A multidimensional subdiffusion model： An arbitrage-free market

<正>To capture the subdiffusive characteristics of financial markets,the subordinated process,directed by the inverse Q-stale subordinator S_α(t) for 0 <α< 1,has been employed as the model of asset prices.In this article,we introduce a multidimensional subdiffusion model that has a bond and K correlated stocks.The stock price process is a multidimensional subdiffusion process directed by the inverse Q-stable subordinator.This model describes the period of stagnation for each stock and the behavior of the dependency between multiple stocks.Moreover,we derive the multidimensional fractional backward Kolmogorov equation for the subordinated process using the Laplace transform technique.Finally, using a martingale approach,we prove that the multidimensional subdiffusion model is arbitrage-free,and also gives an arbitrage-free pricing rule for contingent claims associated with the martingale measure.     

格兰-汤普森棱镜透射光强扰动的温度效应

线偏振光正入射的情况下,格兰汤普森棱镜的透射光强随入射光方位角的变化出现周期性增强的扰动,影响了透射偏振光的质量.为了尽可能的减小扰动带来的不利影响,以保证棱镜使用过程中透射偏振光的质量,通过对不同温度下扰动因子的变化分析得到了:透射光强对入射角敏感的依赖关系.实验中,格兰汤普森棱镜的振动引起入射角在棱镜的结构角大小附近作微小变化,从而导致了透射光强的扰动,选取合适的结构角可以减小扰动.对于特定波长的入射光而言,应在允许范围内尽量减小胶合层厚度;当温度在一定范围内变化时,选取结构角为平均值温度所对应的极大值点也可以减小扰动所造成的影响.     

看谱法测定铝合金的成分元素

研究了铝合金基体和合金中铝元素的看谱分析方法.对铝合金可见光谱线的激发方法及条件进行了试验探索.讨论了分析线和比较线的选取并摄制了相应的彩色图谱.结果可用于铝合金基体和合金中铝元素的定性和半定量看谱分析工作,能满足铝合金材料牌号鉴别的需求.