内部信息下的平方套期保值策略

建立了内部信息市场模型,提出并解决了内部信息投资者的平方最优套期保值问题.首先利用初始滤波扩张方法给出了内部信息市场中风险资产的价格动态.其次利用Ito公式和Galtchouk-Kunita-Watanabe分解给出了最优策略的显式表示.     

Modeling the terahertz radiation generation process,obtained by filtration of spectral supercontinuum,formed during propagation of femtosecond laser pulse in GaAs crystal

We present the results of theoretical studies of the process of generation of terahertz radiation arising via interaction of few-cycle laser pulses propagating in an isotropic nonlinear medium. Numerical time-integration, by the finite-difference method, of the system of nonlinear Maxwell equations has been performed. We consider the interaction of mutually-orthogonal linearly polarized pulses, both having the central wavelength of 1.98 μm, durations of 30 fs, and the energies of 30 nJ, propagating along the normal to the 〈110〉 plane in a 1 mm-thickness GaAs crystal. In the nonlinear part of the medium polarization the without-inertia nonlinear second-order susceptibility is taken into account. The process of formation of a terahertz pulse arising via spectral filtration of supercontinuum formed in the spectra of pump pulses at the output of nonlinear crystal is studied. The dependences of both the current frequency of the pump pulses on time for different lengths of nonlinear crystal and of pump pulse durations on the crystal length are obtained. Also the dependences of the current frequency of the terahertz pulse on time at different crystal lengths, as well as of the efficiency of generation of terahertz radiation on the length of nonlinear crystal and on the energy of pump pulses are obtained.     

Some Weyl modules and cohomology for algebraic groups

Abstract

In this article, we give a generalization of O’Halloran’s theorem that gives rise to families of Weyl modules with simple radicals. This generalization is then applied to simply connected, semisimple algebraic groups of types B, C, and D. We also construct families of Weyl modules with formal characters of length 4, and compute the extensions and cohomology of simple modules associated with these Weyl modules.     

Prime Filtrations and Primary Decompositions of Modules

We give a new characterization for prime filtrations of an R-module M in terms of primary decomposition of the zero submodule of M. Using this characterization we prove that some classes of monomial ideals like generic and cogeneric monomial ideals are clean, pretty clean, or almost clean.     

Skew-Hadamard Matrices and the Smith Normal Form

We show that the Smith normal form of every skew-Hadamard matrix of order 4m is diag[1,2,...,2, 2m,...,2m,4m]     

Filtration, automorphisms, and classification of infinite-dimensional odd contact superalgebras

The principal filtration of the infinite-dimensional odd contact Lie superalgebra over a field of characteristic p>2 is proved to be invariant under the automorphism group by investigating ad-nilpotent elements and determining certain invariants such as subalgebras generated by some ad-nilpotent elements. Then, it is proved that two automorphisms coincide if and only if they coincide on the -1 component with respect to the principal grading. Finally, all the odd contact superalgebras are classified up to isomorphisms.     

Algebras without noetherian filtrations

We provide examples of finitely generated noetherian PI algebras for which there is no finite dimensional filtration with a noetherian associated graded ring; thus we answer negatively a question of Lorenz (1988).

     

Adams Operations for Bivariant K-Theory and a Filtration Using Projective Lines

We establish the existence of Adams operations on the members of a filtration of K-theory which is defined using products of projective lines. We also show that this filtration induces the gamma filtration on the rational K-groups of a smooth variety over a field of characteristic zero.     

Membrane-Based Point-Of-Use Water Treatment (PoUWT) System in Emergency Situations

During emergency situations, effective and quick reactions are vital in order to supply safe and unpolluted drinking water within approved guidelines Point-of-use water treatment (PoUWT) system, for instance, portable membrane-based water treatment devices, could help affected people to survive while waiting for aids to arrive. In the context of portable membrane-based water purification devices, it is also found that most literature does not mention particle depositions and interactions, and membrane fouling mechanisms that might occur in these devices. The latter is especially important if the device is for private use for certain type of contaminant. It is found that the information available in the literature is mostly based on the performance of devices in terms of the following: bacteria/viruses/particles removal, cost efficiency including maintenance and repair, capacity and flow rate of permeate and producing company. These are discussed briefly as well.