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In this paper, we consider the dynamical behavior of a second order strongly damped lattice system where the coupled operator is nonnegative definite symmetric. Firstly, we prove the existence of a global attractor, and give an upper bound of Hausdorff dimension of the global attractor, which keeps bounded for large strongly damping. Then we show that when the damping term is linear and the damping is suitable large, the system has an unbounded one-dimensional global attractor, which is a restricted horizontal curve.  相似文献
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张鸿雁  李滚 《经济数学》2005,22(4):384-388
本文根据风险中性定价原理,用较简单的数学方法推导出了股票欧式复合期权的定价公式。该公式和求解B lack-Scho les微分方程所得结果一致。  相似文献
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选取2009年1月5日-2012年5月22的人民币兑美元汇率和上证综指的日交易数据为对象,采用BEKK—GARCH模型,并结合LR似然比检验,对中国汇市与股市的波动溢出效应进行建模研究与实证分析.实证结果表明,整体样本存在汇率到上证指数的波动溢出,这种溢出是单向的;第二次汇改前,既不存在汇率到上证指数的波动溢出,也不存在上证指数到汇率的波动溢出;第二次汇改后,既存在汇率到上证指数的波动溢出,也存在上证指数到汇率的微弱的波动溢出.  相似文献
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In this paper,the concept of countable compactness degree and the concept of Lindelf property degree are defined in L-fuzzy topological spaces by means of implication operator →.Many properties of them are discussed.  相似文献
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In this paper we study the existence of a uniform attractor for strongly damped wave equations with a time-dependent driving force. If the time-dependent function is translation compact, then in a certain parameter region, the uniform attractor of the system has a simple structure: it is the closure of all the values of the unique, bounded complete trajectory of the wave equation. And it attracts any bounded set exponentially. At the same time, we consider the strongly damped wave equations with rapidly oscillating external force gε(x,t)=g(x,t,t/ε) having the average g0(x,t) as ε0+. We prove that the Hausdorff distance between the uniform attractor Aε of the original equation and the uniform attractor A0 of the averaged equation is less than O(ε1/2). We mention, in particular, that the obtained results can be used to study the usual damped wave equations.  相似文献
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