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.     

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.     

随机组合模型中夸克动量分数的随机抽样问题

本文简要介绍了e⁺e^－湮没成强子喷注的物理图象,引入了随机夸克组合模型中夸克动量分数的分布,重点从数学上严格推导了这一分布的抽样方法.     

单位分数的一个猜想的简证

分子为 1的分数称为单位分数 .文 [1 ]用初等方法证明了一个猜想 :猜想 1　设 0 <ｍ <ｎ ,(ｍ ,ｎ) =1 ,ｎ为奇数 ,则存在ｋ个不同奇数ｘ1,ｘ2 ,… ,ｘｋ,满足ｍｎ =1ｘ1+1ｘ2 +… +1ｘｋ文 [1 ]的证明用到如下结果 :定理 1　 945以内的正整数 (2除外 )均可表示为 945的不同约数之和 ,且表示法中最小约数能为 1 ,3 ,5 ,7四者之一 .定理 2　设正整数ａ≥ 3 ,则任何小于 3 ａ·5 ·7的正整数 (2除外 )均可表示为 3 ａ·5 · 7的不同约数之和 ,且表示法中最小约数能为 1 ,3 ,5 ,7四者之一 .文[1 ]中两个定理的证明非常复杂 ,特别是定理 1对 945…     

光学知识总结

高中物理的光学部分主要介绍了光的反射和折射，并从光的本性出发讨论了光的波动性和粒子性．高考对这部分知识的考查，总以选择题、填空题的形式出现，属于基础题，应该把这一部分分数牢牢地抓住．这一部分知识涉及知识点多，比较琐碎，不好掌握，针对这种情况笔者把本章内容做了系统总结，帮助同学们记忆．     

多项选择题测验信度的一个估计方法及其应用

在多项选择题测验分数等于真实分数和猜测分数之和的假设模型下，本文得到了一个多项选择题测验信度的理论公式，并由此给出了测验信度的估计方法。最后，通过两个例子，说明了本文提出的方法在测验信度分析中的应用，并将这种方法与教育测量中常用的库德——理查逊方法（Ｋｕｄｅｒ－Ｒｉｃｈａｒｄｓｏｎ）进行了比较     

Dimensional Properties of Fractional Brownian Motion

Let B^α = {B^α（t）,t E R^N} be an （N,d）-fractional Brownian motion with Hurst index α∈ （0, 1）. By applying the strong local nondeterminism of B^α, we prove certain forms of uniform Hausdorff dimension results for the images of B^α when N 〉 αd. Our results extend those of Kaufman for one-dimensional Brownian motion.