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基于值域的稠密性和闭性,有界线性算子的点谱可进一步细分为互不相交的四个组成部分,即四类点谱.设H_1,H_2,H_3为无穷维复可分Hilbert空间,记M_(D,E,F)=(A D E0 B F0 0 C)∈B(H_1H_2H_3).当对角算子A,B,C固定时,给出了M_(D,E,F)的四类点谱随D,E,F扰动的完全描述. 相似文献
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Let H1, H2 and H3 be infinite dimensional separable complex Hilbert spaces. We denote by M(D,E,F) a 3×3 upper triangular operator matrix acting on H1⊕H2⊕H3 of the form M(D,E,F)=(A D E 0 B F 0 0 C). For given A ∈ B(H1), B ∈ B(H2) and C ∈ B(H3), the sets UD,E,F σp(M(D,E,F)), ∪D,E,F σr(M(D,E,F)), ∪D,E,F σc(M(D,E,F)) and ∪D,E,F σ(M(D,E,F)) are characterized, where D ∈ B(H2,H1), E ∈ B(H3, H1), F ∈ B(H3, H2) and σ(·), σp(·), σr(·),σc(·) denote the spectrum, the point spectrum, the residual spectrum and the continuous spectrum, respectively. 相似文献
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考虑了一类拟左连续(QL)型随机微分方程(S.D.E.)解的轨道唯一性,应用随机分析方法获得了唯一性成立的一般判别定理,并在方程系数满足局部(或非)Lipschitz条件下给出了一些应用实例. 相似文献
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<正> 1.引言 迄今为止,古典的Brouwer不动点定理已经得到相当的推广.为了简单叙述它的某些重要发展,我们作下面的约定.命S={(X,E)|XE}表示一类由实拓扑向量空间E及其子集X组成的空间偶;M(S)表示一类与S中的空间偶(X,E)有关的映象,可以是单值的f:X→X或f:X→E,也可以是多值的F:X→2~x或F:X→2~E, 相似文献
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定出了局部环上正交群中一类子群的扩群,得到了如下结果:设R是局部环,M是R的唯一极大理想,O(2m,R)为R上正交群.对R的任意理想S,G(2m,S)表示子群{A BC D∈O(2m,R)|B∈Sm×m}.如果char(R)≠2,m≥3,G(2m,0)≤X≤G(2m,M),那么存在R的理想S,使得X=G(2m,S). 相似文献
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Let H1, H2 and H3 be infinite dimensional separable complex Hilbert spaces. We denote by M(D,V,F) a 3×3 upper triangular operator matrix acting on Hi +H2+ H3 of theform M(D,E,F)=(A D F 0 B F 0 0 C).For given A ∈ B(H1), B ∈ B(H2) and C ∈ B(H3), the sets ∪D,E,F^σp(M(D,E,F)),∪D,E,F ^σr(M(D,E,F)),∪D,E,F ^σc(M(D,E,F)) and ∪D,E,F σ(M(D,E,F)) are characterized, where D ∈ B(H2,H1), E ∈B(H3, H1), F ∈ B(H3,H2) and σ(·), σp(·), σr(·), σc(·) denote the spectrum, the point spectrum, the residual spectrum and the continuous spectrum, respectively. 相似文献
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自仿测度μM,D谱性质的研究始于四分Cantor测度μ4(即M=4,D={0,2}的情形).在长期从事谱集研究的基础上,Jorgensen和Pedersen在1998年首次发现μ4是一个具有谱性质的分形测度,其谱Λ(M,S)与和谐对(M~(-1)D,S)密切相关,其中S={0,1}.近年来的研究表明,对于某些奇数l,数乘集合lΛ(M,S)也是测度μ4的谱.这使得测度μ4的一些谱具有较强的稀疏性.本文重点对具有上述性质的奇数l进行讨论.利用数论中同余关系和有限群中元素的阶的性质,得到当l分别为素数、素数幂和素数乘积时,lΛ(M,S)为谱的判别依据,改进推广Dutkay等人的工作. 相似文献
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JianLin Li 《中国科学 数学(英文版)》2015,58(12):2541-2548
The self-affine measure μM,D associated with an expanding matrix M ∈ Mn(Z) and a finite digit set D ? Znis uniquely determined by the self-affine identity with equal weight. The set of orthogonal exponential functions E(Λ) := {e2πiλ,x : λ∈Λ} in the Hilbert space L2(μM,D) is simply called μM,D-orthogonal exponentials. We consider in this paper the finiteness of μM,D-orthogonality. A necessary and sufficient condition is obtained for the set E(Λ) to be a finite μM,D-orthogonal exponentials. The research here is closely connected with the non-spectrality of self-affine measures. 相似文献
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基于分形B-S定价模型的认购权证价格行为实证分析 总被引:1,自引:0,他引:1
针对证券收益率呈现"尖峰厚尾"的分布特征,在分析传统B-S权证定价模型的不足基础上,本文提出了基于分形理论的B-S权证定价模型,并利用分形B-S权证定价模型和传统B-S模型分析认购权证价格变化的行为。实证结果发现,两种模型的理论价格均低估了市场价格,且低估的程度具有显著统计性,其中以分形B-S模型评价结果最接近市场价格,评价绩效好。探讨影响分形B-S权证模型理论价格与市场价格差异的主要因素,结果发现距到期日时间的长短、价内外程度以及流动性在解释价差程度上具有统计的显著性。 相似文献
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随机利率下奇异期权的定价公式 总被引:1,自引:0,他引:1
