Hurst指数属于(1/3,1/2)的分数模型的期权定价

本文建立了由一类分数Brown运动驱动的新的随机微分方程模型,当基础资产价格运动服从该随机微分方程时,推导出了欧式期权的解析公式.     

一类传染病模型

利用稳定性理论和齐次向量场的性质对一类传染病模型的一般情形进行研究,通过对R2中相应系统的平衡点的存在性和稳定性的分析,得出该类传染病持续生存和最终消亡的阈值,而且它与治愈者的死亡率以及治愈者向易感者的转化率无关.     

非高斯噪声对惯性棘轮中粒子负迁移率的影响

利用随机模拟方法研究了惯性棘轮中非高斯噪声对负迁移率的影响. 分别模拟了绝对负迁移率(ANM), 非线性迁移率(NNM) 和负微分迁移率(NDM) 等三种反常输运现象. 计算结果表明: 1) 在不同的参数空间里, 非高斯噪声参数q 能够增强或者削弱ANM, 诱导NNM 和NDM; 2) 当q 较大时, 反常输运现象转化为正常输运; 3) 随着q 逐渐增大, 平均速度- 关联时间特性曲线朝着关联时间较小的方向移动并且其峰值逐渐减小. 关键词： 反常输运 负迁移率 非高斯噪声     

STUDY OF OPTICAL PUMPING OF ALKALI ATOMIC BEAM IN STRONG MAGNETIC FIELDS

We have gained a very comprehensive set of results for infrared diffraction (10.6μm wavelength) from fabricated single grooves of reflection with widths in the range of 5μm to 65μm. The experimental results show that the diffraction can still occur when the groove width becomes comparable to or less than the wavelength of the probing light. Variations of the diffraction intensities have a very regular sinusoidal relationship with the polarization angle of the incident light; and the diffraction intensities are the when the incident light is TM polarized. However, the diffraction intensities will be a minimum when the incident light is TE polarized; and the biger the diffraction angle, the higher the rate of change of the diffractive intensity with increasing polarization angle of the incident light.     

左截断数据中的Fisher信息量

本文研究左截断数据(U,V)含θ的Fisher信息量,并给出了基于分布和失效率表示的两个表达式.特别在Koziol-Green模型下研究左截断观测数据(U,V)含θ的Fisher信息量与完全数据X含θ的Fisher信息量的关系,得出在该模型下左截断观测数据(U,V)含θ的Fisher信息量不仅未损失,反而增加的结论.     

氢链系统中的非线性问题

考虑氢原子之间的非谐相互作用,分别用代数方法和变分法求得氢链系统中扭结与反扭结孤波解,解的特点是在非谐项的影响下,正孤波与反孤波不再对称,从而解释了实验中观察到的冰分子中L缺陷和D缺陷的对称性破缺现象,进一步的计算表明,由于非谐项的存在,正孤波与反孤波携带的能量也失去对称性,且代数方法和变分法给出一致的结果.     

A New Route for Preparation of β-TCP/PLLA Composite

Bone tissue engineering offers a promising route to repair and replace damaged or diseased tissues in the cases including trauma, congenital and degenerative diseases, cancer, and so on. Polylactic acid(PLLA)-based materials showing bioresorbability are u…     

Finite attraction for nonlinear uncertain mechanical systems

This paper deals with the robust control problem for uncertainnonlinear mechanical systems with ideal and holonomic constraints.A robust control law having the form of state feedback is obtained.The control law consists of two parts: the first one is a nominalcontrol law which affects the behaviour of the nominal dynamicsfor the considered mechanical system; the second one is a learningcontrol law which reduces the influence of uncertainties onthe stability of the mechanical system. Under the action ofthe robust control law, the closed-loop system for the uncertainmechanical system reaches a region specified a short time inadvance.     

从3ω0／2,2ω0谐波观察X光激光等离子体状态

本文简单介绍了在Ｘ光激光实验中，用３ω０／２，２ω０谐波散射时间谱来观察Ｘ光激光等离子体密度时间特性。实验中观察到薄膜锗靶和厚猪明显不同的３ω０／２谐波时间特性，在厚锗靶中观察到Ｘ光激光的产生与３ω０／２，２ω０谐波的发存在着密切的关系。     

基于鞅方法的分数Brown运动模型的期权定价

本文利用基础资产价格过程的逼近过程,研究了一类Hurst指数属于(1/2,1)的分数Brown.运动模型,通过逼近过程的鞅性,获得了FBM市场的等价鞅测度通过鞅测度变换获得了FBM下的期权定价控制方程和欧式期权的解析公式,改进了部分已有的结果.