Utility maximization in markets with bid–ask spreads

A one-period financial market model with transaction costs is considered in this paper. Redefining the risky asset price process in a suitable way, we obtain an explicit solution to the utility maximization problem when the risk preferences of the investor are based on the exponential utility function and a liability can be included in her portfolio. The arbitrage-free interval price for a general liability, as well as its replication price, is characterized in terms of expectations with respect to equivalent martingale measures. The indifference price is derived and its asymptotic limit when the risk aversion is going to infinity is analysed.     

复空间形式中具有常数量曲率的全实子流形

本文研究了复空间形式中具有常数量曲率的全实子流形.利用一种自伴算子,得到了这类子流形关于第二基本形式模长平方的积分不等式.     

Selective investment promotes cooperation in public goods game

Most previous investigations on spatial Public Goods Game assume that individuals treat neighbors equivalently, which is in sharp contrast with realistic situations, where bias is ubiquitous. We construct a model to study how a selective investment mechanism affects the evolution of cooperation. Cooperators selectively contribute to just a fraction among their neighbors. According to the interaction result, the investment network can be adapted. On selecting investees, three patterns are considered. In the random pattern, cooperators choose their investees among the neighbors equiprobably. In the social-preference pattern, cooperators tend to invest to individuals possessing large social ties. In the wealth-preference pattern, cooperators are more likely to invest to neighbors with higher payoffs. Our result shows robustness of selective investment mechanism that boosts emergence and maintenance of cooperation. Cooperation is more or less hampered under the latter two patterns, and we prove the anti-social-preference or anti-wealth-preference pattern of selecting investees can accelerate cooperation to some extent. Furthermore, the theoretical analysis of our mechanism on double-star networks coincides with simulation results. We hope our finding could shed light on better understanding of the emergence of cooperation among adaptive populations.     

Real‐time analysis of the microstructural evolution and optical properties of Cu(In,Ga)Se2 thin films as a function of Cu content

Thin films of Cu(In,Ga)Se₂ with various copper contents were deposited by co‐evaporation onto thermally oxidized silicon substrates. Characterization by real‐time spectroscopic ellipsometry reveals clear similarities among the samples, as well as key variations with Cu content. Although all films exhibit a Volmer–Weber nucleation and similar fundamental critical point energies in the analysis of optical properties, Cu‐rich films exhibit enhanced coalescence, smoother surfaces, larger grain sizes, as well as a sub‐bandgap absorption which is absent in Cu‐poor films. (© 2012 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

有关实正定方阵行列式的几个不等式

本文得到实正定方阵行列式的几个不等式，改进了近期研究的一些结果．     

Static and quasistatic solutions of the real Proca field

We consider the theory of the massive real vector field with spin 1 (the real Proca field) and its solutions. First the field equations with dual symmetry [1] are written and the 4-pseudo vector is chosen to be zero. The constants of motion for the real Proca field, the constant “electric” real Proca field, the uniform motion of a point charge in the real Proca field, uniform motions in the “Coulomb” field, dipole and multipole free-momentum, constant “magnetic” field, and the field of a point charge in motion are presented.     

用电子俘获材料实现实时图像微分

根据数学形态学的基本思想，采用离焦的卷积光学系统，利用电子俘获材料的饱和特性和图像减法功能实现图像微分，这一方案具有清晰度高、实时性，全并行性的优点，取阀和减法运算都用一片电子俘获薄膜来实现。