Quantum model for the price dynamics: The problem of smoothness of trajectories

We apply methods of quantum mechanics to mathematical modelling of price dynamics in a financial market. We propose to describe behavioral financial factors (e.g., expectations of traders) by using the pilot wave (Bohmian) model of quantum mechanics. Our model is a quantum-like model of the financial market, cf. with works of W. Segal, I.E. Segal, E. Haven. In this paper we study the problem of smoothness of price-trajectories in the Bohmian financial model. We show that even the smooth evolution of the financial pilot wave ψ(t,x) (representing expectations of traders) can induce jumps of prices of shares.     

Limit theorems for numbers of near-records

Observations occurring between successive record times and within a distance a > 0 of the current record value are called near-records. Limit theorems for the number ξ _n (a) of near records are found for cases in which the parent distribution lies in a maximal domain of attraction and a is a function of n. Corollaries are indicated for numbers of near-k-records and sums of near-records. If the parent law is thin-tailed and a is constant, then a centered and normed version of logξ _n (a) has a limit law under appropriate conditions.      

环Z/p~kZ上的两类矩阵方程

利用环上矩阵方法,研究了环Z/pkZ上的两类矩阵方程,确定了这两类矩阵方程的解数.     

Mathematical modelling of rock bolt systems I

The main goal of the paper is to give a variational formulation of the behaviour of bolt systems in rock mass. The problem arises in geomechanics where bolt systems are applied to reinforce underground openings by inserting steel bars or cables. After giving a variational formulation, we prove the existence and uniqueness and some other properties.     

GENERAL OPEN MAPPING THEOREMS FOR LINEAR TOPOLOGICAL SPACES

0IntroductionIntile1930's,thefirstoped1flappingtheoremforFr6clletspaceswasprovedbyS.B....htll].Sincethedtilevariousextellsiollsoftheopenmappingtheoremhaveapl)earedillsuccessiollforitsapplications(fordetails,see[4]).In1958,V.PtAkfoundoutthatoped1llappillgtheoremsareconllectedwithsolllecompleteness,alldheobtainedastrikillgextensiollofBallach'sclassicaltlleoreul,whichpoilltsoutthatcontinuouslillearmapsfi.olllB-colllpletespacesolltobarrelledspacesareoped['].1111965,T.Husaingaveaninlportalltope…     

k维布朗运动C-R型增量在Hlder范数下的泛函极限定理

本文在Ｈ ｌｄｅｒ范数生成的强拓扑下，　通过建立大偏差公式，　得到了ｋ维布朗运动Ｃ－Ｒ型增量在Ｈ ｌｄｅｒ范数下的泛函极限定理．     

Generalized quasiconvexities,cone saddle points,and minimax theorem for vector-valued functions

We establish the following theorems: (i) an existence theorem for weak type generalized saddle points; (ii) an existence theorem for strong type generalized saddle points; (iii) a generalized minimax theorem for a vector-valued function. These theorems are generalizations and extensions of the author's recent results. For such extensions, we propose new concepts of convexity and continuity of vector-valued functions, which are weaker than ordinary ones. Some of the proofs are based on a few key observations and also on the Browder coincidence theorem or the Tychonoff fixed-point theorem. Also, the minimax theorem follows from the existence theorem for weak type generalized saddle points. The main spaces with mathematical structures considered are real locally convex spaces and real ordered topological vector spaces.This paper is dedicated to Professor Kensuke Tanaka on his sixtieth birthday.This paper was written when the author was a visitor at the Department of Mathematical Science, Graduate School of Science and Technology, Niigata University, Niigata, Japan. The author is indebted to Prof. K. Tanaka for suggesting this work.The author is very grateful to Prof. P. L. Yu for his useful encouragement and suggestions and to the referees for their valuable suggestions and comments.     

关于某些KKM型定理

本文表明关于KKM定理的某些最近的结果是错误的．     

Connections between Romanovski and other polynomials

A connection between Romanovski polynomials and those polynomials that solve the one-dimensional Schrödinger equation with the trigonometric Rosen-Morse and hyperbolic Scarf potential is established. The map is constructed by reworking the Rodrigues formula in an elementary and natural way. The generating function is summed in closed form from which recursion relations and addition theorems follow. Relations to some classical polynomials are also given.