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151.
152.
153.
Jose Manuel Corcuera Joao Guerra David Nualart Wim Schoutens 《Applied Mathematics and Optimization》2006,53(3):279-309
In this paper we consider the optimal investment problem in a market where the stock price process is modeled by a geometric
Levy process (taking into account jumps).
Except for the geometric Brownian model and the geometric Poissonian model, the
resulting models are incomplete and there are many equivalent martingale measures.
However, the model can be completed by the so-called power-jump assets. By doing this we allow investment in these new assets
and we can try to maximize the expected utility of these portfolios. As particular cases we obtain the optimal portfolios
based in stocks
and bonds, showing that the new assets are superfluous for certain martingale measures
that depend on the utility function we use. 相似文献
154.
155.
Elizabeth Wulcan 《Arkiv f?r Matematik》2007,45(1):157-178
With a given holomorphic section of a Hermitian vector bundle, one can associate a residue current by means of Cauchy–Fantappiè–Leray
type formulas. In this paper we define products of such residue currents. We prove that, in the case of a complete intersection,
the product of the residue currents of a tuple of sections coincides with the residue current of the direct sum of the sections. 相似文献
156.
Liang-gen Hu 《应用数学学报(英文版)》2007,23(2):281-288
In this paper,we will establish several strong convergence theorems for the approximation ofcommon fixed points of r-strictly asymptotically pseudocontractive mappings in uniformly convex Banachspaces using the modiied implicit iteration sequence with errors,and prove the necessary and sufficient conditionsfor the convergence of the sequence.Our results generalize,extend and improve the recent work,in thistopic. 相似文献
157.
Daniel Maerten 《Annals of Global Analysis and Geometry》2007,32(4):391-414
We prove a Penrose-like inequality for the mass of a large class of constant mean curvature (CMC) asymptotically flat n-dimensional spin manifolds which satisfy the dominant energy condition and have a future converging, or past converging compact
and connected boundary of non-positive mean curvature and of positive Yamabe invariant. We prove that for every n ≥ 3 the mass is bounded from below by an expression involving the norm of the linear momentum, the volume of the boundary,
dimensionless geometric constants and some normalized Sobolev ratio. 相似文献
158.
In cricket, a rain-affected pitch can make batting more difficult than normal. Several other conditions such as poor light or an initially lively pitch, may also result in difficulties for the batsmen. In this note, we refer to all of them as ‘sticky wickets’. On sticky wickets, lower order batsmen are often sent into ‘hold the fort’ until conditions improve. In this paper, a stochastic dynamic programming model is used to examine the appropriateness of this policy. The model suggests that the tactic is often optimal when the sticky wicket persists until the end of the day's play, but not often when the sticky wicket is transitory. In some circumstances, it is worthwhile, on a normal wicket near the end of the day, to send in a lower order batsman to hold the fort (a night watchman): when the wicket is sticky, this tactic is even more worthwhile. 相似文献
159.
160.
Ben-Yuan Gu Yao Lu Tzong-Jer Yang 《The European Physical Journal B - Condensed Matter and Complex Systems》2002,26(4):493-502
We present numerical investigations of the transmission properties of electrons in a normal quantum wire tangentially attached
to a superconductor ring threaded by magnetic flux. A point scatterer with a δ -function potential is placed at node to model
scattering effect. We find that the transmission characteristics of electrons in this structure strongly depend on the normal
or superconducting state of the ring. The transmission probability as a function of the energy of incident electrons, in the
case of a superconductor ring threaded by one quantum magnetic flux, emerges one deep dip, imposed upon the first broad bump
in spectrum. This intrinsic conductance dip originates from the superconductor state of the ring. When increasing the magnetic
flux from one quantum magnetic flux to two, the spectrum shifts toward higher energy region in the whole. This conductance
dip accordingly shifts and appears in the second bump. In the presence of a point-scatterer at the node, the spectrum is substantially
modified. Based on the condition of the formation of the standing wave functions in the ring and the broken of the time-reserve
symmetry of Schr?dinger equation after switching magnetic flux, the characteristics of transmission of electrons in this structure
can be well understood.
Received 6 November 2001 相似文献