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61.
We found that the Wigner-Yanase skew information, which has been recently proposed as a measure of coherence in Girolami (2014), can increase under a class of operations which may be interpreted as incoherent following the framework of Baumgratz et al., while being phase sensitive.  相似文献   
62.
认股权证的等价鞅测度定价模型与数值方法   总被引:13,自引:0,他引:13  
刘志强  金朝蒿 《经济数学》2004,21(2):136-140
本文对认股权证应用等价鞅测度方法进行定价 .推导出计算更自然、更简单的类似 Black- Scholes模型的认股权证定价公式 .给出了一种比较好的数值计算方法 .并讨论了认股权证在中国证券市场的发展状况 .  相似文献   
63.
We use the balance relations for the stationary in time solutions of the randomly forced 2D Navier-Stokes equations, found in [10], to study these solutions further. We show that the vorticity ξ(t,x) of a stationary solution has a finite exponential moment, and that for any the expectation of the integral of over the level-set , up to a constant factor equals the expectation of the integral of over the same set.  相似文献   
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65.
For a Hausdorff space X, let F be the hyperspace of all closed subsets of X and H a sublattice of F. Following Nogura and Shakhmatov, X is said to be H-trivial if the upper Kuratowski topology and the co-compact topology coincide on H. F-trivial spaces are the consonant spaces first introduced and studied by Dolecki, Greco and Lechicki. In this paper, we deal with K-trivial spaces and Fin-trivial space, where K and Fin are respectively the lattices of compact and of finite subsets of X. It is proved that if Ck(X) is a Baire space or more generally if X has ‘the moving off property’ of Gruenhage and Ma, then X is K-trivial. If X is countable, then Cp(X) is Baire if and only if X is Fin-trivial and all compact subsets of X are finite. As for consonant spaces, it turns out that every regular K-trivial space is a Prohorov space. This result remains true for any regular Fin-trivial space in which all compact subsets are scattered. It follows that every regular first countable space without isolated points, all compact subsets of which are countable, is Fin-nontrivial. Examples of K-trivial non-consonant spaces, of Fin-trivial K-nontrivial spaces and of countably compact Prohorov Fin-nontrivial spaces, are given. In particular, we show that all (generalized) Fréchet–Urysohn fans are K-trivial, answering a question by Nogura and Shakhmatov. Finally, we describe an example of a continuous open compact-covering mapping f :XY, where X is Prohorov and Y is not Prohorov, answering a long-standing question by Topsøe.  相似文献   
66.
Let {C i} 0 be a sequence of independent and identically distributed random variables with vales in [0, 4]. Let {X n} 0 be a sequence of random variables with values in [0, 1] defined recursively by X n+1=C n+1 X n(1–X n). It is shown here that: (i) E ln C 1<0X n0 w.p.1. (ii) E ln C 1=0X n0 in probability (iii) E ln C 1>0, E |ln(4–C 1)| such that (0, 1)=1 and is invariant for {X n}. (iv) If there exits an invariant probability measure such that {0}=0, then E ln C 1>0 and – ln(1–x) (dx)=E ln C 1. (v) E ln C 1>0, E |ln(4–C 1)|< and {X n} is Harris irreducible implies that the probability distribution of X n converges in the Cesaro sense to a unique probability distribution on (0, 1) for all X 00.  相似文献   
67.
68.
We consider orthogonal polynomials , where n is the degree of the polynomial and N is a discrete parameter. These polynomials are orthogonal with respect to a varying weight WN which depends on the parameter N and they satisfy a recurrence relation with varying recurrence coefficients which we assume to be varying monotonically as N tends to infinity. We establish the existence of the limit and link this limit to an external field for an equilibrium problem in logarithmic potential theory.  相似文献   
69.
The recent progress on non-local Lagrangian and quasi-Lagrangian structures in turbulence is reviewed. The quasi-Lagrangian structures, e.g., vortex surfaces in vis-cous flow, gas-liquid interfaces in multi-phase flow, and flame fronts in premixed combustion, can show essential Lagrangian following properties, but they are able to have topological changes in the temporal evolution. In addition, they can represent or influence the turbulent flow field. The challenges for the investigation of the non-local structures include their identification, characterization, and evolution. The improving understanding of the quasi-Lagrangian struc-tures is expected to be helpful to elucidate crucial dynamics and develop structure-based predictive models in turbulence.  相似文献   
70.
One can define in a natural way irregular 1-sets on the graphs of several fractal functions, like Takagi’s function, Weierstrass-Cellerier type functions and the typical continuous function. These irregular 1-sets can be useful during the investigation of level-sets and occupation measures of these functions. For example, we see that for Takagi’s function and for certain Weierstrass-Cellerier functions the occupation measure is singular with respect to the Lebesgue measure and for almost every level the level set is finite.  相似文献   
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