超自由象与σ—根

利用范畴理论中上积（Coproduct)定义一个新概念——超自由象,通过它的性质给出σ-根的一个新刻划,并且给出低σ-根的一个新构造。     

范畴中态射集减序的刻划

本文研究了范畴中态射集减序的刻划问题，其主要结果是：（１）证得一般范畴情形减序的十四种刻划；（２）将Ｍｉｔｒａ、Ｂａｋｓａｌａｒｙ等人的利用（１）－逆、（１，２）－逆的包含关系及平行和来刻划复矩阵减序的结果推广到素性预加法范畴与带对合的正性预加法范畴中；（３）给出了１９８０年Ｈａｒｔｗｉｇ关于半群减序刻划的一个反例，因此否定了这个刻画．     

关于BCI—代数伴随半群中的可逆元

给出了ＢＣＩ－代数的伴随半群中可逆元的刻划，说明ＢＣＩ－代数的ｐ－半单闭理想与其伴随半群的子群之间有一一对应关系，并证明最大的ｐ－半单闭理想是根理想。     

F－V－环的广义内射性刻划

设Ｆ是含单位元的结合环Ｒ上的左Ｇａｂｒｉｅｌ拓朴，称Ｒ是Ｆ－Ｖ－环，如果商范畴（Ｒ，Ｆ）－Ｍｏｄ中的所有单对象都是内射对象。本文我们利用左Ｒ－模的ｖＮ－内射性及拟内射性给出Ｆ－Ｖ－环的特征刻划。     

F－V－环的广义内射性刻划

设Ｆ是含单位元的结合环Ｒ上的左Ｇａｂｒｉｅｌ拓朴，称Ｒ是Ｆ－Ｖ－环，如果商范畴（Ｒ，Ｆ）－Ｍｏｄ中的所有单对象都是内射对象。本文我们利用左Ｒ－模的ｖＮ－内射性及拟内射性给出Ｆ－Ｖ－环的特征刻划。     

态射的Drazin逆

本文研究范畴中态射的Ｄｒａｚｉｎ逆．给出了一般范畴中态射的｛１ｍ，２，５｝逆的一个等价刻划．在Ａｂｅｌ范畴中，建立指数与Ｄｒａｚｉｎ逆的概念，证明了有Ｄｒａｚｉｎ逆的态射必有柱心－幂零分解．     

多元算子群的根

多元算子群（简称Ω－群）的概念见[1]或[2]。本文在Ω－群中引进R－根的概念，并对R（G）－半单Ω－群作了刻划，从而把[4]与[5]中关于环和模的结果推广到多元算子群中。     

预加法范畴中态射集星型序的刻划

本文给出了预加法范畴中态射集左（右）星序，星序的显公式刻划，证得了素性，正性预加法范畴中态射集星型序的某些刻划，把Ｈａｒｔｗｉｇ，Ｓｔｙａｎ，Ｍｉｔｒａ，Ｂａｋｓａｌａｒｙ关于复矩阵星型序刻划的有关结果推广到这两类范畴中。     

σ-根与σ-半单类的构造

继［１～３］分别给出σ－根及其半单类的两个特征性质，研究了对于已知环类Ｍ，含于Ｍ的最大σ－根及σ－半单类和包含Ｍ的最小σ－半单类的构造，同时得到σ－半单闭包σ－遗传的一个充分条件．     

Locale范畴中的零维性

本文讨论ｌｏｃａｌｅ的零维性质，主要结果有：（１）给出ｌｏｃａｌｅＡ的核映射（ｎｕｃｌｅｕｓ）构成的ｌｏｃａｌｅＮ（Ａ）中上确界的点式刻划，并得到了Ｎ（Ａ）的紧性与Ａ的紧性之间的关系；（２）给出零维ｌｏｃａｌｅ与ｃｏｈｅｒｅｎｔｌｏｃａｌｅ之间的关系，以及零维ｌｏｃａｌｅ的紧零维反射；（３）给出零维ｌｏｃａｌｅ范畴在ｌｏｃａｌｅ范畴中的刻划．     

Hereditary triangular matrix comonads

We recognize Harada’s generalized categories of diagrams as a particular case of modules over a monad defined on a finite direct product of additive categories. We work in the dual (albeit formally equivalent) situation, that is, with comodules over comonads. With this conceptual tool at hand, we obtain several of the Harada results with simpler proofs, some of them under more general hypothesis, besides with a characterization of the normal triangular matrix comonads that are hereditary, that is, of homological dimension less than or equal to 1. Our methods rest on a matrix representation of additive functors and natural transformations, which allows us to adapt typical algebraic manipulations from Linear Algebra to the additive categorical setting.     