在随机利率条件下,借助于测度变换获得了复合看涨期权的一般的定价公式,同时利用鞅理论和Girsanov定理,在利率服从于扩展的Vasicek利率模型时,得到了复合看涨期权精确的定价公式.用同样的方法,考虑了预设日期的重置看涨期权的定价问题,在利率服从同样的利率模型时,获得了重置看涨期权的定价公式.数值化的结果进一步说明了当利率遵循扩展的Vasicek利率模型时,B-S看涨期权的价格关于标的资产的价格是严格单调递增的,复合看涨期权的Geske公式是可以推广到随机利率的情况. 相似文献
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介绍了Esscher变换的方法,对标的资产价格遵循B-S模型的条件下,给出了有支付红利和不支付红利的欧式重设型卖权的定价公式.并说明在适当的条件下,著名的B-S模型下的欧式卖权公式将是本文的特例. 相似文献
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In the paper hedging of the European option in a discrete time financial market with proportional transaction costs is studied. It is shown that for a certain class of options the set of portfolios which allow to hedge an option in a discrete time model with a bounded set of possible changes in a stock price is the same as the set of such portfolios, under assumption that the stock price evolution is given by a suitable CRR model. 相似文献
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An EOQ model for perishable products with discounted selling price and stock dependent demand 总被引:2,自引:0,他引:2
A single item economic order quantity model is considered in which the demand is stock dependent. After a certain time the
product starts to deteriorate and due to visualization effect and other aspects of deterioration the demand becomes constant.
In that situation a discount on selling price provides significant increment in demand rate. In this paper we investigate
how much discount on selling price may be given during deterioration to maximize the profit per unit time and whether a pre-deterioration
discount affects the unit profit or not. A mathematical model is developed incorporating both pre- and post deterioration
discounts on unit selling price, where analytical results reveal some important characteristics of discount structure. A numerical
example is presented and sensitivity analysis of the model is carried out. 相似文献
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对于证券市场投资者而言,基于合理假设准确预测资产价格未来发展方向与趋势关乎投资成败。本文通过构建一个基于ARIMA与信息粒化SVR的组合预测模型,对股票市场指数价格和收益变化的趋势进行预测。实证研究结果表明:基于ARIMA与信息粒化SVR组合的股指预测模型相较于传统时间序列模型而言,在预测精度和效度方面有较大提升,能够在一定时间周期内对股票等风险资产的价格波动区间进行较为可靠地预测,但目前还只能大致确定时间序列波动的区间范围而不能精确地预测具体点位。未来仍需结合其他预测模型和预判技术进一步深入研究,以有效提升股指趋势预测的准确性和实际指导性。 相似文献
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Shib Sankar Sana 《Applied mathematics and computation》2011,218(2):239-248
The article deals with a stochastic economic order quantity (EOQ) model over a finite time horizon where uniform demand over the replenishment period is price dependent. The selling price is assumed to be a random variable that follows a probability density function. As demand is probabilistic, stock out situation may occur. Based on the partial backlogging and lost sale cases during stock out period, the author develops the criterion for the optimal solution for the replenishment size such that the integrated expected profit is maximized. Moreover, the article suggests a new function regarding price dependent demand. Finally, numerical examples and its sensitivity analysis of key parameters are given to illustrate the proposed model. 相似文献
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研究了市场需求随机且对销售价格及提前期敏感的条件下,供应链如何制定最优的销售价格、提前期以及库存因子使得利润最大化。首先,分析了集中决策与分散决策供应链的最优决策,发现集中决策与分散决策模式下的提前期与库存因子是相同的,但分散决策下的销售价格更高、期望利润更低,且分散决策与集中决策供应链的利润之比随着需求对价格的敏感程度的增大而增大。然后建立了收入共享与成本分担的协调机制,并分析了其最优决策。研究发现,协调决策机制可以有效地压缩提前期,并能同时使供应链达到帕累托改进,但不能达到完美协调,而且还发现协调决策下制定的最优销售价格比分散决策要低。最后通过数值计算对三种供应链决策模式下的绩效进行了比较分析,结果表明供应链利润随着需求方差增大而减小,提前期压缩程度随着材料成本承担比例增大而增大。上述结论可以为企业制定销售价格与提前期决策以及企业间的协调提供有益的指导。 相似文献