Bolzano's Theorems for Holomorphic Mappings

The existence of a zero for a holomorphic functions on a ball or on a rectangle under some sign conditions on the boundary generalizing Bolzano's ones for real functions on an interval is deduced in a very simple way from Cauchy's theorem for holomorphic functions.A more complicated proof,using Cauchy's argument principle,provides uniqueness of the zero,when the sign conditions on the boundary are strict.Applications are given to corresponding Brouwer fixed point theorems for holomorphic functions.Extensions to holomorphic mappings from Cn to Cn are obtained using Brouwer degree.     

Option Pricing and Hedging under a Markov Switching Lévy Process Model

In this paper,we consider a Markov switching Lévy process model in which the underlying risky assets are driven by the stochastic exponential of Markov switching Lévy process and then apply the model to option pricing and hedging.In this model,the market interest rate,the volatility of the underlying risky assets and the N-state compensator,depend on unobservable states of the economy which are modeled by a continuous-time Hidden Markov process.We use the MEMM(minimal entropy martingale measure) as the equivalent martingale measure.The option price using this model is obtained by the Fourier transform method.We obtain a closed-form solution for the hedge ratio by applying the local risk minimizing hedging.     

投影云纹法在研究加劲板后屈曲平衡路径及后屈曲模态转化过程的应用

本文应用投影云纹法研究受压加劲板的大挠度非线性问题。用投影云纹法测量加劲板后屈曲平衡路径,记录了随着载荷的增加,加劲板后屈曲模态变化的全过程。将云纹图输入微型计算机处理,获得了加劲板的全场位移和全场应力的分布情况。用投影云纹法所测得的结果同理论计算值基本吻合。     

L~p空间中的Fejér和Hermite-Hadamard型不等式

给出了二阶导数属于Lp空间时Fejér和Hermite-Hadamard型不等式的推广,得到两个新结果.     

由Lévy过程驱动的BSDE定义的一般非线性期望

本文研究了平凡可积随机变量的一类非线性期望f-期望.利用陈增敬推广g-期望的方法,扩张了f-期望的定义空间.     

Projected subgradient method for non-Lipschitz set-valued mixed variational inequalities

A projected subgradient method for solving a class of set-valued mixed variational inequalities (SMVIs) is proposed when the mapping is not necessarily Lipschitz. Under some suitable conditions, it can be proven that the sequence generated by the method can strongly converge to the unique solution to the problem in the Hilbert spaces.     

铒离子注入碳化硅的射程和退火行为研究

用300—500 keV能量的铒(Er)离子注入碳化硅(6H-SiC)晶体中,利用卢瑟福背散射技术研究了剂量为5×10¹⁵ cm^-2 的Er离子注入6H-SiC晶体的平均投影射程R_p和射程离散ΔR_p,将测出的实验值和TRIM软件得到的理论模拟值进行了比较,发现R_p的实验值与理论值符合较好,ΔR_p的实验值和理论值差别大一些 关键词： 离子注入 投影射程和射程离散 退火行为 卢瑟福背散射技术     

有限元插值误差的下界估计

基于一维区域上的拟一致剖分,证明了线性元插值误差的最优下界估计.基于此并利用超收敛理论,我们得到了有限元离散误差的上、下界.     

重分数布朗运动的列维连续模

重分数布朗运动是布朗运动的一种推广，有较强的实用背景.该过程的增量既不是独立的，也不是平稳的. 本文研究了它的列维连续模.     

空间扫描型光纤法布里珀罗传感解调系统中CCD的光照度数学模型研究

针对空间扫描型光纤法布里珀罗（F-P）传感解调系统中CCD的光照度分布建立了数学模型,研究了不同帧扫描频率下CCD输出信号和信噪比。利用已设计的解调模块进行了CCD光照度分布的实验,实验结果表明,当帧扫描频率不同时,CCD各个像素输出信号电压的实验值与计算值的相对误差均小于2.5%,同一像素输出信号电压的实验值与计算值的相对误差变化数值均小于0.005,随实验所用CCD帧扫描频率变化,信噪比以184 Hz为分界点以两种变化斜率改变,验证了数学分析模型的有效性。