分数布朗运动的新表示

构造了一类新的分数布朗运动模型，它不同于Mandelbrot,Barton及Decreusefond等人所定义的分数布朗运动模型。     

Broadband Analysis of Holographic Power Combining Circuits

Holography is a promising technique for power combining applications in the frequency range of short millimeter and submillimeter waves. In this paper, quasi-optical holographic power combining circuits are investigated. An equivalent network is utilized which rigorously models horn arrays and biperiodic dielectric structures in order to design computer-generated holograms. We apply the network model to a 5-element quasi-optical power combiner and demonstrate its capability. The hologram is designed for 150 GHz and has an efficiency of 92.5 % with a 90 % bandwidth of 5.3 %. With the aid of a broadband waveguide power divider and a vector field measurement system, the circuit is analyzed.     

关于仿紧空间的原象

本文利用ασ仿紧子集的概念,给出了在正则空间条件下,仿紧空间在连续闭映射下的原象是仿紧空间的一个充分条件．这一结果,统一推广了高国士教授与陈必胜教授在两篇论文中的结果．     

标的资产服从几何分数布朗运动的期权定价

本文在M ogens B ladt和T ina H av iid R ydberg无市场假设,仅利用价格过程的实际概率的期权保险精算定价模型的基础上,得出了标的资产服从几何分数布朗运动的欧式期权定价公式,并说明了几何布朗运动是本文的一种特殊情况.     

Banach空间二阶非线性脉冲微分-积分方程的极值解

通过建立一个新的比较定理研究了B anach空间二阶非线性混合型脉冲微分-积分方程初值问题的极值解,所得结果推广和改进了现有文献的主要结果.     

关于Z-空间的对偶空间的讨论

本文以自然的方式定义了从Z-空间X到Z-空间Y的有界线性算子的和以及它们的数乘.从而得到了与赋范空间的对偶空间理论类似的一系列结论.     

Fractional-Linear Transformations of Operator Balls; Applications to Dynamical Systems

The operator sets, which are the subject of this paper, have been studied in many papers where, under different restrictions on the generating operators, convexity, compactness in the weak operator topology, and nonemptiness were proved for sets of different classes under study. Then the results obtained were used in these papers to solve several applied problems. Namely, they played the key role in establishing the dichotomy of nonautonomous dynamical systems, with either continuous or discrete time. In the present paper, we generalize and sharpen the already known criteria and obtain several new criteria for convexity, compactness, and nonemptiness of several special operator sets. Then, using the assertions obtained, we construct examples of sets of the form under study which are nonconvex, noncompact in the weak operator topology, as well as empty, and are generated by ＂smooth＂ operators of a special class. The existence problem for such sets remained open until the authors of this paper announced some of its results.     

近严格凸与最佳逼近

本文研究近严格凸与最佳逼近的关系．证明了Ｂａｎａｃｈ空间Ｘ是近严格凸的当且仅当Ｘ的每个子空间是紧－半－切比晓夫空间．     

Integrated Groups and Smooth Distribution Groups

In this paper, we prove directly that α-times integrated groups define algebra homomorphisms. We also give a theorem of equivalence between smooth distribution groups and α-times integrated groups.     

Towards Strong Duality in Integer Programming

We consider in this paper the Lagrangian dual method for solving general integer programming. New properties of Lagrangian duality are derived by a means of perturbation analysis. In particular, a necessary and sufficient condition for a primal optimal solution to be generated by the Lagrangian relaxation is obtained. The solution properties of Lagrangian relaxation problem are studied systematically. To overcome the difficulties caused by duality gap between the primal problem and the dual problem, we introduce an equivalent reformulation for the primal problem via applying a pth power to the constraints. We prove that this reformulation possesses an asymptotic strong duality property. Primal feasibility and primal optimality of the Lagrangian relaxation problems can be achieved in this reformulation when the parameter p is larger than a threshold value, thus ensuring the existence of an optimal primal-dual pair. We further show that duality gap for this partial pth power reformulation is a strictly decreasing function of p in the case of a single constraint. Dedicated to Professor Alex Rubinov on the occasion of his 65th birthday. Research supported by the Research Grants Council of Hong Kong under Grant CUHK 4214/01E, and the National Natural Science Foundation of China under Grants 79970107 and 10571116.