标的资产服从几何分数布朗运动的期权定价

本文在M ogens B ladt和T ina H av iid R ydberg无市场假设,仅利用价格过程的实际概率的期权保险精算定价模型的基础上,得出了标的资产服从几何分数布朗运动的欧式期权定价公式,并说明了几何布朗运动是本文的一种特殊情况.     

教学研究:介绍量子力学几个基本概念——兼答《关于量子几何相位的评注》中的几个主要问题

介绍了量子绝热定理的物理含义及成立的条件，认为有关主要献（Aharonov-Anandan,Bohm，孙昌璞等）的表述是正确的，而《关于量子几何相位的评注》^[1]（以下简称《评注》）相应的表述不完全正确。在此基础上，认为这些献和教材（R.Shankar)得出的涉及Berry绝热相位的一些论述（不含Berry绝热相因子的瞬时能量本征态不满足含时Schroedinger方程等）也是正确的，而《评注》的论述与此相反。《评注》认为只有γn(C)才是Berry相位。本作则倾向于把γn（t）叫做Berry绝热相位，而把γn（C）=γn（T）-γn（0）叫做几何相位（geometric phase)^[2]。     

Kinetics and mechanism of the reactions of hexaaqua rhodium (III) with sulphur (IV) in aqueous medium

An O-bonded sulphito complex, Rh(OH₂)₅(OSO₂H)²⁺, is reversibly formed in the stoppedflow time scale when Rh(OH₂) ₆ ³⁺ and SO₂/HSO ₃ ⁻ buffer (1 <pH< 3) are allowed to react. For Rh(OH₂)₅OH₂₊+ SO₂ □ Rh(OH₂)₅(OSO₂H)²⁺ (k₁/k_-1), k₁ = (2.2 ±0.2) × 10³ dm³ mol⁻¹ s⁻¹, k₋1 = 0.58 ±0.16 s⁻¹ (25°C,I = 0.5 mol dm⁻³). The protonated O-sulphito complex is a moderate acid (K _d = 3 × 10⁻⁴ mol dm⁻³, 25°C, I= 0.5 mol dm⁻³). This complex undergoes (O, O) chelation by the bound bisulphite withk= 1.4 × 10⁻³ s⁻¹ (31°C) to Rh(OH₂)₄(O₂SO)⁺ and the chelated sulphito complex takes up another HSO ₃ ⁻ in a fast equilibrium step to yield Rh(OH₂)₃(O₂SO)(OSO₂H) which further undergoes intramolecular ligand isomerisation to the S-bonded sulphito complex: Rh(OH₂)₃(O₂SO)(OSO₂)^- → Rh(OH₂)₃(O₂SO)(SO₃)⁻ (k _iso = 3 × 10⁻⁴ s⁻¹, 31°C). A dinuclear (μ-O, O) sulphite-bridged complex, Na₄[Rh₂(μ-OH)₂(OH)₂(μ-OS(O)O)(O₂SO)(SO₃) (OH₂)]5H₂O with (O, O) chelated and S-bonded sulphites has been isolated and characterized. This complex is sparingly soluble in water and most organic solvents and very stable to acid-catalysed decomposition     

Discrete semi-stable distributions

The purpose of this paper is to introduce and study the concepts of discrete semi-stability and geometric semi-stability for distributions with support inZ ₊. We offer several properties, including characterizations, of discrete semi-stable distributions. We establish that these distributions posses the property of infinite divisibility and that their probability generating functions admit canonical representations that are analogous to those of their continuous counterparts. Properties of discrete geometric semi-stable distributions are deduced from the results obtained for discrete semi-stability. Several limit theorems are established and some examples are constructed.     

双阱结构含时量子输运的微扰论及输运方程

利用Lewis-Riesenfeld不变量理论和与不变量有关的幺正变换方法研究了双阱结构含时量子 输运的微扰论.获得了双阱内含时薛定谔方程的精确解的完备集，在此基础上，把双阱与左 右热库的相互作用作为微挠，获得了双阱结构一阶近似下的输运方程，并在绝热近似下提供 了一种用于研究量子输运过程中几何相因子(Berry相因子)的方法. 关键词： 含时量子输运 输运方程 不变量 几何相因子     

Universality and summability of trigonometric polynomials and trigonometric series

Periodica Mathematica Hungarica -     

半导体与超晶格的数学模型及其分析Ⅰ:模型

本文论及半导体与超晶格的数学模型方法的一些新近发展动态。介绍了半导体与超晶格的一些背景材料并给出了半导体宏观模型间的层次框架。超晶格中载流子传输的SHE扩散模型也被观察。     

Analysis of a Multiserver Queue with Setup Times

This paper deals with the analysis of an M/M/c queueing system with setup times. This queueing model captures the major characteristics of phenomena occurring in production when the system consists in a set of machines monitored by a single operator. We carry out an extensive analysis of the system including limiting distribution of the system state, waiting time analysis, busy period and maximum queue length. AMS subject classification: 90B22, 60K25     

A millimeter-wave geometric phase interferometer

A millimeter-wave interferometer operating purely on the geometric phase is presented. Like its optical counterpart described by Hariharan and Roy, this system uses two circular polarizers with a half-wave section in between. The geometric phase of each signal is determined by the orientation of the half-wave section.