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61.
Alejandro Balbs Raquel Balbs Silvia Mayoral 《Mathematical and Computer Modelling》2007,45(11-12):1308-1318
The first Fundamental Theorem of Asset Pricing establishes the equivalence between the absence of arbitrage in financial markets and the existence of Equivalent Martingale Measures, if appropriate conditions hold. Since the theorem may fail when dealing with infinitely many trading dates, this paper draws on the A.A. Lyapunov Theorem in order to retrieve the equivalence for complete markets such that the Sharpe Ratio is adequately bounded. 相似文献
62.
In the field of research on soluble conducting polymers, the poly(o-alkylanilines) are very interesting because we can expect them to give more soluble polymers and new properties. Like poly(o-propylaniline) (POP), which is more soluble than polyaniline (PANi), poly(o-hexylaniline) (POH) appears to be more soluble in organic solvents than POP because of the longer alkyl groups in the 2-position. The higher solubility confers better processability on this new polymer, and because of this solubility, an NMR study in solution became possible.The nitration of hexylbenzene and the reduction of the resulting product to o-hexylaniline were performed according to the literature. The chemical polymerization was easy and it is possible to produce this polymer in large quantities.The polymerization carried out in anhydrous NH4F, 2.35 HF medium and in 5 M perchloric acid gave a polymer with almost quantitative yield. The electrochemical behaviour of POH displayed faster electron transfers than PANi in organic solvents, depending on the acido-basicity level of the aqueous solutions. Unlike PANi, fractal growth was not observed. 相似文献
63.
General limit theorems are established for l~p-valued Gaussian random fields indexed by a multidimensional parameter,which contain both almost sure moduli of continuity and limits of large increments for the l~p-valued Gaussian random fields under(?)explicit conditions. 相似文献
64.
Marta Gimnez-Pedrs Ali Aghmiz Carmen Claver Anna M. Masdeu-Bult Denis Sinou 《Journal of molecular catalysis. A, Chemical》2003,200(1-2):157-163
High linear alkenes (1-octene and 1-decene) have been hydroformylated using water-soluble rhodium complexes associated with sulfonated diphosphines in the presence of ionic surfactants or methanol. In all cases, the hydroformylation activities were higher than in experiments without additives. The selectivity in aldehydes was higher when we used cetyltrimethylammonium hydrogensulfate (CTAHSO4) as the surfactant or methanol as the co-solvent. 相似文献
65.
66.
Jesús de la Cal Javier Cárcamo 《Journal of Mathematical Analysis and Applications》2007,334(2):1106-1115
As a consequence of Jensen's inequality, centered operators of probabilistic type (also called Bernstein-type operators) approximate convex functions from above. Starting from this fact, we consider several pairs of classical operators and determine, in each case, which one is better to approximate convex functions. In almost all the discussed examples, the conclusion follows from a simple argument concerning composition of operators. However, when comparing Szász-Mirakyan operators with Bernstein operators over the positive semi-axis, the result is derived from the convex ordering of the involved probability distributions. Analogous results for non-centered operators are also considered. 相似文献
67.
Generators of some Ramanujan formulas 总被引:2,自引:0,他引:2
Jesús Guillera 《The Ramanujan Journal》2006,11(1):41-48
In this paper we prove some Ramanujan type formulas for 1/π but without using the theory of modular forms. Instead we use
the WZ—method created by H. Wilf and D. Zeilberger and find some hypergeometric functions in two variables which are second
components of WZ—pairs than can be certified using Zeilberger's EKHAD package. These certificates have an additional property
which allows us to get generalized Ramanujan's type series which are routinely proven by computer. We call these second hypergeometric
components of the WZ—pairs generators. Finding generators seems a hard task but using a kind of experimental research (explained
below), we have succeeded in finding some of them. Unfortunately we have not found yet generators for the most impressive
Ramanujan's formulas. We also prove some interesting binomial sums for the constant 1/π2. Finally we rewrite many of the obtained series using pochhammer symbols and study the rate of convergence.
2000 Mathematics Subject Classification Primary—33C20 相似文献
68.
The paper presents two results. The first one provides separate conditions for the upper and lower estimates of the distribution of the time of exit from balls of a random walk on a weighted graph. The main result of the paper is that the lower estimate follows from the elliptic Harnack inequality. The second result is an off-diagonal lower bound for the transition probability of the random walk. 相似文献
69.
Bruno Després 《Comptes Rendus Mathematique》2006,342(1):73-78
We describe a Weak Rankine Hugoniot relation for constrained discontinuous solutions of conservation laws. The constraint is convex in the primitive variable. Various examples show the potential interest of this approach. To cite this article: B. Després, C. R. Acad. Sci. Paris, Ser. I 342 (2006). 相似文献
70.
S. Joblot Y. Cordier F. Semond S. Chenot P. Venngus O. Tottereau P. Lorenzini J. Massies 《Superlattices and Microstructures》2006,40(4-6):295
We report the realization of an AlGaN/GaN HEMT on silicon (001) substrate with noticeably better transport and electrical characteristics than previously reported. The heterostructure has been grown by molecular beam epitaxy. The 2D electron gas formed at the AlGaN/GaN interface exhibits a sheet carrier density of 8×1012 cm−2 and a Hall mobility of 1800 cm2/V s at room temperature. High electron mobility transistors with a gate length of 4 μm have been processed and DC characteristics have been achieved. A maximum drain current of more than 500 mA/mm and a transconductance gm of 120 mS/mm have been obtained. These results are promising and open the way for making efficient AlGaN/GaN HEMT devices on Si(001). 相似文献