关于三角范畴的八面体公理

三角范畴是一个带有自同构且满足四条公理的加法范畴,其中的一条重要公理就是八面体公理,该公理形式复杂不易理解难以应用.在本文中,作者讨论了三角范畴定义中八面体公理的几个等价命题,给出了新的八面体公理的等价命题,证明了各个公理间的相互等价关系,同时简化了八面体的表达形式,并且给出了该定理的一个具体应用.     

Additive conjoint measurement with ordered categories

Conjoint measurement studies binary relations defined on product sets and investigates the existence and uniqueness of, usually additive, numerical representations of such relations. It has proved to be quite a powerful tool to analyze and compare MCDM techniques designed to build a preference relation between multiattributed alternatives and has been an inspiring guide to many assessment protocols. The aim of this paper is to show that additive representations can be obtained on the basis of much poorer information than a preference relation. We will suppose here that the decision maker only specifies for each object if he/she finds it “attractive” (better than the status quo), “unattractive” (worse than the status quo) or “neutral” (equivalent to the status quo). We show how to build an additive representation, with tight uniqueness properties, using such an ordered partition of the set of objects. On a theoretical level, this paper shows that classical results of additive conjoint measurement can be extended to cover the case of ordered partitions and wishes to be a contribution to the growing literature on the foundations of sorting techniques in MCDM. On a more practical level, our results suggest an assessment strategy of an additive model on the basis of an ordered partition.     

下模(上模)不可加测度的条件期望(英文)

本文研究了下模(上模)不可加测度的条件期望.利用下模不可加测度μ的Choquet积分的最大可加表示定理定义了下模(上模)不可加测度的条件期望, 并且证明了这种条件期望的相关性质.     

离散时间单死链的可加泛函北大核心CSCD

本文给出了离散单死链的可加泛函高阶矩的显式递推表达,并研究了离散单死链的多项式遍历和中心极限定理.     

A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus

ABSTRACT

We focus on mean-variance hedging problem for models whose asset price follows an exponential additive process. Some representations of mean-variance hedging strategies for jump-type models have already been suggested, but none is suited to develop numerical methods of the values of strategies for any given time up to the maturity. In this paper, we aim to derive a new explicit closed-form representation, which enables us to develop an efficient numerical method using the fast Fourier transforms. Note that our representation is described in terms of Malliavin derivatives. In addition, we illustrate numerical results for exponential Lévy models.     

The Theory of Cyclic Codes and a Generalization to Additive Codes

We present a new approach to the theory of cyclic and constacyclic codes and generalize the theory to cover the family of additive (not necessarily linear) cyclic codes. The approach is based on the action of the Galois group (cyclotomic cosets). The conventional representation of cyclic codes as ideals in a factor ring of the polynomial ring is not needed.     

Gamma-Compactification of Measurable Spaces

We define the gamma-compactification of an arbitrary measurable space and study its structure and properties in the general and topological cases. We introduce and study the notion of gamma-extension of a singleton in a topological space. We consider the procedure of extension of finitely additive measures from the original space to regular countably additive measures on the gamma-compactification of the space.     

A note on chaotic and predictable representations for Itô–Markov additive processes

In this article, we provide predictable and chaotic representations for Itô–Markov additive processes X. Such a process is governed by a finite-state continuous time Markov chain J which allows one to modify the parameters of the Itô-jump process (in so-called regime switching manner). In addition, the transition of J triggers the jump of X distributed depending on the states of J just prior to the transition. This family of processes includes Markov modulated Itô–Lévy processes and Markov additive processes. The derived chaotic representation of a square-integrable random variable is given as a sum of stochastic integrals with respect to some explicitly constructed orthogonal martingales. We identify the predictable representation of a square-integrable martingale as a sum of stochastic integrals of predictable processes with respect to Brownian motion and power-jumps martingales related to all the jumps appearing in the model. This result generalizes the seminal result of Jacod–Yor and is of importance in financial mathematics. The derived representation then allows one to enlarge the incomplete market by a series of power-jump assets and to price all market-derivatives.     

集N_4中的加法合成数

本文补充文 [1 ]之不足 ,确定了集 N4 =[1 4,2 4 ,3 4,… ]最前面 2 0 0个中的全部加法合成数 .