排序方式: 共有165条查询结果,搜索用时 15 毫秒
21.
22.
刘玉记 《数学年刊A辑(中文版)》2018,39(3):309-330
将具有脉冲的分数阶Bagley-Torvik微分方程边值问题巧妙地转化为积分方程,定义加权Banach空间及全连续算子,运用不动点定理获得该边值问题解的存在性定理.举例说明了定理的应用.最后提出有趣的研究问题. 相似文献
23.
24.
传统的保险市场难以满足日益频发的巨灾风险分散需求,巨灾债券作为一种非传统金融创新工具提供了一种新的分散机制,而精准定价则对巨灾债券的成功发行与交易起着关键作用。本文基于风险中性测度技术,在Longstaff随机利率且巨灾风险累积损失服从复合泊松损失条件下,得到了零息票巨灾债券价格公式;进一步结合广东省1989~2015年台风风暴潮灾害损失数据进行实证分析;最后,针对定价公式复杂性,本文利用快速傅里叶变换方法进行数值求解,结果验证了本文所构模型的可行性。本文的研究是希望能为我国发行巨灾债券与风险测度提供一定的理论基础与技术支持。 相似文献
25.
结合相依结构函数Copula和极值理论EVT,构建了我国股票市场经流动性调整的La-Copula-EVT风险价值模型,并用沪深收益序列的分笔高频数据进行了实证分析,发现我国沪深股市收益序列的上尾和下尾都存在较高相关性,后验测试结果表明构建的模型能够对实际损失进行很好的拟合;然后在该模型的基础上进一步分析了我国沪深股市的风险价值和预期不足在不同置信区间的敏感度差异,确定了适合La-Copula-EVT模型的最优置信度区间。 相似文献
26.
Yuji Liu 《Applicable analysis》2013,92(1):72-95
By applying the monotone iterative methods, we obtain the existence of monotone positive solutions for integral boundary value problems of differential equations on the half line, and establish the iterative schemes for approximating the solutions. Our approach is based on the fixed point theorem and the monotone iterative technique. The existence of lower and upper solutions is not needed. 相似文献
27.
The first aim of this paper is to investigate the growth of the entire function defined by the Laplace-Stieltjes transform converges on the whole complex plane.By introducing the concept of generalized order,we obtain two equivalence theorems of Laplace-Stiettjes transforms related to the generalized order,An*andλn.The second purpose of this paper is to study the problem on the approximation of this Laplace-Stieltjes transform.We also obtain some theorems about the generalized order,the error,and the coefficients of Laplace-Stieltjes transforms,which are generalization and improvement of the previous results. 相似文献
28.
Gibbs samplers derived under different parametrizations of the target density can have radically different rates of convergence. In this article, we specify conditions under which reparametrization leaves the convergence rate of a Gibbs chain unchanged. An example illustrates how these results can be exploited in convergence rate analyses. 相似文献
29.
30.
Chaoying Zhou Lihua Yang Yingjun Liu Zhihua Yang 《Journal of Computational and Applied Mathematics》2009
In this paper, an algorithm for computing the Hilbert transform based on the Haar multiresolution approximation is proposed and the L2-error is estimated. Experimental results show that it outperforms the library function ‘hilbert’ in Matlab (The MathWorks, Inc. 1994–2007). Finally it is applied to compute the instantaneous phase of signals approximately and is compared with three existing methods. 相似文献