中国股票市场波动特性的实证研究

本文以上证综指和深成分指数的日收益率为研究对象 ,应用 GARCH、TARCH模型理论 ,进一步分析了日收益率波动的条件异方差性、非对称性 ,同时比较了两个股票市场的不同波动特征     

Banach空间二阶周期边值问题解的存在性

利用一些比较结果，讨论了Banach空间中二阶周期边值问题解的存在性，获得了若干解的存在性与唯一性结果。     

水果四性判别分析

按照传统中医学理论可把水果分为四性,应用多种判别法对其进行统计分析,得到不同营养成分对水果四性的影响,初步探讨水果四性的生化参数及生化机理.     

A GENERALIZED TRANSVERSALITY IN GLOBAL ANALYSIS

E. Zeidler in [10] mentions that transversality is certainly one of the most important concepts of modern mathematics, which provided an answer to the question: when is the preimage of a manifold a manifold. This is the celebrated transversality theorem, which has been applied widely to differential topology and dynamic system in [1,2] and [3].     

具有无限时滞的二阶微分方程解的存在性

§ 1.　IntroductionRecently ,thedifferentialequationswithdeviatingargumentswereusuallydiscussed(see[1 ],[4],[5 ]) .In [1 ],AGARWALRPandO’REGANDconsideredequationy″(t) =f(t,y(t) ,y(σ(t) ) ) ,　a.e .t∈ [0 ,1 ]y(t) =ψ(t) ,　　　　　　　　t∈ [-r ,0 ]y( 1 ) =a ,( )andtheydiscussedtheexistenceofatleastonesolutionforequation ( ) .Inthispaper ,weconsideramoregeneralequation-x″(t) =f(t ,xt) ,　t∈ [0 ,1 ]x(t) =ψ(t) ,　　　　t∈ ( -∞ ,0 ]x( 0 ) =x( 1 ) =0 ,( 1 .1 )andsomeexistencetheor…     

一类二层优化问题的极大熵方法

文章对一类下层带有公差的特殊的二层优化问题构造出不同于文[1]-[4]的极大熵函数来近似表示下层极值函数,地不可微二层优化问题转化为可微优化问题来处理，从而得到一类二层优化问题的ε－最优解的一种计算方法。     

带有单模糊映射的一般变分不等式解的存在性

众所周知，在各种变分不等式问题中，解的存在性是最基础也是最重要的问题之一．本文的目的是在Hilbert空间中研究带有单模糊映射的一般变分不等式解的存在性．此外，还讨论了几种特殊情况．     

Self-assembly behaviour of amphiphilic diblock copolymer in selective solvents studied by synchrotron small-angle x-ray scattering

The aggregation behaviour of styrene-vinyl benzoic acid (PSm-b-PVBAn) amphiphilic diblock copolymers in selective solvents with different m and n was investigated by synchrotron small-angle x-ray scattering (SAXS). We have carried out a detailed analysis of scattering intensity, dimension, shape and microstructure of the diblock copolymers of narrow distribution in water, methanol, ethanol and isopropanol selective solvents, respectively. We have found that the aggregation behaviour of the copolymer depends on the nature of the solvent and the micelle forms fiat disc objects with the ratio of radius ω=0.4. The average radius gyration Rg of the copolymer decreases as solvents change from isopropanol to ethanol and to methanol, and increases with increasing pH in aqueous solution, but decreases with the addition of COCl2 in ethanol solvent. The scattering intensity of diblock copolymer micelle follows I(h) ∝ h^-α in different selective solutions, suggesting that the PSm-b-PVBAn coils have self-similar structure behaviour or a fractal structure in the selective solvents. All of these revealed that the aggregation behaviour of the diblock copolymer changes dramatically with experimental condition in the selective solvent. The increase of mass fractal dimension (Dm) from 2.12 to 2.47 indicates that the copolymer chain changes from a swollen coil to a rather compact disc in the course of changing solvents, decreasing surface fractal dimension (Ds) from 2.98 to 2.58 indicates that the copolymer micelle change from a rather rough surface to a smooth form in the course of increasing pH in aqueous solutions, and increasing Dm and Ds from 2.29 to 2.35 and 2.70 to 2.90, respectively, indicates the shrinkage of copolymer micelle to a rather compact and rough disc form by adding COCl2 in ethanol solvents.     

K-强凸空间的一些性质

结合Banach空间的Drop性，利用K维体积给出了K—强凸空间的一个新的定义，同时也给出了K—强光滑空间定义的K维体积表示，然后利用单位圆的切片证明了K—强凸空间是自反空间，进而证明了K—强凸空间与K—强光滑空间是一对对偶空间．最后利用Drop性的切片描述证明了K—强凸空间具有Drop性．     

Conservation Laws in sine—Gordon Equation

There are two conservation quantities needed to derive conservation laws of sine-Gordon equation in a frame of laboratory reference.one of them could be derived easily with a standard process,but the other could not .After the gauge transformation e^-iθσ2/2is introduced,we simply obtain the other one without any questionable assumption.