带反射边界的倒向随机微分方程解的收敛性

对有界区间和无穷区间上带反射边界的倒向随机微分方程, 本文证明了其解的收敛性结果.     

LINEAR SEARCH FOR A BROWNIAN TARGET MOTION

A target is assumed to move according to a Brownian motion on the real line. The searcher starts from the origin and moves in the two directions from the starting point.The object is to detect the target. The purpose of this paper is to find the conditions under which the expected value of the first meeting time of the searcher and the target is finite,and to show the existence of a search plan which made this expected value minimum.     

两参数齐次独立增量过程在原点的局部性质

Ａｄｌｅｒ曾经给出了两参数独立增量过程的特征函数的一般形式．本文对齐次情形给出了更具体的表达式，引进了累积量的概念．在此基础上，研究了比值Ｘ（ｓ，ｔ）／ｓｔ在原点的分布，单调过程在原点的局部性质以及任意过程在原点的局部增长．由此得到了Ｂｒｏｗｎ单和不包含高斯分量的过程在原点的局部增长．     

ITERATION OF FIXED POINTS ON HYPERSPACES

ＩＴＥＲＡＴＩＯＮＯＦＦＩＸＥＤＰＯＩＮＴＳＯＮＨＹＰＥＲＳＰＡＣＥＳＨＵＴＨＡＫＹＩＮ＊ＨＵＡＮＧＪＵＩＣＨＩ＊ＭａｎｕｓｃｒｉｐｔｒｅｃｅｉｖｅｄＯｃｔｏｂｅｒ２２，１９９６．＊Ｄｅｐａｒｔｍｅｎｔｏｆｍａｔｈｅｍａｔｉｃｓ，ＴａｍｋａｎｇＵｎｉ...     

低温制冷机冷头焊接工艺研究

冷头是低温制冷机的关键零部件,是制冷机的重要结构件,同时也是制冷机与热载荷的接口部位。文中对冷头的焊接工艺进行研究,提出一种爆炸焊复合材料与激光焊结合的冷头焊接工艺。     

CAE-based compensation methods of non-uniform pulse laser beam profiles

Applying the pulse laser to speckle methods, non-uniformities of the laser beam profiles and the intensities between each laser pulse have unpleasant consequences on the intensity distribution of the recorded images and following on the assigned fringes of the corresponding subtractive result. This contribution introduces a computer-based technique for compensating this technical and physical problem, so that the fringe quality is improved, even if the homogeneity of the laser beam profiles is on such low level, that the conventional (subtractive) technique fails. The solution is based on algorithms, which refines each intensity distribution and is comparable with the known shading correction.     

Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter?

We extend and generalize some results on bounding security prices under two stochastic volatility models that provide closed-form expressions for option prices. In detail, we compute analytical expressions for benchmark and standard good-deal bounds. For both models, our findings show that our benchmark results generate much tighter bounds. A deep analysis of the properties of option prices and bounds involving a sensitivity analysis and analytical derivation of Greeks for both option prices and bounds is also presented. These results provide strong practical applications taking into account the relevance of pricing and hedging strategies for traders, financial institutions, and risk managers.     

Numerical solution of stochastic differential equations

Numerical solution of stochastic differential equations, P. E. Kioeden and E. Platen, Springer-Verlag (1992). 632 pp. $59.00 ISBN 0-386-54062-8     

Robustness for Inhomogeneous Poisson Point Processes

We consider robustness for estimation of parametric inhomogeneous Poisson point processes. We propose an influence functional to measure the effect of contamination on estimates. We also propose an M-estimator as an alternative to maximum likelihood estimator, show its consistency and asymptotic normality.