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.     

迈克尔逊干涉仪中补偿板与干涉条纹

通过分析缺失补偿板的迈克尔逊干涉仪中的附加光程差,推出干涉条纹满足的方程式,并用计算机模拟了动镜移动过程中变化的干涉条纹,与实验结果相一致.     

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.     

来自磁光阱中冷原子团的荧光干涉条纹及其应用

实验观察来自磁光阱中冷原子团的荧光经真空系统窗口的平板玻璃反射产生的干涉条纹，理论分析表明从从荧光干涉条纹的强度分布可获得关于俘获原子总数以及密度分布的信息。采用该方法实测了俘获原子总数，并模拟得到了不同密度分布时条纹的对比度变化。     

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.