线性分式规划最优解集的求法

本文使用多面集的表示定理，导出了线性分式规划最优解集的结构，并给出确定全部最优解的计算步骤。     

若干图类的邻强边染色

研究了若干图类的邻强边染色 .利用在图中添加辅助点和边的方法 ,构造性的证明了对于完全图 Kn和路 Lm 的笛卡尔积图 Kn× Lm,有χ′as(Kn× Lm) =△ (Kn× Lm) +1 ,其中△ (Kn× Lm)和χ′as(Kn× Lm)分别表示图 Kn× Lm的最大度和邻强边色数 .同理验证了 n阶完全图 Kn的广义图 K(n,m)满足邻强边染色猜想 .     

股票价格遵循几何分式Brown运动的期权定价

讨论了股票价格过程遵循几何分式B row n运动的欧式期权定价.由于该过程存在套利机会使得传统的期权定价方法(如资本资产定价模型(CAPM),套利定价模型(APT),动态均衡定价理论(DEPT))不可能对该期权定价.利用保险精算定价法,在对市场无其它任何假设条件下,获得了欧式期权的定价公式.并讨论了在有效期内股票支付已知红利和红利率的推广公式.     

4一致反超图的最小边数问题

混合超图是在超图的基础上添加一个反超边得到的图．超边和反超边的区别主要体现在着色要求上．在着色中,要求每一超边至少要有两个点着不同的颜色,而每一反超边至少有两个点着相同的颜色．最大最小颜色数分别称为混合超图的上色数和下色数。本文主要研究反超图,即只含反超边的超图。讨论了上色数为3的4一致超图的最小边数问题．给出了上色数为3的4一致反超图的最小边数的一个上界和一个下界．     

研究K4-同胚图K4(α,1,1,δ,ε,η)色性的一个引理

主要介绍了一个引理，这个引理奠定了K4－同胚图K4（α，1，1，δ，ε，η）色性研究的基础。     

Interference of probabilities and number field structure of quantum models

We study the probabilistic consequences of the choice of the basic number field in the quantum formalism. We demonstrate that by choosing a number field for a linear space representation of quantum model it is possible to describe various interference phenomena. We analyse interference of probabilistic alternatives induced by real, complex, hyperbolic (Clifford) and p‐adic representations.     

推广的奇轮的圆色数

图G的圆色数(又称"星色数")xc(G)是Vince在1988年提出的,它是图的色数 的自然推广.本文由奇轮出发构造了一族平面图,并证明了此类图的圆色数恰恰介于2和 3之间,填补了该领域的空白.     

Statistical Inference with Fractional Brownian Motion

We give a test between two complex hypothesis; namely we test whether a fractional Brownian motion (fBm) has a linear trend against a certain non-linear trend. We study some related questions, like goodness-of-fit test and volatility estimation in these models.     

Regularization of Discrete Ill-Posed Problems

The paper concerns conditioning aspects of finite-dimensional problems arising when the Tikhonov regularization is applied to discrete ill-posed problems. A relation between the regularization parameter and the sensitivity of the regularized solution is investigated. The main conclusion is that the condition number can be decreased only to the square root of that for the nonregularized problem. The convergence of solutions of regularized discrete problems to the exact generalized solution is analyzed just in the case when the regularization corresponds to the minimal condition number. The convergence theorem is proved under the assumption of the suitable relation between the discretization level and the data error. As an example the method of truncated singular value decomposition with regularization is considered. This revised version was published online in July 2006 with corrections to the Cover Date.     

Fiberings with Fiber RP（κ）

Let κ be non-negative integer. The unoriented bordism classes, which can be represented as [RP（ξ^κ）] where ξ^κ is a k-plane bundle, form an ideal of the unoriented bordism ring MO.. A group of generators of this ideal expressed by a base of MO. and a necessary and sufficient condition for a bordism class to belong to this ideal are given.