A note on arbitrage,approximate arbitrage and the fundamental theorem of asset pricing

We provide a critical analysis of the proof of the fundamental theorem of asset pricing given in the paper Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing by B. Wong and C.C. Heyde [Stochastics 82 (2010), pp. 189–200] in the context of incomplete Itô-process models. We show that their approach can only work in the known case of a complete financial market model and give an explicit counter example.     

Fundamental solutions of stochastic differential equations with drift

The paper deals with the pathwise uniqueness of solutions to one-dimensional time homogeneous stochastic differential equations with a diffusion coefficient σ satisfying the local time condition and measurable drift term b. We show that if the functions σ and b satisfy a non-degeneracy condition and fundamental solution to considered equation is unique in law, then pathwise uniqueness of solutions holds. Our result is in some sense negative, more precisely we give an example of an equation with Holder continuous diffusion coefficient and nondegenerate drift for which a fundamental solution is not unique in law and pathwise uniqueness of solutions does not hold.     

Characterization of the duals of lattices of continuous functions with respect to disjointness preserving groups

The duals of and with respect to disjointness preserving groups are characterized. A. Plessner's result (1929) about the translation group is extended. A Wiener-Young type theorem for disjointness preserving groups is obtained.

     

Four-Manifolds With Surface Fundamental Groups

We study the homotopy type of closed connected topological -manifolds whose fundamental group is that of an aspherical surface . Then we use surgery theory to show that these manifolds are -cobordant to connected sums of simply-connected manifolds with an -bundle over .

     

Quantum Double for Quasi-Hopf Algebras

We introduce a quantum double quasi-triangular quasi-Hopf algebra D(H) associated to any quasi-Hopf algebra H. The algebra structure is a cocycle double cross-product. We use categorical reconstruction methods. As an example, we recover the quasi-Hopf algebra of Dijkgraaf, Pasquier and Roche as the quantum double D(G) associated to a finite group G and group 3-cocycle .     

Inversion exercises inspired by mechanics

An elementary calculus transform, inspired by the centroid and gyration radius, is introduced as a prelude to the study of more advanced transforms. Analysis of the transform, including its inversion, makes use of several key concepts from basic calculus and exercises in the application and inversion of the transform provide practice in the use of technology in calculus.     

基于光纤振动安全预警系统的振源识别算法研究

光纤振动预警系统可自动采集周边振动信号,面对大量复杂的振动信号,如何准确识别目标振源是系统研究的难点。针对光纤振动安全预警系统采集到的振动信号进行属性特征分析,建立相应的特征模型,并建立振源属性特征模型,包括识别下雨振源的能量信息熵模型,以及区分机械施工和车辆经过振源的基频稳定性模型等。通过振源识别算法,提高了振源类型识别的准确性。测试结果表明,特征模型的设计和选择合理,识别准确率高。     

Immersed Hypersurfaces in the Unit Sphere S^m＋1 with Constant Blaschke Eigenvalues

For an immersed submanifold x ： M^m→ Sn in the unit sphere S^n without umbilics, an eigenvalue of the Blaschke tensor of x is called a Blaschke eigenvalue of x. It is interesting to determine all hypersurfaces in Sn with constant Blaschke eigenvalues. In this paper, we are able to classify all immersed hypersurfaces in S^m＋1 with vanishing MSbius form and constant Blaschke eigenvalues, in case （1） x has exact two distinct Blaschke eigenvalues, or （2） m = 3. With these classifications, some interesting examples are also presented.