On Extending Peano Derivatives

Let E be a closed set with inf E = a and sup E = b, and k be a positive integer. Let f : E Rbe such that the k-th Peano derivative of f relative to E, f _(k) (x, E), exists. It is proved under certain condition on the function f, that an extension F : [a, b] Rof f exists such that the ordinary derivative of F of order k, F ^<k> (x) exists on [a, b] and is continuous on [a, b], and f _<> (x, E) = F ^<i> (x) on E, for i = 1, 2, &, k.     

再论无穷多个无穷小量的乘积

对文[6]提出的质疑给出回答,表明由于不同的无穷小量趋近于0的速度有快有慢,因此无穷多个无穷小量的乘积∏∞k=1{x_n~(k)}∞n=1,有可能不是无穷小量(其中对每个正整数k,{x_n~(k)}_(n=1)~∞表示极限为0的数列),而验证∏∞k=1{x_n~(k)}∞n=1是否是无穷多个无穷小量的乘积,只需验证对每个正整数k,当n→+∞时,{x_n~(k))_(n=1)~∞是否趋近于0,而无需考虑函数列{{x_n~(k)}_(n=1)~∞}_(k=1)~∞的极限limk→∞x_n~(k)是不是无穷小量.进而,对无穷多个无穷小量的乘积是无穷小量或不是无穷小量给出了一些充分条件,     

一道求二阶偏导数题目的解法探讨

针对一道求二阶偏导数的题目进行探讨,提出4种求解方法,即可以先求偏导函数再代值,也可以先代值再求导,还可以利用偏导数的定义等,进而培养学员的发散思维.     

On Continuity of Functions With Generalized Derivatives

We study the question of the continuity of functions for which the generalized gradient belongs to the Lorentz spaces.     

论方向导数与梯度

讨论了几种不同的方向导数和梯度的定义.     

最优值函数的方向导数

本文详细介绍了参数非线性规划问题最优值函数的方向导数的存在性、表示形式和有关的发展历史,本文不仅讨论了这一问题的经典结论,还叙述了最近二十年来的新结果。本文最后指出进一步研究的方向。     

亚纯函数及其导数的唯一性

本文研究具有特殊亏函数关系的亚纯函数及其k阶导数CM或IM分担小函数集合的唯一性,推广了先前已知的一些结果．     

On Modelling and Pricing Rainfall Derivatives with Seasonality

Abstract

We are interested in pricing rainfall options written on precipitation at specific locations. We assume the existence of a tradeable financial instrument in the market whose price process is affected by the quantity of rainfall. We then construct a suitable ‘Markovian gamma’ model for the rainfall process which accounts for the seasonal change of precipitation and show how maximum likelihood estimators can be obtained for its parameters.

We derive optimal strategies for exponential utility from terminal wealth and determine the utility indifference price of the claim. The method is illustrated with actual measured data on rainfall from a location in Kenya and spot prices of Kenyan electricity companies.     

On Optimal Error Bounds for Derivatives of Interpolating Splines on a Uniform Partition

Based on Peano kernel technique, explicit error bounds (optimal for the highest order derivative) are proved for the derivatives of cardinal spline interpolation (interpolating at the knots for odd degree splines and at the midpoints between two knots for even degree splines). The results are based on a new representation of the Peano kernels and on a thorough investigation of their zero distributions. The bounds are given in terms of Euler–Frobenius polynomials and their zeros.     

Derivatives trading for insurers

We investigate optimal strategies for a constant absolute risk aversion (CARA) insurer to manage its business risk through not only equity investment and proportional reinsurance but also trading derivatives of the equity. We obtain the optimal strategies in closed-form and quantify the value of derivatives trading by means of certainty-equivalence. Some numerical examples and sensitivity analysis are presented to illustrate our theoretical results. Our numerical results show that, unlike standard CRRA investors, the gain from trading derivatives to a CARA insurer is small and the insurer needs to expose itself to a relatively large position to fully enjoy the gain.     

On Sharp Estimates of Even-Order Derivatives in Sobolev Spaces

Functional Analysis and Its Applications - The norms of embedding operators $$\mathring{W}^n_2[0,1]\hookrightarrow\mathring{W}^k_\infty[0,1]$$ ( $$0\leqslant k\leqslant n-1$$ ) of Sobolev spaces...     

代数体函数与其导数的唯一性

通过研究代数体函数的分担值和分支点之间的关系,得到一个关于代数体函数与其导数具有公共值的唯一性定理,将Gundersen和Mues-Steinmetz关于亚纯函数与其导数的一个唯一性定理推广到代数体函数.     

On the Derivatives of Quaternionic Functions Along Two-Dimensional Planes

In a previous paper we introduced the concept of a two-dimensional directional derivative of a quaternionic function along a two-dimensional plane. In this paper we provide a deeper analysis of its properties, as well as of its relations with hyperholomorphic functions, with holomorphic maps of two complex variables and with Cullen-regular functions. Received: October, 2007. Accepted: February, 2008.     

On Solvability of an Initial-Boundary Value Problem for a Viscoelasticity Model with Fractional Derivatives

We establish the existence and uniqueness (the latter only in the plane case) of a weak solution to an initial-boundary value problem for the system of the equations of motion of a viscoelastic fluid, namely, for the anti-Zener model whose constitutive law contains fractional derivatives. We use the approximation of this problem by a sequence of regularized Navier–Stokes systems and passage to the limit.     

亚纯函数与它们的导数的唯一性定理

本文主要得到亚纯函数与它们的ｎ阶导数分担某些值时的唯一性的一个一般性定理，推广和改进了Ｓｈｉｂａｚｋｉ．仪洪勋等人的某些结果。