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991.
In a factorial domain, every nonzero element has only finitely many prime divisors. We study integral domains having nonzero elements with infinitely many prime divisors. 相似文献
992.
François Couchot 《代数通讯》2013,41(9):2693-2697
It is proved that if R is a valuation domain with maximal ideal P and if R L is countably generated for each prime ideal L, then R R is separable if and only R J is maximal, where J = ∩ n∈? P n . 相似文献
993.
994.
Majid M. Ali 《代数通讯》2013,41(1):142-164
An integral domain R is a generalized GCD (GGCD) domain if the semigroup of invertible ideals of R is closed under intersection. In this article we extend the definition of PF-prime ideals to GGCD domains and develop a theory of these ideals which allows us to characterize Prüfer and π -domains among GGCD domains. We also introduce the concept of generalized GCD modules as a natural generalization of GGCD domains to the module case. An R-module M is a GGCD module if the set of invertible submodules of M is closed under intersection. We show that an integral domain R is a GGCD domain if and only if a faithful multiplication R-module M is a GGCD module. Various properties and characterizations of faithful multiplication GGCD modules over integral domains are considered and consequently, necessary and sufficient conditions for a ring R(M), the idealization of M, to be a GGCD ring are given. 相似文献
995.
This paper studies the optimal consumption–investment–reinsurance problem for an insurer with a general discount function and exponential utility function in a non-Markovian model. The appreciation rate and volatility of the stock, the premium rate and volatility of the risk process of the insurer are assumed to be adapted stochastic processes, while the interest rate is assumed to be deterministic. The object is to maximize the utility of intertemporal consumption and terminal wealth. By the method of multi-person differential game, we show that the time-consistent equilibrium strategy and the corresponding equilibrium value function can be characterized by the unique solutions of a BSDE and an integral equation. Under appropriate conditions, we show that this integral equation admits a unique solution. Furthermore, we compare the time-consistent equilibrium strategies with the optimal strategy for exponential discount function, and with the strategies for naive insurers in two special cases. 相似文献
996.
We consider inverse obstacle scattering problems for the wave equation with Robin or Neumann boundary conditions. The problem of reconstructing the geometry of such obstacles from measurements of scattered waves in the time domain is tackled using a time domain linear sampling method. This imaging technique yields a picture of the scatterer by solving a linear operator equation involving the measured data for many right-hand sides given by singular solutions to the wave equation. We analyse this algorithm for causal and smooth impulse shapes, we discuss the effect of different choices of the singular solutions used in the algorithm, and finally we propose a fast FFT-based implementation. 相似文献
997.
We give a Gröbner basis for the ideal of 2-minors of a 2 × n utiatrix of linear forms. The minimal free resolution of such an ideal is obtained in [4] when the corresponding Kronecker-Weierstrass normal form has no iiilpotent blocks. For the general case, using this result, the Grobner basis and the Eliahou-Kervaire resolution for stable monomial ideals, we obtain a free resolution with the expected regularity. For a specialization of the defining ideal of ordinary pinch points, as a special case of these ideals, we provide a minimal free resolution explicitly in terms of certain Koszul complex. 相似文献
998.
The Cushing–Henson conjectures on time scales are presented and verified. The central part of these conjectures asserts that based on a model using the dynamic Beverton–Holt equation, a periodic environment is deleterious for the population. The proof technique is as follows. First, the Beverton–Holt equation is identified as a logistic dynamic equation. The usual substitution transforms this equation into a linear equation. Then the proof is completed using a recently established dynamic version of the generalized Jensen inequality. 相似文献
999.
1000.
This paper introduces new money-weighted metrics for investment performance analysis, based on arithmetic means of holding period rates weighted by the investment’s market values. This approach generates rates of return which measure a fund’s or portfolio’s performance and a fund manager’s performance. It also enables to show that the Internal Rate of Return (IRR) is a weighted mean of holding period rates associated with interim values which differ from market values, so that value additivity is violated. The manager’s Arithmetic Internal Rate of Return (AIRR) is shown to be the true period equivalent of the cumulative Time Weighted Rate of Return (TWRR), whereas the period TWRR (a geometric return) provides a different ranking. The method is easily generalized for coping with varying benchmark rates. We also cope with the practical problem of estimating interim values whenever they are not available. 相似文献