标的资产价格服从跳-扩散过程的具有随机寿命的未定权益定价

本文在假设被终止或取消的风险与重大信息导致的标的资产价格跳跃的风险为非系统风险的情况下,应用无套利资本资产定价,推导出了标的的资产的价格服从跳-扩散过程具有随机寿命的未定权益满足的偏微分方程,然后应用Feynman-kac公式获得了未定权益的定价公式.     

混沌实验数据处理及仿真

大学物理实验中混沌实验大多采用观察现象的方法进行,本实验采用蔡氏电路(Chua s circuit)产生混沌行为.在观察不同初始值条件下出现的倍周期分岔、阵发混沌、奇异吸引子等相图及现象的基础上,通过对采集数据进行处理,对负电阻伏安特性进行分段线性拟合,用功率频谱法、计算机仿真方法(龙格-库塔数值积分法)对混沌现象进行描绘,将实验数据与非线性方程组的数值解相结合,呈现出混沌现象的本质.     

Nonlinear Effects for Bose Einstein Condensates in Optical Lattices

Cold atoms and, more recently, Bose-Einstein condensates （BEC＇s） in optical lattices have attracted increasing interest since their first realization. In particular, the formal similarity between the wavefunction of a BEC inside the periodic potential of an optical lattice and of the electrons in a crystal lattice has triggered theoretical and experimental efforts alike. Many phenomena from condensed matter physics, such as Bloch oscillations and Landau-Zener tunneling have been shown to be observable also in optical lattices. An important difference between electrons in a crystal lattice and a BEC inside the periodic potential of an optical lattice is the strength of the self interaction and hence the magnitude of the nonlinearity of the system. Electrons in a metal are almost noninteracting, whereas atoms inside a BEC interact strongly. A＇ perturbation approach is appropriate in the former case while in the latter the full nonlinearity must be taken into account. From this feature new physics is expected. Most experiments to date have been carried out in the regime of shallow lattice depth, for which the system is well described by the mean field Gross-Pitaevskii equation with a periodic potential. Moreover, the nonlinearity induced by the mean-field of the condensate has been shown, both theoretically and experimentally, to give rise to instabilities in certain regions of the Brillouin zone. These instabilities are not present in the corresponding linear system, i.e. the electron system. Experimental and theoretical results on the subject of nonlinear Landau-Zener tunneling and nonlinearity-induced instabilities in a Bose-Einstein condensate interacting with an external periodic potential will be presented.     

K_(1,n)-free图具有给定性质的[a,b]-因子的一个充分条件

图G称为K1,n-free图,如果它不含K1,n作为其导出子图.对K1,n-free图具有给定性质的[a,b]-因子涉及到最小度条件进行了研究,得到一个充分条件.     

Σ-原子能级的理论计算与分析

通过对Σ-原子的理论分析,数值求解了相应的Dirac方程,得到 了一组Σ-原子的能级值,与实验数据相当吻合;其结果连同K-原子的情况支持了Batty 光学模型势在奇异原子中应用的正确性,进而表明核子间的强相互作用力为吸引力.     

弱(L_1,L_2)-BLD映射的正则性

本文首先将文［１］中的ＢＬＤ映射推广为弱（Ｌ１，Ｌ２）－ＢＬＤ映射，并证明了如下正则性结果：存在两个可积指数 Ｐ１＝Ｐ１（ｎ，Ｌ１，Ｌ２）＜ｎ＜ｑ１＝ｑ１（ｎ，Ｌ１，Ｌ２），使得对任意弱（Ｌ１，Ｌ２）－ＢＬＤ映射ｆ∈（Ω，Ｒｎ），都有ｆ∈（Ω，Ｒｎ），即ｆ为（Ｌ１，Ｌ２）－ＢＬＤ映射．     

粒子-转子模型和推转壳模型中的能谱统计分析

用粒子–转子模型和推转壳模型研究了6个粒子分别填充在单j壳和双j壳上的混沌行为.分析了单j壳和双j壳情况下能谱的最近邻能级间距分布和谱刚度随自旋及推转频率的变化,结果表明,当组态空间大小不变时,系统在双j壳(g_7/2+d_5/2)情况下比在单j壳(i_13/2)情况下更规则,而当组态空间从单j壳(i_13/2)扩大到双j壳(i_13/2+g_9/2)时,系统的混沌程度变化不大.同时比较了将6个粒子的两体相互作用分别取为δ力和对力时的系统的混沌行为     

[Na(18-C-6)]2[Cu(i-mnt)2]的合成与结构分析

研究了18-冠-6与Na2[Cu(i-mnt)2][i-mnt=异丁二腈烯二硫醇阴离子,S2CC(CN)2-2]的反应,得到的配合物[Na(18-C-6)]2[Cu(i-mnt)2](1)通过元素分析、红外光谱、X射线单晶衍射进行了结构分析.配合物为单斜晶系,空间群P2(1)/c.晶体学结构数据a=1.2819(11),b=1.1793(10),c=1.4928(13)nm,β=99.121(16)°,V=2.228(3)nm3,Z=2,Dcaled.=1.369g/cm3,F(000)=958,R1=0.0521,wR2=0.1003.1中的[Cu(i-mnt)2]基团通过配体i-mnt的氮原子与两个[Na(18-C-6)]基团中的钠原子成键,形成稳定的中性配合物.     

A Facile Synthesis of α-Phenylthio-α,β-Unsatuated Esters

α-phenylthio-α，β-unsaturated esters 6 were synthesized by Witting reaction of 3.which were prepared by a phenylsulfenyllation-trans-ylidation reaction.     

ROBUST GLOBAL EXPONENTIAL STABILITY OF UNCERTAIN IMPULSIVE SYSTEMS

By using the quasi-Lyapunov function, some sufficient conditions of global exponential stability for impulsive systems are established, which is the basis for the following discussion. Then, by employing Riccati inequality and Hamilton-Jacobi inequality approach, some sufficient conditions of robust exponential stability for uncertain linear/nonlinear impulsive systems are derived, respectively. Finally, some examples are given to illustrate the applications of the theory.