条件风险下的两基金分离定理

鉴于条件风险价值CVaR具有风险度量的合理性以及两基金分离定理对证券投资的重要意义,以CVaR作为风险度量研究两基金分离定理.在组合收益率服从正态分布的假设下,分别就投资组合含有或没有无风险资产的情形提出并证明了两基金分离定理;放开方差-协方差矩阵为非奇异这一通常假设,证明了CVaR风险度量下的两基金分离定理依然成立.     

非齐次树上马氏链的若干强偏差定理

通过构造适当的非负鞅,将Doob鞅收敛定理应用于几乎处处收敛的研究,给出了一类非齐次树上马氏链场加权和滑动平均的若干强偏差定理.     

Standing waves for 4‐superlinear Schrödinger‐Kirchhoff equations

We consider standing waves for 4‐superlinear Schrödinger–Kirchhoff equations in with potential indefinite in sign. The nonlinearity considered in this study satisfies a condition that is much weaker than the classical Ambrosetti–Rabinowitz condition. We obtain a nontrivial solution and, in the case of odd nonlinearity, an unbounded sequence of solutions via the Morse theory and the fountain theorem, respectively. Copyright © 2014 John Wiley & Sons, Ltd.     

Infinitely many homoclinic orbits for a class of second‐order damped differential equations

We investigate the existence and multiplicity of homoclinic orbits for the second‐order damped differential equations For Equation 1 where L(t) and W(t,u) are neither autonomous nor periodic in t. Under certain assumptions on g, L, and W, we get infinitely many homoclinic orbits for superquadratic, subquadratic and concave–convex nonlinearities cases by using fountain theorem and dual fountain theorem in critical point theory. These results generalize and improve some existing results in the literature. Copyright © 2015 JohnWiley & Sons, Ltd.     

Implementation of Kohn's theorem for the ellipsoidal quantum dot in the presence of external magnetic field

An electron gas in a strongly oblated ellipsoidal quantum dot with impenetrable walls in the presence of external magnetic field is considered. Influence of the walls of the quantum dot is assumed to be so strong in the direction of the minor axis (the OZ axis) that the Coulomb interaction between electrons in this direction can be neglected and considered as two-dimensional. On the basis of geometric adiabaticity we show that in the case of a few-particle gas a powerful repulsive potential of the quantum dot walls has a parabolic form and localizes the gas in the geometric center of the structure. Due to this fact, conditions occur to implement the generalized Kohn theorem for this system. The parabolic confinement potential depends on the geometry of the ellipsoid, which allows, together with the magnetic field to control resonance frequencies of transitions by changing the geometric dimensions of the QD.     

Non-integrability vs. integrability in pentagram maps

We revisit recent results on integrable cases for higher-dimensional generalizations of the 2D pentagram map: short-diagonal, dented, deep-dented, and corrugated versions, and define a universal class of pentagram maps, which are proved to possess projective duality. We show that in many cases the pentagram map cannot be included into integrable flows as a time-one map, and discuss how the corresponding notion of discrete integrability can be extended to include jumps between invariant tori. We also present a numerical evidence that certain generalizations of the integrable 2D pentagram map are non-integrable and present a conjecture for a necessary condition of their discrete integrability.     

Joint distributions of random sets and their relation to copulas

Random sets are set-valued random variables. They have been applied in various fields like stochastic geometry, statistics, economics, engineering or computer science, and are often used for modeling uncertainty. In an earlier paper the author has defined joint capacity and joint containment functionals which are multivariate set functions describing the joint distribution of random sets. This paper is concerned with the question how copulas can be used to describe or model the dependence of random sets. It is demonstrated that a joint containment functional can be related to its margins by a family of copulas. Furthermore, the paper provides a first insight how copulas can be used to define joint containment functionals.     

四元数广义奇异值分解及其应用

This paper derives a theorem of generalized singular value decomposition of quaternion matrices(QGSVD),studies the solution of general quaternion matrix equation AXB-CYD=E,and obtains quaternionic Roth's theorem.This paper also suggestssufficient and necessary conditions for the existence and uniqueness of solutions and explicit forms of the solutions of the equation.     

基于拟相对内部集值优化问题弱有效元的最优性条件

本文研究了基于拟相对内部的非凸集值优化问题弱有效元的最优性条件.首先,讨论了弱有效元与线性子空间之间的关系,利用涉及拟相对内部的凸集分离定理,获得了弱有效元的最优性条件.其次,给出了基于拟相对内部弱有效元的Lagrange乘子定理.