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.     

Centers for the Kukles homogeneous systems with even degree

For the polynomial differential system $\dot{x}=-y$, $\dot{y}=x +Q_n(x,y)$, where $Q_n(x,y)$ is a homogeneous polynomial of degree $n$ there are the following two conjectures done in 1999. (1) Is it true that the previous system for $n \ge 2$ has a center at the origin if and only if its vector field is symmetric about one of the coordinate axes? (2) Is it true that the origin is an isochronous center of the previous system with the exception of the linear center only if the system has even degree? We give a step forward in the direction of proving both conjectures for all $n$ even. More precisely, we prove both conjectures in the case $n = 4$ and for $n\ge 6$ even under the assumption that if the system has a center or an isochronous center at the origin, then it is symmetric with respect to one of the coordinate axes, or it has a local analytic first integral which is continuous in the parameters of the system in a neighborhood of zero in the parameters space. The case of $n$ odd was studied in [8].     

Jacobi's multiplier for Poincaré's equations

In this paper we use Poincaré's equations in group variables to describe the motion of a holonomic mechanical system and to determine Jacobi's multiplier for the equations of motion.     

SMALE HORSESHOES AND CHAOS IN DISCRETIZED PERTURBED NLS SYSTEMS(Ⅰ)-POINCAR(E) MAP

The existence of Smale horseshoes for a certain discretized perturbed nonlinear Schroedinger(NLS) equations was established by using n-dimensional versions of the Conley-Moser conditions. As a result, the discretized perturbed NLS system is shown to possess an invariant set Λ on which the dynamics is topologically conjugate to a shift on four symbols.     

非线性发病率随机流行病模型的动力学行为

研究了一类具有非线性发病率的随机SEIR传染病模型的绝灭性及平稳分布问题,通过构造合适的Lyapunov函数及控制噪声强度,在适当的条件下,得到模型的全局解存在唯一、指数稳定,且解具有平稳分布及遍历性.利用线性化及Fourier变换,证明了解渐近服从四维正态分布,并给出均值及方差矩阵的表达式.数值模拟验证了我们所得的主要结果.     

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.     

The gerber-shiu expected discounted penalty function for Lévy insurance risk processes

In this paper,we study a general Lévy risk process with positive and negative jumps.A renewal equation and an infinite series expression are obtained for the expected discounted penalty function of this risk model.We also examine some asymptotic behaviors for the ruin probability as the initial capital tends to infinity.     

一种惩罚机制下一次性n人囚徒困境的合作性

为解决一次性n人囚徒困境中局中人如何走出困境的问题,引进了背叛惩罚函数及其严厉度和参与人的背叛愿意度等概念,并用数学论证法证明了如下结果:(1)参与人的背叛愿意度都不超过1.(2)背叛愿意度越大,这个参与人越愿意背叛;(3)背叛愿意度为0零时,这个参与人是否背叛其赢得一样;(4)当背叛愿意度取负数时,其绝对值越大,参与人的合作积极性越大.得到博弈结果的判定法:(1)计算各参与人的背叛愿意度.(2)若至少有一个参与人愿意背叛,则全体参与人都背叛.(3)若全体参与人都愿意合作,则合作成功.例子表明,本结果在理论上可有效地解决中局中人如何走出困境和在给定惩罚机制下博弈结果的预测问题.     

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.