证券价格按几何布朗运动变化的微观解释

金融市场研究中经常不加解释地假设证券价格按几何布朗运动变化 .本文通过假定投资者要求来自证券的期望收益率与证券价格无关 ,在理想市场的前提条件下 ,对证券价格运动将遵循有漂移率的几何布朗运动给予严格的证明 .     

Qualitative Theory and Identification of Dynamic System with One Degree of Freedom

Dynamic systems described by nonlinear differential equations of the second order are studied. It is assumed that certain preliminary information on the dissipative or elastic characteristics of systems is known. A new approach is demonstrated to obtaining full information on unknown or partially known characteristics of a system from measurements of not only displacements but also velocities and accelerations __________ Published in Prikladnaya Mekhanika, Vol. 41, No. 6, pp. 139–143, June 2005.     

TB-curve, a New 2-D Graphical Representation of DNA Sequences

Based on the classifications of the four nucleic acid bases, we introduce a new 2-D method of DNA representation: TB-curve, which avoids loss of information accompanying alternative 2-D representation in which the curve standing for DNA overlaps and intersects itself. The method is illustrated on the coding sequence of the first exon of human beta-globin gene.     

A class of interaction-round-a-face models and its equivalence with an ice-type model

A new model (called the Temperley-Lieb interactions model) is introduced, in two-dimensional lattice statistics, on a square lattice . The Temperley-Lieb equivalence of this model to the six-vertex, self-dual Potts, critical hard-hexagons and critical nonintersecting string models is established. A graphical equivalence of this model to the six-vertex model generalizes this equivalence to noncritical cases of the above models. The order parameters of a specialization of this model are studied.     

Fermionic perturbation theory for the statistical mechanics of the nonlinear Schrödinger model

A fermionic perturbation theory is developed for the statistical mechanics of the nonlinear Schrödinger model. The theory is based on an interacting-fermion picture of the Bethe wave function. The inner product of the Bethe wave function is explicitly evaluated, and a simple graphical representation of it is given. The basic equations obtained for the free energy agree with those of Yang and Yang. In particular, the present theory gives a clear-cut meaning to the function of Yang and Yang: It represents a fermion energy at finite temperatures.     

A graphical method to construct a phylogenetic tree

A 3D graphical representation of DNA sequences, which has no circuit or degeneracy, is derived for mathematical denotation of DNA sequence. Based on this graphical representation, we propose a new sequence distance measure. We make use of the corresponding similarity matrix to construct a phylogenic tree by virtue of the fuzzy theory. The examination of phylogenic tree belong to eight species illustrates the utility of our approach. © 2006 Wiley Periodicals, Inc. Int J Quantum Chem, 2006     

New 2D graphical representation of DNA sequences

We consider a 2D graphical representations of DNA sequences, which avoids loss of information associated with crossing and overlapping of the corresponding curve. We outline an approach, which is based on the construction of a three-component vector whose components are the normalized leading eigenvalues of the L/L matrices associated with DNA. The examination of similarities/dissimilarities among the coding sequences of the first exon of beta-globin gene of different species illustrates the utility of the approach.     

Implementation of a general multireference configuration interaction procedure with analytic gradients in a semiempirical context using the graphical unitary group approach

The graphical unitary group approach has been applied in an efficient implementation of a general multireference configuration interaction (MRCI) method for use with small active molecular orbital spaces in a semiempirical framework. Gradients can be computed analytically for molecular orbitals from a closed-shell or a half-electron open-shell Hartree-Fock calculation. CPU times for single point energy and gradient calculations are reported. The code allows MRCI geometry optimizations of large molecules, as illustrated for the singlet ground state and the four lowest triplet states of fullerene C(76).     

Determination/estimation of an optimal replacement interval under minimal repair

In this paper the problem of estimation of an optimal replacement interval for a system which is minimally repaired at failures is studied. The problem is investigated both under a parametric and a nonparametric form of the failure intensity of the system. It is assumed that observational data from n systems are available. Some asymptotic results are shown. A graphical procedure for determining/estimating an optimal replacement interval is presented. The procedure is particularly valuable for sensitivity analyses, for example with respect to the costs involved.     

Three‐unit semicircles curve: A compact 3D graphical representation of DNA sequences based on classifications of nucleotides

A new three‐dimensional graphical representation of DNA sequences, three‐unit semicircles (TUS)‐curve, which maps a given sequence into a dot sequences embedded in three‐unit semicircles, is proposed based on three biclassifications of nucleotides. TUS‐curve has the merit of compactness and could avoid the degeneracy and loss of information. The geometrical center of the curve, which indicates the distribution of base frequencies of the corresponding DNA sequence, is extracted and applied to analyze the similarity of various species. Phylogenetic tree of 11 species based on their first exons of β‐globin genes showed that the TUS‐curve is a powerful tool to get valuable biological information. © 2011 Wiley Periodicals, Inc. Int J Quantum Chem, 2011