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.     

单系统齐次和非齐次微分方程解的有界性

本首先研究了单系统齐次微分方程系数矩阵与解的关系；并给出了解的有界性与特征函数之间的一般关系，最后讨论了非齐次线性方程解的有界性。     

《第八次》教学设计

体会布鲁斯坚持不懈、百折不挠的革命精神，懂得“有志者事竟成”的道理；能有感情地朗读课文，谈出自己的感想。     

Bifurcation and Isochronicity at Infinity in a Class of Cubic Polynomial Vector Fields

In this paper, we study the appearance of limit cycles from the equator and isochronicity of infinity in polynomial vector fields with no singular points at infinity. We give a recursive formula to compute the singular point quantities of a class of cubic polynomial systems, which is used to calculate the first seven singular point quantities. Further, we prove that such a cubic vector field can have maximal seven limit cycles in the neighborhood of infinity. We actually and construct a system that has seven limit cycles. The positions of these limit cycles can be given exactly without constructing the Poincare cycle fields. The technique employed in this work is essentially different from the previously widely used ones. Finally, the isochronous center conditions at infinity are given.     

抽吸和压力梯度在层流边界层转捩过程中的作用

用空间模式的二次稳定性理论研究了抽吸和压力梯度对边界层三维亚谐扰动流动稳定性的影响．数值结果表明，固体边界上的抽吸有明显的层流控制作用，逆压梯度则有较强的不稳定作用．     

含第三对称平均值比的一个不等式及其应用

借助于数学归纳法建立了含第三对称平均值比的一个不等式 ,并将此结果用于正定矩阵 ,获得了一个有趣的结果 .     

一类递推关系的计算定理及其应用

论述了关于二次型递推关系的一类问题，并提出一种新的计算定理和相应的计算方法。