条件概率与条件数学期望及其在期权定价中的应用

鉴于条件概率与条件数学期望在概率统计教学中的重要性,本文从测度论的角度浅显易懂地介绍了条件概率与条件数学期望的定义与性质,并且利用条件概率与条件数学期望研究了欧式看涨期权的动态定价模型,求出了模型的显式表达式.     

关于L~2(Ω,F,P)空间上投影映射与条件数学期望的等价性研究

目的 讨论了L2(Ω,F,P)空间上投影映射与条件数学期望的等价性.方法 采用了逻辑推理的方法进行了证明.结果 证明了L2(Ω,F,P)空间上的投影映射就是条件数学期望E(ξ|R).结论 表明在L2(Ω,F,P)空间上,条件数学期望E(ξ|R)是唯一满足投影方程的投影映射.     

循序渐进谈条件数学期望

条件数学期望是高等概率论中的一个重要且基本的概念,它一方面联系了初等概率论中的条件概率,另一方面又与随机分析中的鞅理论密切相关.从条件概率的角度出发,用直观而不失严谨的语言一步步地引入条件数学期望的概念.     

条件g-期望的重要性质

讨论了一类非线性条件数学期望(条件g-期望)的Levi引理、Fetoux引理、Lebesgue控制收敛定理和Jensen不等式,所得结果是条件数学期望相应理论的推广。     

g-期望的矩不等式

彭实戈在研究倒向随机微分方程(简记为BSDE)的过程中，提出了一种非线性数学期望——g-期望的概念.李保明证明了条件g-期望的Jensen不等式．据此给出条件g-期望的矩不等式．     

用Gauss-Laguerre积分算法确定风速数学期望

在分析了风速离散性与连续性特点基础上,通过引入连续型风速的Weibull概率分布和数学期望表达式,分别给出离散型和连续型风速数学期望的计算方法.为求解风速的Weibull数学期望,首先提出用梯度法求出Weibull函数的两个参数,然后以Gauss-Laguerre积分公式作为标准模型,将Weibull数学期望表达式转化为此标准模型,进而求出数学期望的值.最后以内蒙古新巴尔虎旗为例,通过上述方法求出该地区风速的数学期望.实验结果和分析显示,这种方法求得的数学期望和经验平均风速与气象上平均风速基本吻合.     

最大数学期望的几个重要性质

最大数学期望与g-期望一样都是非线性的,这两种非线性的数学期望之间存在某些联系. 通过g-期望的性质或最大数学期望的定义得到了最大数学期望的某些重要性质.     

条件数学期望的几何定义

本文给出了条件数学期望的几何定义,证明了该定义与其它定义的一致性.     

经济问题的概率处理方法

本文主要讨论利用概率中的数学期望来解决经济问题中的最大期望利润.同时运用条件概率对经济问题进行预测.     

不分明条件数学期望与不分明条件概率Ⅱ

本文是〔1〕的工作的继续,讨论不分明条件数学期望与不分明条件概率在一些特殊情形下的表现及其性质.主要内容有:不分明条件数学期望的一些补充性质,E_A(ζ|η_(?),t∈T),正规不分明条件概率与不分明条件分布。     

Markedness and its Interpretation in Language Use

Language markedness is a common phenomenon in languages, and is reflected from hearing, vision and sense, i.e. the variation in the three aspects such as phonology, morphology and semantics. This paper focuses on the interpretation of markedness in language use following the three perspectives, i.e. pragmatic interpretation, psychological interpretation and cognitive interpretation, with an aim to define the function of markedness.     

Features of Women's language

Language is a means of verbal communication. People use language to communicate with each other. In the society, no two speakers are exactly alike in the way of speaking. Some differences are due to age, gender, statue and personality. Above all, gender is one of the obvious reasons. The writer of this paper tries to describe the features of women＇s language from these perspectives： pronunciation, intonation, diction, subjects, grammar and discourse. From the discussion of the features of women＇s language, more attention should be paid to language use in social context. What＇s more, the linguistic phenomena in a speaking community can be understood more thoroughly.     

低渗透非均质砂岩油藏启动压力梯度研究

理论推导与室内实验相结合,建立了低渗透非均质砂岩油藏启动压力梯度确定方法。首先借助油藏流场与电场相似的原理,推导了非均质砂岩油藏启动压力梯度计算公式。其次基于稳定流实验方法,建立了非均质砂岩油藏启动压力梯度测试方法。结果表明:低渗透非均质砂岩油藏的启动压力梯度确定遵循两个等效原则。平面非均质油藏的启动压力梯度等于各级渗透率段的启动压力梯度关于长度的加权平均;纵向非均质油藏的启动压力梯度等于各渗透率层的启动压力梯度关于渗透率与渗流面积乘积的加权平均。研究成果可用于有效指导低渗透非均质砂岩油藏的合理井距确定,促进该类油藏的高效开发。     

On Tragic Consciousness In The Works By Ernest Hemingway

As an American modern novelist who were famous in the literary world, Hemingway was not a person who always followed the trend but a sharp observer. At the same time, he was a tragedy maestro, he paid great attention on existence, fate and end-result. The dramatis personae's tragedy of his works was an extreme limit by all means tragedy on the meaning of fearless challenge that failed. The beauty of tragedy was not produced on the destruction of life, but now this kind of value was in the impact activity. They performed for the reader about the tragedy on challenging for the limit and the death.     

Achieving Unusual States of Matter Under High Pressure

正The periodicity of the elements and the non-reactivity of the inner-shell electrons are two related principles of chemistry,rooted in the atomic shell structure.Within compounds,Group I elements,for example,invariably assume the+1 oxidation state,and their chemical properties differ completely from those of the p-block elements.These general rules govern our understanding of chemical structures and reactions.Using first principles calcula-     

Exchange-Correlation and Electronic Excitation Energies from Pairing Matrix Fluctuations

We have developed an adiabatic connection to formulate the ground-state exchange-correlation energy in terms of pairing matrix linear fluctuations.This formulation of the exchange-correlation energy opens a new channel for density functional approximations based on the many-body perturbation theory.We illustrate the potential of such approaches with an approximation based on the particle-particle Random Phase Approximation(pp-RPA).This re-     

Density Functional Theory for the Response of Periodic Systems to Electric Fields Based on the Vector Potential Approach

正The electronic and nuclear(structural/vibrational)response of 1D-3D nanoscale systems to electric fields gives rise to a host of optical,mechanical,spectral,etc.properties that are of high theoretical and applied interest.Due to the computational difficulty of treating such large systems it is convenient to model them as infinite and periodic(at least,in first approximation).The fundamental theoretical/computational problem in doing so is that     

On the Thermodynamic Limit for Responses to Static Electromagnetic Fields

For molecular systems,the quantum-mechanical treatment of their responses to static electromagnetic fields usually employs a scalar-potential treatment of the electric field and a vector-potential treatment of the magnetic field.Although the potential for each field separately is associated with the choice of an(unphysical)origin,the precise choice of the origin for the electrostatic field has little consequences for the results.This is different for the     

Call for Papers

<正>"The Journal of Shanghai Normal University:Mathematics"is published by Shanghai Normal University as regular issues of The Journal of Shanghai Normal University each year from 2014 in English.The editors-in-chief of the issues are professors Yuhao Cong and Maoan Han.The Journal of Shanghai Normal University was started in 1958 with     

Journal of Donghua University ( English Edition) Contents of Volume 31

正~~