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.     

一种基于三角形区域生长的图像篡改检测方法

针对现有的多数图像篡改检测算法中存在着的对旋转、缩放等篡改失效和计算量大等问题,利用三角形具有抗平移、旋转、尺度缩放的优越特性,提出了一种新的图像篡改检测算法.首先,利用Delaunay三角剖分算法对提取的Harris特征角点进行三角剖分,进行相似三角形的初始匹配.然后,以匹配的相似三角形顶点为种子点,建立三角形组,再进行一次相似三角形的匹配,实现对篡改区域的三角形生长.最后,利用区域面积阈值和数学形态学准确定位出篡改区域.实验结果表明,该算法与同类算法相比不仅能有效地对抗旋转、缩放,噪声等后期处理操作,而且对篡改区域有很好的检测和定位效果并具有计算复杂度低的特点.     

构造二元向量值有理插值函数的一种新方法

At present, the methods of constructing vector valued rational interpolation function in rectangular mesh are mainly presented by means of the branched continued fractions. In order to get vector valued rational interpolation function with lower degree and better approximation effect, the paper divides rectangular mesh into pieces by choosing nonnegative integer parameters d1 （0 〈 dl ≤ m） and d2 （0 ≤ d2≤ n）, builds bivariate polynomial vector interpolation for each piece, then combines with them properly. As compared with previous methods, the new method given by this paper is easy to compute and the degree for the interpolants is lower.     

Sample path analysis of level crossings for the workload process

We examine level crossings of sample paths of queueing processes and investigate the conditions under which the limiting empirical distribution for the workload process exists and is absolutely continuous. The connection between the density of the workload distribution and the rate of downcrossings is established as a sample path result that does not depend on any stochastic assumptions. As a corollary, we obtain the sample path version of the Takács formula connecting the time and customer stationary distributions in a queue. Defective limiting empirical distributions are considered and an expression for the mass at infinity is derived.This research has been supported in part by NSF Grants ECS-8811003 and DDM-8905638.     

索末菲球面波公式的协变形式及其在光纤理论中的应用

说明了球面行波的索末菲公式在坐标转动下不协变.证明了球面波的驻波表示是协变的,因而是一个物理的关系式,故适用于圆柱坐标中各类波动方程的定解问题.作为一个例,应用于光纤光学,导出了受导简正模和辐射模的表达式,以及各模式的强度分布 关键词： 索末菲公式 协变性 光纤光学 波导理论     

On the Positivity of the Stochastic Heat Equation

We study the positivity preserving properties of the heat equation with a white noise potential and random initial condition. Moreover, we find a generalized Feynman--Kac formula for the solution of the problem using methods from the white noise analysis. The initial condition can anticipate the driving white noise. We show that the solution is positive, when the random initial condition is positive. For the case of a time-dependent white noise potential, we give a special representation of the solution together with regularity results.     

四元Heisenberg群上次拉普拉斯算子的m幂次的基本解

本文研究了四元Heisenberg群上次拉普拉斯算子的m幂次的基本解,该结论是Heisenberg群上结果的推广.本文利用了四元Heisenberg群上的Fourier变换理论构造了该群上次拉普拉斯算子的m幂次的基本解,并且给出了基本解的积分表示.     

A spectral interpretation for the explicit formula in the theory of prime numbers

A spectral interpretation for the poles and zeros of the L-function of algebraic number fields is given by Meyer. As Meyer works with Schwartz spaces which are not Hilbert spaces, the information on the location of zeros of the L-function is lost. In 1999, A. Connes gave a spectral interpretation for the critical zeros the Riemann zeta function. He works with Hilbert spaces. In this paper, we show that a variant of Connes’ trace formula is essentially equal to the explicit formula of A. Weil.     

En">Characters and Composition Factor Multiplicities for the Lie Superalgebra $${\mathfrak{g}}{\mathfrak{l}}$$ ( m / n )

The multiplicities a of simple modules L in the composition series of Kac modules V lambda for the Lie superalgebra (m/n ) were described by Serganova, leading to her solution of the character problem for (m/n ). In Serganova's algorithm all with nonzero a are determined for a given this algorithm, turns out to be rather complicated. In this Letter, a simple rule is conjectured to find all nonzero a for any given weight . In particular, we claim that for an r-fold atypical weight there are 2r distinct weights such that a = 1, and a = 0 for all other weights . Some related properties on the multiplicities a are proved, and arguments in favour of our main conjecture are given. Finally, an extension of the conjecture describing the inverse of the matrix of Kazhdan–Lusztig polynomials is discussed.