提前还贷及其隐含期权的分析

可提前还款的定期贷款是隐含着期权的利率衍生物，本文建立CIR利率模型下可提前还款的定期贷款的数学模型，通过离散偏微分方程，建立了模型的计算方法，讨论了随机利率对提前还贷的影响．     

低复杂度序列的维数

本文研究符号空间中由零拓扑熵序列组成的集合.通过构造适当的自相似集,证明了该集合的盒维数为1,而Hausdorff维数为0.     

球面稳定同伦群中的一个新元素族$b_1g_0\tilde{\gamma}_s$

设$p\geq 7$素数,$A$为模$p$的Steenrod代数. 我们利用Adams谱序列证明了球面稳定同伦群$\pi_{\ast}S$中,存在由$b_1g_0\tilde{\gamma}_{s}\in Ext_A^{s+4,(s+1)p^2q+spq+sq+s-3}(Z_p,Z_p)$所表示的新的非平凡元素族,其中$q=2(p-1)$, $3\leq s相似文献   

基于伪随机排列的密码模型及其在MATLAB中的实现

给出了关于密码编码学的一般数学模型,在此基础上提出了一种新颖的能用于中文文稿加密的实用有效的编码方法:基于伪随机排列的密码模型(PRP算法),并在MATLAB中实现了上述模型.通过唯密文攻击和已知明文攻击的密码分析,得知该算法具有很强的抵抗攻击能力.     

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.     

随机环境中多物种分枝随机游动

引进了随机环境中多物种分枝随机游动的一般模型.在分枝过程非灭绝的情况下,讨论了系统的状态分类,得到了系统暂留及强常返的充要条件是存在k个定义在整数集上的函数分别满足某种性质.最后给出了系统强暂留的充分条件.     

Nonlinear Correlations of Protein Sequences and Symmetries of Their Structures

We investigate the nonlinear correlations of protein sequences by using the nonlinear prediction method developed in nonlinear dynamical theory. It is found that a lot of protein sequences show strong nonlinear correlations and have deterministic structures. Further investigations show that the strong nonlinear correlations of these protein sequences are due to the symmetries of their tertiary structures. Furthermore, the correlation lengths of the sequences are related to the degrees of the symmetries. These results support the duplication mechanism of protein evolution and also reveal one aspect how amino acid sequences encode their spatial structures.     

一类φ-强增生型变分包含问题解的存在性与迭代逼近

本文研究Banach空间中一类新的φ-强增生型变分包含问题。在实的自反的光滑Ba-nach空间中,证明了这类变分包含问题解的存在唯一性及其带误差的Ishikawa迭代程序的收敛性。本文结果是张石生教授等人的早期与最近的结果的改进与推广。     

一些随机重合点定理

本文引入了一种满足更一般的收缩不等式的多重函数类,并证明了属于该类的可测多重函数对的一些随机重合点定理。