Parametric estimation of discretely sampled Gamma-OU processes

The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility.     

带干扰的多险种风险模型

由于保险公司风险经营规模不断扩大,用单一险种的模型来描述风险过程存在局限性,本文讨论了带干扰多险种风险模型,应用鞅论方法,得出伦德伯格不等式和最终破产概率公式。     

两种拔尿管方法对膀胱功能损伤的临床观察

为观察两种不同的拔尿管方法对膀胱功能损伤的差异,将80例患者随机分成两组,分别采用改良法(40例)和常规法(40例)拔除留置尿管,分析比较了两组患者排尿顺利率、逼尿肌功能恢复率及尿道刺激症、尿失禁、尿潴留。结果表明,两组患者拔管后上述指标与情况有显著性差异,P<0.05。提示改良组膀胱功能损伤明显低于对照组。改良的拔管方法是一种值得护理推广应用的好方法。     

An efficient numerical scheme for precise time integration of a diffusion-dissolution/precipitation chemical system

A numerical scheme based on an operator splitting method and a dense output event location algorithm is proposed to integrate a diffusion-dissolution/precipitation chemical initial-boundary value problem with jumping nonlinearities. The numerical analysis of the scheme is carried out and it is proved to be of order 2 in time. This global order estimate is illustrated numerically on a test case.

     

从 ${\cal B}^0$ 到 $E(p,q)$ 和 $E_0(p,q)$ 空间的复合算子

设 $\varphi$ 是单位园盘 $D$ 到自身的解析映射, $X$ 是 $D$ 上解析函数的 Banach 空间, 对 $f\in X$, 定义复合算子$C_\varphi $ : $C_\varphi (f)=f\circ \varphi$. 我们利用从 ${\cal B}^0$到 $E(p,q)$ 和 $E_0(p,q)$ 空间的复合算子研究了空间 $E(p,q)$ 和 $E_0(p,q)$, 给出了一个新的特征.     

解析函数的p叶性条件

本文指出 Ｍ．Ｊａｈａｎｇｉｒｉ的评论［Ｍａｔｈｅｍａｔｉｃａｌ Ｒｅｖｉｅｗｓ　９８ｅ：３００２０］错误，并且导出解析函数ｐ叶星形性与ｐ叶凸性的某些充分条件．     

Global Phase Time and Wave Function for the Kantowski-Sachs Anisotropic Universe

A consistent quantization with a clear notion of time and evolution is given for the anisotropic Kantowski–Sachs cosmological model. It is shown that a suitable coordinate choice allows to obtain a solution of the Wheeler–DeWitt equation in the form of definite energy states, and that the results can be associated to two disjoint equivalent theories, one for each sheet of the constraint surface.     

可变抽样区间的非参数控制图

最近几年一些学者研究了可变抽样区间的质量控制图。Amin等提出了可变抽样区间(VSI)的非参数控制图———符号 (Sign)统计量图〔1〕。本文在此基础上研究位置VSI符号控制图的制定方法 ,并设计离散VSI符号控制图。符号控制图的优点是对非正态总体亦可应用 ,并且不需要过程方差的信息。本文将所设计的VSI符号控制图同固定抽样区间 (FSI)的常规图作比较 ,并举实例说明符号控制图的应用     

亚纯函数及其微分多项式的唯一性

设f是非常数亚纯函数,g是f的线性微分多项式．a和b是f的两个不同的小函数．本文证明如果f和g几乎CM分担a和b,则f≡g;此外,若f是非常数整函数,且f和f^(k)(k≥1)IM分担a和b,b-a≠Pe^λz,测f≡g．