧式期权的定价公式.并讨论了在有效期内股票支付已知红利和红利率的推广公式.     

Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models

Harel and Puri (1989, J. Multivariate Anal. 29) studied the asymptotic behavior of the U-statistic and the one-sample rank order statistic for nonstationary absolutely regular processes. In this note, we present some applications of these results for Markov processes as well as ARMA processes.     

光码分多址系统中光学相关接收机判决阈值的分析

介绍了光码分多址系统中常用地址码（一维扩时码、二维码和三维码）的特点，并对它们各自的互相关均值和方差进行了理论分析。基于非相干光码分多址系统中光学相关接收机的基本原理，结合不同的用户地址码，对系统误码率性能进行了分析，得到了接收机最佳判决阈值与地址码基本特性参数和系统同时用户数间的关系。最后，给出了数值仿真结果。结果表明，对于采用特定地址码的光码分多址系统，只有选择合适的接收机判决阈值，系统的误码率性能才能达到最佳。研究结果对光码分多址系统中接收机判决阈值的选取具有一定的参考作用。     

A method for calculating invariant subspaces of symmetric hyperbolic equations

An algorithm is constructed for calculating invariant subspaces of symmetric hyperbolic systems arising in electromagnetic, acoustic, and elasticity problems. Discrete approximations are calculated for subspaces that correspond to minimal eigenvalues and smooth eigenfunctions. Difficulties related to the presence of an infinite-dimensional kernel in the differential operator are successfully handled. The efficiency of the algorithm is demonstrated using acoustics equations.     

Changes in the kurtosis parameter of super-Gaussian beams passing through a spherically aberrated lens

Based on the Collins formula and irradiance moments definition, the propagation of the kurtosis parameter of super-Gaussian beams through a spherically aberrated lens is studied. Detailed numerical results are given. It is shown that, as compared with aberration-free super-Gaussian beams, the profile of spherically aberrated super-Gaussian beams can be leptokurtic, mesokurtic or platykurtic, depending on the aberration and propagation distance. The results for the spherically aberrated Gaussian beams can be dealt with as a special case treated in this paper. Finally, the advantage of our method is pointed out.     

Ricci and Matter Collineations of Locally Rotationally Symmetric Space-Times

A new method is presented for the determination of Ricci Collineations (RC) and Matter Collineations (MC) of a given spacetime, in the cases where the Ricci tensor and the energy momentum tensor are non-degenerate and have a similar form with the metric. This method reduces the problem of finding the RCs and the MCs to that of determining the KVs whereas at the same time uses already known results on the motions of the metric. We employ this method to determine all hypersurface homogeneous locally rotationally symmetric spacetimes, which admit proper RCs and MCs. We also give the corresponding collineation vectors. These results conclude a long due open problem, which has been considered many times partially in the literature.