一般Levy过程下带违约风险的可转换债券定价模型

对可转换债券的相应标的股价S_t=S_0exp[(r-q)t+X_t],在X_t是Levy过程的假设下,运用傅立叶变换和残数定理,得出了带有赎回和回售条款的可转换债券的定价公式;同时,结合Duffie关于衍生产品带违约风险的定价方法,给出了带违约风险的可转换债券定价公式.     

一类正交基插值尺度函数的构造

给出了一类正交基插值尺度函数的构造方法.这类尺度函数具有指数衰减性.并给出它们具有一阶和二阶光滑性的条件.最后举了一个构造算例.     

Radon-Nikodym theorem in signed Loeb space

This paper gives the Radon-Nikodym theorem in signed Loeb space under 1-saturated nonstandard model. First,the nonstandard characterization of absolute continuity is discussed,on which Radon-Nikodym theorem in signed Loeb space is obtained. Then,some facts about a finite signed Loeb measure and its variation are shown.     

Vegetation effects on mean daily maximum and minimum surface air temperatures over China

Changes in the daily maximum (Tmax) and minimum (Tmin) surface air temperatures and the associated temperature extremes have severe consequences on human society and the natural environment. In this study, we assess vegetation effects on mean Tmax and Tmin over China by computing a vegetation feedback parameter using the satellite-sensed Normalized Difference Vegetation Index (NDVI) and observed temperatures for the period 1982–2002. In all seasons, vegetation exerts a much stronger forcing on Tmax than on Tmin, and thus has a substantial effect on the diurnal temperature range (DTR) over China. Significant positive feedbacks on Tmax and the DTR occupy many areas of China with the feedback parameters exceeding 1°C (0.1 NDVI)–1, while significant negative effects only appear over the summertime climatic and ecological transition zone of northern China and some other isolated areas. Also, the vegetation feedbacks are found to vary with season. In areas where significant feedbacks occur, vegetation contributes to typically 10%–30% of the total variances in Tmax, Tmin, and the DTR. These findings suggest that vegetation memory offers the potential for improving monthly-to-seasonal forecasting of Tmax and Tmin, and the associated temperature extremes over China. Meanwhile, the limitations and uncertainties of the study should be recognized.     

一类Rayleigh型p-laplace时滞微分方程的周期解

应用Manásevich-Mawhin重合度定理,研究了形如:(φp(x'(t)))'+f(t,x(t-τ(t)),x '(t-σ(t)))+β(t)g(t,x(t-τ(t)))=e(t),的Rayleigh型p-Laplace多时滞微分方程.在β(t)可变号情形下,得到了一个关于周期解存在性的结果.     

刚体动量矩定理的新证法

给出了关于刚体对固定点O的动量矩定理的一种新证法，该法简单，通用，同时给出了刚体对其上参考点P的动量矩定理。     

p-Laplacian边值问题的多重正解（英文）

利用不动点指数定理及迭代技术,本文主要讨论p-Laplacian微分方程边值问题正解的存在性和非存在性,并得到了依赖于参数λ的边值问题的正解。     

非线性Boltzmann方程Cauchy问题解的整体存在性对位势U(r)=r~(-s),s>2

本文的B、E、(Bolizmann方程)是这样的。 (1.1)是B、E的解。∈R~+×R~3×R~3 (1.2) (1.3)S>2 (1.4)(1.5) (1.6) (1.7)上式以为z轴有动量守恒。能量守恒 (1.8) (1.9) (1.10)β>0 (1.11) (1.12)对连续。 (1.13) (1.14)对l∈t(0.T)有一阶连续导数。t固定时对连续, (1.15) (1.16)本文是小初值的整体存在性定理,本文定理是定理1 设<1/(8A_3(s_9β)) (1.17)A_3(s_9β)≡A_1(β)(2~(1/8)x/3+A_2(S)) (1.18)A_1(β)≡(π/β)~(1/2) 2x integral from n=0 to π/2 β(θ)dθ (1.19) (1.20)则初值问题(1.1)和(1.10)有唯一整体解f∈C~1(0,∞;S_3~+)本文模仿[1]的证明。但对[1]作了推广,[1]的结果相当于这儿s=+∞的情形。这儿讨论的是s>2。我们主要利用了工具[2]。[3]。[4]等文章也讨论Cauchy问题的解。它们对要求受cxp-αζ~2,α>0或,p>1的限制,当然结果也就更好,本文对的假设追随[1],不同于[3],[4]。 [5]给出大初值的整体存在性,但本文初值函数不满足[5]中(2)。本文对软硬位势处理提供了一种方法,它可能有普遍意义。     

Cayley—Hamilton定理的推广

本文证明 Cayley-Hamilton 定理的一个推广:设 R 是含单位元的交换环,M_n(R)[λ]是 R 的矩阵环 M_n(R)上的多项式环,如果 F(λ)∈M_n(R)(λ),F(A)=0,(?)(λ)=detF(λ),则(?)(A)=0.