Jensen’s Inequality for Backward Stochastic Differential Equations

Abstract Under the Lipschitz assumption and square integrable assumption on g, the author proves that Jensen’s inequality holds for backward stochastic differential equations with generator g if and only if g is independent of y, g(t, 0) ≡ 0 and g is super homogeneous with respect to z. This result generalizes the known results on Jensen’s inequality for g- expectation in [4, 7–9]. *Project supported by the National Natural Science Foundation of China (No.10325101) and the Science Foundation of China University of Mining and Technology.     

Hajek—Renyi不等式的推广及其应用

对Hajek-Renyi不等式进行了推广，利用推广的不等式给出了随机变量序列绝对平均意义下的强大数定律的一个条件．     

Duration-Dependent Asymmetry in Photoionization of H atoms in Few-Cycle Laser Pulses

The photoionization of H atoms irradiated by few-cycle laser pulses is studied numerically. The variations of the total ionization, the partial ionizations in opposite directions, and the corresponding asymmetry with the carrier-envelope phase in several pulse durations are obtained. We find that besides a stronger modulation on the partial ionizations, the change of pulse duration leads to a shift along carrier-envelope （CE） phase in the calculated signals. The phase shift arises from the nonlinear property of ionization and relates closely to the Coulomb attraction of the parent ion to the ionized electron. Our calculations show good agreement with the experimental observation under similar conditions.     

基于傅立叶变换轮廓术的物面相位提取

采用傅立叶变换轮廓术,针对基频提取的关键技术采用逐行傅立叶变换,准确提取基频信息的方法恢复相位信息.在此基础上,以未畸变条纹为基准,得出被测物体的真实位相值.该方法只需一幅条纹图,节约了测量时间.实验证明可实现无接触面型的自动传感.     

Proton Fraction in Neutron Star Matter and Three-Body Force Effects

The three-body force effects on the equation of state and its iso-spin dependence of asymmetric nuclear matter and on the proton fraction in neutron star matter have been investigated[1] within Brueckner Hartree-Fock (BHF) approach by using a microscopic three-body force. It is shown that, even in the presence of the three-body force, the empirical parabolic law of the energy per nucleon vs. isospin asymmetry β=(N-Z)/A is fulfilled in the whole asymmetry range 0 ≤β ≤1 and also up to high density. The three-body force provides a strong enhancement of symmetry energy at high density in agreement with relativistic approaches. Thecalculated proton fraction in β stable neutron star matter is given in Fig.l, where the thick solid line is the BHF prediction using AV18 TBF, while the dotted one is the BHF result using AVis. The thin solid line is the prediction of the Dirac-Brueckner approach taken from Ref.[2]. The results extracted according to the phenomenological paramete rizations of the symmetry energy suggested in Ref.[3] are also plotted. It is seen from     

关于算子方程AX=XAX与AX=XA=XAX

用A的不变子空间作参数，给出了算子方程AX＝XAX的全部解。当A是单射或稠值域时，或者当A是正规算子时，给出了算子方程AX＝XA＝XAX的全部解。我们还给出正规算子X是算子方程AX＝XZ＝XAX的解的充分必要条件。     

证券价格按几何布朗运动变化的微观解释

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 .     

约束Hamilton系统的Poincaré-Cartan不变量

从正则形式作用量出发,导出了约束Hamilton系统(奇异拉氏量)的Poincaré-Cartan不变量,证明了该不变量与约束Hamilton系统的正则方程之间的等价性,纠正了某些作者工作中的错误。     

一致P-函数非线性互补问题的宽邻域不可行内点算法及其计算复杂性

1引言与记号单调线性互补问题和线性规划问题的原始-对偶路径跟踪算法,1989年的文献[1、2]分别首先提出。以后又出现了一些改进的算法。早期的原始-对偶路径跟踪算法及其改进算法的迭代点列大都是在包含中心路径C的一个2-范数的窄邻域里,这种可行内点算法通常理论上具有最好的迭代复杂性O(n~(1/2)L),但是由于窄邻域极大地限制了迭代步长,实