Smooth equivalence of differential equations and linear automorphisms

For systems of ordinary differential equations admitting linear automorphisms, we consider the problems of smooth equivalence and linearization preserving these automorphisms. Translated fromMatematicheskie Zametki, Vol. 66, No. 4, pp. 567–578, October, 1999.     

期权定价的局部线性预测法

在为期权定价时,使用B-S公式算得的结果和市场交易值存在一定偏差.本文针对这一问题,给出了一种新的期权定价数值方法,即局部线性预测法.并用股票期权的实际交易数据对这一方法进行了数值验证,表明这一方法是有效的.     

局部环上正交群中一类子群的扩群

定出了局部环上正交群中一类子群的扩群,得到了如下结果:设R是局部环,M是R的唯一极大理想,O(2m,R)为R上正交群.对R的任意理想S,G(2m,S)表示子群{A BC D∈O(2m,R)|B∈Sm×m}.如果char(R)≠2,m≥3,G(2m,0)≤X≤G(2m,M),那么存在R的理想S,使得X=G(2m,S).     

Local Lead–Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis

The Granger causality test is essential for detecting lead–lag relationships between time series. Traditionally, one uses a linear version of the test, essentially based on a linear time series regression, itself being based on autocorrelations and cross-correlations of the series. In the present paper, we employ a local Gaussian approach in an empirical investigation of lead–lag and causality relations. The study is carried out for monthly recorded financial indices for ten countries in Europe, North America, Asia and Australia. The local Gaussian approach makes it possible to examine lead–lag relations locally and separately in the tails and in the center of the return distributions of the series. It is shown that this results in a new and much more detailed picture of these relationships. Typically, the dependence is much stronger in the tails than in the center of the return distributions. It is shown that the ensuing nonlinear Granger causality tests may detect causality where traditional linear tests fail.     

Reconstructing Binary Signals from Local Histograms

In this paper, we considered the representation power of local overlapping histograms for discrete binary signals. We give an algorithm that is linear in signal size and factorial in window size for producing the set of signals, which share a sequence of densely overlapping histograms, and we state the values for the sizes of the number of unique signals for a given set of histograms, as well as give bounds on the number of metameric classes, where a metameric class is a set of signals larger than one, which has the same set of densely overlapping histograms.     

LOCAL BENDING OF THIN FILM ON VISCOUS LAYER

Effects of deposition layer position film are systematically investigated. Because the and number/density on local bending of a thin deposition layer interacts with the thin film at the interface and there is an offset between the thin film neutral surface and the interface, the deposition layer generates not only axial stress but also bending moment. The bending moment induces an instant out-of-plane deflection of the thin film, which may or may not cause the socalled local bending. The deposition layer is modeled as a local stressor, whose location and density are demonstrated to be vital to the occurrence of local bending. The thin film rests on a viscous layer, which is governed by the Navier-Stokes equation and behaves like an elastic foundation to exert transverse forces on the thin film. The unknown feature of the axial constraint force makes the governing equation highly nonlinear even for the small deflection chse. The constraint force and film transverse deflection are solved iteratively through the governing equation and the displacement constraint equation of immovable edges. This research shows that in some special cases, the deposition density increase does not necessarily reduce the local bending. By comparing the thin film deflections of different deposition numbers and positions, we also present the guideline of strengthening or suppressing the local bending.     

Entropy and equilibrium property of QCD-instanton induced final state in deep-inelastic scattering

The scaling and additivity properties of Rényi entropy in rapidity space of the instanton final state (IFS) and current jet identified by the r-sorting method from the QCDINS Monte Carlo event sample are to saturation with decreasing phase space scale. Furthermore, it is found that the additivity of H2 holds well for the IFS in narrow rapidity windows at different positions. These results indicate that the IFS produced in the instanton-induced process of deep inelastic scattering has reached local equilibrium.     

A Weak Property β Equals Reflexivity for a Banach Space

We introduce a weak property () in Aerms of the De Blasi measure of weak noncompactness and prove that this property characterizes the reflexivity.     

Direct sums of local torsion-free abelian groups

The category of local torsion-free abelian groups of finite rank is known to have the cancellation and -th root properties but not the Krull-Schmidt property. It is shown that 10 is the least rank of a local torsion-free abelian group with two non-equivalent direct sum decompositions into indecomposable summands. This answers a question posed by M.C.R. Butler in the 1960's.