随机市场系数的M-V最优投资组合选择:一个鞅方法

通过引进凹函数U(x)以及等价鞅测度p^-，应用鞅的性质得到了随机市场系数情形下的M—V模型的最优投资策略以及有效前沿．     

Some 3-manifolds with 2-generated fundamental group

We describe a family of graph manifolds that have 2-generated fundamental group but do not admit a Heegaard splitting of genus 2. They are closely related to the examples provided by Boileau and Zieschang if these are considered as (non-proper) graph manifolds.Received: 14 August 2002     

A note on the Selberg class (degrees 0 and 1)

We give a classification of the Dirichlet polynomials in the Selberg class as entire quotients of Dirichlet series with periodic coefficients and the Riemann zeta-function. Received: 2 November 2001     

From a Nonlinear, Nonconvex Variational Problem to a Linear, Convex Formulation

   Abstract. We propose a general approach to deal with nonlinear, nonconvex variational problems based on a reformulation of the problem resulting in an optimization problem with linear cost functional and convex constraints. As a first step we explicitly explore these ideas to some one-dimensional variational problems and obtain specific conclusions of an analytical and numerical nature.     

Antiferromagnetism in double-layered perowskitic oxides SrLa2Fe2O7 and BaLa2Fe2O7

Il Nuovo Cimento D - Two double-layered perowskitic compounds have been investigated by XRD analysis and Mössbauer spectroscopy. The experimental data allow the conclusion that magnetization...     

On the addition of convex sets in the hyperbolic plane

Analogue to the definition $K + L := \bigcup_{x\in K}(x + L)$ of the Minkowski addition in the euclidean geometry it is proposed to define the (noncommutative) addition $K \vdash L := \bigcup_{0\, \leqsl\, \rho\,\leqsl\, a(\varphi),0\,\leqsl\,\varphi\,<\, 2\pi}T_{\rho}^{(\varphi)}(L)$ for compact, convex and smoothly bounded sets K and L in the hyperbolic plane $\Omega$ (Kleins model). Here $\rho = a(\varphi)$ is the representation of the boundary $\partial$ K in geodesic polar coordinates and $T_{\rho}^{(\varphi)}$ is the hyperbolic translation of $\Omega$ of length $\rho$ along the line through the origin o of direction $\varphi$. In general this addition does not preserve convexity but nevertheless we may prove as main results: (1) $o \in$ int $K, o \in$ int L and K,L horocyclic convex imply the strict convexity of $K \vdash L$, and (2) in this case there exists a hyperbolic mixed volume $V_h(K,L)$ of K and L which has a representation by a suitable integral over the unit circle.     

The analytic continuation and the asymptotic behaviour of certain multiple zeta-functions I

We consider general multiple zeta-functions of multi-variables, including both Barnes multiple zeta-functions and Euler-Zagier sums as special cases. We prove the meromorphic continuation to the whole space, asymptotic expansions, and upper bound estimates. These results are expected to have applications to some arithmetical L-functions (such as of Hecke and of Shintani). The method is based on the classical Mellin-Barnes integral formula.     

Zero-divisor graphs, von Neumann regular rings, and Boolean algebras

For a commutative ring R with set of zero-divisors Z(R), the zero-divisor graph of R is Γ(R)=Z(R)−{0}, with distinct vertices x and y adjacent if and only if xy=0. In this paper, we show that Γ(T(R)) and Γ(R) are isomorphic as graphs, where T(R) is the total quotient ring of R, and that Γ(R) is uniquely complemented if and only if either T(R) is von Neumann regular or Γ(R) is a star graph. We also investigate which cardinal numbers can arise as orders of equivalence classes (related to annihilator conditions) in a von Neumann regular ring.