Banach空间二阶非线性微分方程的弱Carathéodory解

本文定义了二阶微分方程的弱 Carathéodory解 ,在不涉及紧型条件的情形下 ,直接用迭代法证明了 Banach空间二阶非线性常微分方程两点边值问题存在唯一解 ,并给出逼近解迭代序列的误差估计 ,对周期边值问题得到类似的结果     

赤道不是轨道弧的n次多项式向量场的Poincaré紧化场之拓扑结构

本文证明了赤道不是轨道弧的n次多项式向量场的Poincare紧化场之拓扑结构包含赤道是轨道弧的n-1次多项式向量场的Poincare紧化场之拓扑结构;当n=2时,这种包含关系是相等的,且其Poincare紧化场有五种不同的拓扑结构;当n=2k+1(k=1,2…)时,这种包含关系是真子集。     

Hermite-Fejér和Lagrange插值逼近的Steckin-Marchaud不等式

引近了一种新的K-泛函,由此建立了积分型Hermite-Feéjr和Lagrange插值逼近的Steckin-M archaud不等式.     

Parametric estimation of discretely sampled Gamma-OU processes

The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility.     

Liénard型系统解的定性行为

该文讨论非线性系统 x＝1/a(h(y)-F(x)), y＝-a(x)g(x) (E)解的一些定性行为,获得了系统(E)为振动,全局渐近稳定,全局中心的充要条件和周期解的存在的充分条件.     

ON THE UNIQUENESS OF LIMIT CYCLE FOR A GENERALIZED LINARD SYSTEM

１．ＲｅｃｅｎｔｌｙｔｈｅｒｅａｒｅｓｏｍｅｇｏｏｄｌｉｔｅｒａｔｕｒｅｓｃｏｎｃｅｒｎｉｎｇｔｈｅｕｎｉｑｕｅｎｅｓｏｆｌｉｍｉｔｃｙｃｌｅｓｆｏｒｇｅｎｅｒａｌｉｚｅｄＬｉéｎａｒｄｓｙｓｔｅｍｓｘ＝φ（ｙ）－Ｆ（ｘ），ｙ＝－ｇ（ｘ），（Ｆ（ｘ）...     

Option Pricing for Time-Change Exponential Lévy Model Under Memm

The purpose of this article is to study the rational evaluation of European options price whenthe underlying price process is described by a time-change Lévy process.European option pricing formula isobtained under the minimal entropy martingale measure(MEMM)and applied to several examples of particulartime-change Lévy processes.It can be seen that the framework in this paper encompasses the Black-Scholesmodel and almost all of the models proposed in the subordinated market.     

向列液晶表面弹性能K13项的物理效应及检验方法

通过解析推导和数值计算的方法，得到了平衡态指向矢满足的微分方程和边界条件.研究了表面弹性能K13项对磁场作用下的弱锚定向列液晶盒Fréedericksz转变性质的影响.结果表明，表面弹性能K13项的存在对液晶系统的自由能有很大的影响，从而改变转变的性质，诱导液晶盒在阈值点发生一级Fréedericksz转变.给出了发生一级转变的物理条件，它除了与液晶的结构和材料有关外，还依赖于液晶表面弹性能K13项，同时给出了由此判断K13项是否存在的检验方法. 关键词： 表面弹性能K13项 弱锚定 Fréedericksz转变     

约束Hamilton系统的Poincaré-Cartan不变量

从正则形式作用量出发,导出了约束Hamilton系统(奇异拉氏量)的Poincaré-Cartan不变量,证明了该不变量与约束Hamilton系统的正则方程之间的等价性,纠正了某些作者工作中的错误。     

一类广义Liénard系统解的有界性

研究了一类广义 Liénard系统dxdt=p(y) -F(x) ,　 dydt=-g(x) (E)解的有界性 .首先获得了系统 (E)存在无界解的两个新的充分条件 ,然后获得系统 (E)所有解正向有界的若干充分条件和充要条件 ,所获结果改进和扩展了文 [1 -2 ]中的相应结果 .