组合期权交易策略的概率分析

在假定股票价格服从Ito过程条件下，讨论了采用组合期权交易策略的投资者获益的概率及损益的数学期望，得到了具体计算式，只要投资者获得相应数据，通过具体计算式加以计算，便可以为期权投资者提供数量上的重要参考依据，对期权投资者具有实用价值。     

Poisson单和—类广义Poisson单的刻划

讨论了Ｐｏｉｓｓｏｎ单和一类广义Ｐｏｉｓｓｏｎ单的基本刻划问题。     

A Study of Evaluation System of Restricting Factors in Training Students‘ Qualities

This paper studies evaluation system of restricting factors in training students' qualities by modern mathematical method of analysis hierarchy process and principal factor analysis, and to build up a mathematical model of evaluation system.     

粘结开裂破坏框架柱性能的研究

本文以试验结果为基础,通过轴压力、配筋、配箍、加载方向的变化,分析了这些因素对产生粘结开裂破坏框架柱性能的影响,并给出了产生粘结开裂破坏的m值下限。     

利用单元状态的改变模拟采场破坏规律

采用能较好反映混凝土等脆性材料破坏特征的五参数Wilianm-Warnke强度准则破坏模型，利用有限单元法单元“处死”的功能模拟回采过程和相似材料模拟试验研究，初步总结出缓倾斜厚煤层悬移支架放顶煤顶板活动及矿压显现规律，为缓倾斜厚煤层悬移支架放顶煤制定较为合理的方案、安全技术措施等提供重要的依据和指导作用。     

Using Oil Analysis to Study the Wear Condition of Bearing in Trunnion of Convertor During/After Run-in Period

1Introduction Convertorisoneofthemainequipmentofsteel making.Thebearingsinthetrunnionofconvertorarecharacterizedby low speed,heavy loadandhuge dimension.Theyrevolve slowlywhenmoltensteelisaddedoremptied.Theirlife expectancyis20years.Incasetheyexperiencefailurein operation,theoutputoftheconvertorandeventhatofthe wholeproductlinewouldbeaffectedandhugelosswouldbe resultedin.Therefore,itisveryimportanttomasterthe workingconditionsofthebearings.Vibrationandoilanalyses aretwomaintechniquestomonito…     

Ruin Probability with Variable Premium Rate and Disturbed by Diffusion in a Markovian Environment

We consider a risk model with a premium rate which varies with the level of free reserves. In this model, the occurrence of claims is described by a Cox process with Markov intensity process, and the influence of stochastic factors is considered by adding a diffusion process. The integro-differential equation for the ruin probability is derived by a infinitesimal method.     

减少化验次数的一个优化模型

依据数学理论证明在一定条件下，可以减少化验次数；并给出了选择方法；建立了一个减少化验次数的优化模型。     

容错控制器在破碎机调速系统应用中的仿真研究

针对单输入单输出多回路系统,采取一种简单的容错控制技术,当控制系统中任一传感器失效时,采用邻近回路重构控制律对水下破碎机转速控制器加以补偿,使控制系统仍能稳定且控制质量与传感器失效前相一致,并给出了其仿真结果.图6,参9.