Bond pricing under a Markovian regime-switching jump-augmented Vasicek model via stochastic flows

In this article, we shall explore the state of art of stochastic flows to derive an exponential affine form of the bond price when the short rate process is governed by a Markovian regime-switching jump-diffusion version of the Vasicek model. We provide the flexibility that the market parameters, including the mean-reversion level, the volatility rate and the intensity of the jump component switch over time according to a continuous-time, finite-state Markov chain. The states of the chain may be interpreted as different states of an economy or different stages of a business cycle. We shall provide a representation for the exponential affine form of the bond price in terms of fundamental matrix solutions of linear matrix differential equations.     

4,5-二氮杂芴-9-酮2-萘甲酰腙(HL)及其配合物PbL_2的NMR研究(英文)

本文报道了 4 ,5 二氮杂芴 9 酮 2 萘甲酰腙 (HL)及其配合物PbL2 的合成及其1H和1H 1HCOSYNMR表征 .在PbL2 中配体以烯醇式配位 ;由于受到亚胺氮孤对电子的屏蔽 ,二氮杂芴环上的质子具有不等价性     

Legendre Transformation for Regularizable Lagrangians in Field Theory

Hamilton equations based not only upon the Poincaré–Cartan equivalent of a first-order Lagrangian, but also upon its Lepagean equivalent are investigated. Lagrangians which are singular within the Hamilton–De Donder theory, but regularizable in this generalized sense are studied. Legendre transformation for regularizable Lagrangians is proposed and Hamilton equations, equivalent with the Euler–Lagrange equations, are found. It is shown that all Lagrangians affine or quadratic in the first derivatives of the field variables are regularizable. The Dirac field and the electromagnetic field are discussed in detail.     

不变性在线性代数中应用两例

本文介绍数学中“不变性”思想，讨论了线性代数中某种条件下秩数不变、特征多项式、特征值不变；对称性、半正定、正定性不变；以及度量性不变．以初等变换为首要方法，解决线性代数中一类重要问题．阐述了矩阵或线性方程组线性变换的本质     

FORM INVARIANCE OF APPELL EQUATIONS

The form invariance of Appell equations of holonomic mechanical systems under the infinitesimal transformations of groups is studied. The definition and the criterion of the form invariance of Appell equations are given. This form invariance can lead to a conserved quantity under certain conditions.     

Measure change techniques in optimal control

Fully and partially observed stochastic control of systems with nonlinear dynamics and terminal and running costs are considered. Measure changes are introduced which allow both state and observation dynamics to be thought of as linear. In the case when the terms of the cost have a special form the measure change transformation “cancels out” the nonlinearities and changes the original nonlinear problem into a classical LQG one and standard results can be applied. We also consider unnormalized conditional densities of the whole path as state variables and obtain dynamic programming and verification results. R. J. Elliott wishes to acknowledge support of the Natural Sciences and Engineering Research Council of Canada, Grant A7964.     

On the computation of the Smith normal form of compound matrices

Compound matrices are encountered in many fields such as Matrix Theory, Systems Theory, Control Theory, etc. In the present paper we develop an efficient algorithm computing the Smith normal form of compound matrices. This algorithm is based on a new theorem establishing an equivalence relation between the Smith normal form of the compounds of a given matrix and the compounds of the Smith normal form of the given matrix. This revised version was published online in June 2006 with corrections to the Cover Date.     

一个基本的Hilbert型不等式

本文研究了一个新的、基本的不含参量的Hilbert型不等式.应用改进的Euler-Maclaurin求和公式以估算权系数,证明了其常数系数为最佳值以及此不等式的等价式.     

$\delta$-拼挤流形中的2-调和子流形

We study biharmonic submanifolds in δ-pinched Riemannian manifolds, and obtain some sufficient conditions for biharmonic submanifolds to be minimal ones.     

EOL and ETOL array languages

In this paper we study the families of ETOL and EOL array languages. Standard forms for ETOL and EOL array systems are defined and closure properties of the families are studied. Relations of these families with other developmental array languages and other array languages are studied.