屏蔽数据情形下几何平均亚式期权定价模型

通常情况下,前人的工作都是连续情形下的结论,假定股票价格部分信息被屏蔽,只在有限的时刻点上股票价格是明确已知的.在此假设之下,尝试考虑几何平均型亚式期权定价问题.利用拟-鞅的方法,建立了分数布朗运动环境下亚式期权定价模型,获得了离散情形几何加权平均亚式期权价格的解析表达式.     

围长至少为4的平面图的邻点可区别边色数

图G的邻点可区别边染色是G的正常边染色,使得每一对相邻顶点有不同的颜色集合．G的邻点可区别边色数X＇a（G）是使得G有一个k-邻点可区别边染色的最小正整数七．本文证明了：若G是围长至少为4且最大度至少为6的平面图,则X＇a（G）≤△＋2．     

Comparison Inequalities for One Sided Normal Probabilities

Several sharp upper and lower bounds for the ratio of two normal probabilities $\mathbb{P}\Biggl(\,\bigcap_{i=1}^{n}\bigl\{\xi^{(1)}_i\leq \mu_i\bigr\}\Biggr)\Big/\mathbb{P}\Biggl(\,\bigcap_{i=1}^{n}\bigl\{\xi^{(0)}_i\leq \mu_i\bigr\}\Biggr)$ are given in this paper for various cases, where (ξ ₁ ⁽⁰⁾ ,ξ ₂ ⁽⁰⁾ ,…,ξ _n ⁽⁰⁾ ) and (ξ ₁ ⁽¹⁾ ,ξ ₂ ⁽¹⁾ , …,ξ _n ⁽¹⁾ ) are standard normal random variables with covariance matrices R ⁰=(r _ij ⁰ ) and R ¹=(r _ij ¹ ), respectively.     

The permanence and global attractivity of a Kolmogorov system with feedback controls

In this paper, we study the permanence and global asymptotic behavior for a Kolmogorov system with feedback controls. By means of lower and upper averages of a function, the average conditions for permanence, global attractivity and extinction of this system are established respectively. The corresponding results given by Chen in [F. Chen, The permanence and global attractivity of Lotka–Volterra competition system with feedback controls, Nonlinear Anal. 7 (2006) 133–143] and Zhao in [J.D. Zhao, J.F. Jiang, A.C. Lazer, The permanence and global attractivity in a nonautonomous Lotka–Volterra system, Nonlinear Anal. Real World Appl. 5 (2004) 265–276] are extended and improved.     

Equilibrium threshold strategies in observable queueing systems under single vacation policy

This paper studies the equilibrium behavior of customers in continuous/discrete time queueing systems under single vacation policy. In the single vacation queueing system, the server can only take exactly one vacation when no customers exist in the system. This scheme is more practical under many specific circumstances. Based on the reward–cost structure, equilibrium behavior is considered in the fully observable and almost observable cases. The threshold strategies in equilibrium are obtained and the stationary system behavior is analyzed under the corresponding strategies. Finally, we illustrate the effect of the information level as well as several parameters on the equilibrium thresholds and social benefits via numerical experiments. The research results could instruct the customers to take optimal strategies and provide the managers with reference information on the pricing problem in the queueing system.     

高强混凝土弯压极限应变试验研究与计算

由于混凝土材料理化特性的差异,高强混凝土的弯压极限应变明显地小于普通混凝土,依据试验结果分析了高强混凝土的弯压极限应变变化规律,并给出了它的计算公式.     

一类非线性变分包含问题解的存在性和迭代逼近问题

研究了实自反Banach空间中一类具有L ipsch itz条件的强增生型变分包含解的存在性、唯一性及其具有混合误差项的M ann迭代程序的收敛性问题.另一方面,一个相关结果,讨论了一类强增生型变分不等式解的存在性和带有混合误差项的M ann迭代序列的收敛性.结果改进和推广了张石生,曾六川等人的相应结果.     

现代优化计算方法在蛋白质结构预测中的应用

现代优化计算方法在蛋白质结构预测中占有重要地位.简要地介绍了模拟退火算法,遗传算法,人工神经网络和图论算法在蛋白质结构预测中的应用.对国内外近年来应用这些算法,特别是在蛋白质构象搜索问题中,解决蛋白质结构预测的研究作了回顾,并分析、比较了这几种算法的效果和特点.