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101.
102.
103.
Jun Sekine 《Applied Mathematics and Optimization》2006,54(2):131-158
The dual optimization problem for the exponential hedging problem is addressed with a cone constraint. Without boundedness
conditions on the terminal payoff and the drift of the Ito-type controlled process, the backward stochastic differential equation,
which has a quadratic growth term in the drift, is derived as a necessary and sufficient condition for optimality via a variational
method and dynamic programming. Further, solvable situations are given, in which the value and the optimizer are expressed
in closed forms with the help of the Clark-Haussmann-Ocone formula. 相似文献
104.
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106.
Ping-xing Chen Jian-ming Cai Zheng-wei Zhou Guang-can Guo 《量子光学学报》2006,12(B08):72-73
The second law of thermodynamics is one of the most fundamental and for-reaching laws of physics. It teaches us that when a closed system undergoes a thermodynamic process the entropy of the system never decreases; it increases, or at least remains constant. If the entropy increases the thermodynamic process is irreversible, otherwise it is reversible. Only ideal thermal process is reversible. In classical world a great number of facts have proved the second law is true. But in quantum world since the quantum coherence and correlations exist we are not sure the second law is still true, at least in principle. This is because that: 1. on the microscopic level the irreversibility is conflict with the reversibility of all fundamental physical laws ; 2. there are not enough evidences to show it is true in quantum world. 相似文献
107.
35Cl NQR as well as heat capacity measurements of [(PyO)H][AuCl4] and its deuterated analog [(PyO)D][AuCl4] revealed successive phase transitions at 70.5 and 62.5 K, and at 71 and 63 K, respectively. The NQR frequency varied continuously through the upper transition point while discontinuously through the lower transition point. In the intermediate-temperature phase a remarkable decrease in the signal intensity was observed. These NQR observations as well as the feature of the heat capacity anomaly in which a broad peak is succeeded by a sharp peak with decreasing temperature suggest a possibility of normal-incommensurate-commensurate phase sequence. 相似文献
108.
本文利用武汉电离层观象台的加密频高图和三站Doppler图记录及新近提出的短波扰动反演方法,分析了1985年全球大气重力波联测(WAGS)期间10月18日这天白天的重力波扰动,发现在该日扰动中有两列不同形态的波列分别属于中尺度的内重力波和大尺度的导制重力波。本文还进一步估算了这两列重力波的水平传播参量,深入分析了它们的频谱结构的高度变化特征,发现了重力波功率谱谱峰的分裂和偏移等重要现象。本文结果表明,新的反演方法使电离层无线电汉诊断的简易短波实验系统,也能成为探测和研究重力波一类大尺度电离层动力过程的有效手段。 相似文献
109.
Let ? be a primitive substitution on a two-letter alphabet {a,b} having two fixed points ξa and ξb. We show that the substitution ? is invertible if and only if one has ξa=abξ and ξb=baξ. To cite this article: Z.-X. Wen et al., C. R. Acad. Sci. Paris, Ser. I 334 (2002) 727–731. 相似文献
110.
Some Results behind Dividend Problems 总被引:1,自引:0,他引:1
Ming Zhou Li Wei Jun-yi Guo 《应用数学学报(英文版)》2006,22(4):681-686
We consider the basic dividend problem of the compound Poisson model with constant barrierstrategy.Some results concealed behind the dividend problem are made explicit in the present work.Differentmethods and some of which are firstly given in this paper.All these results presented certain direct relationshipbetween some important actuary variables in classical risk theory is also revealed. 相似文献