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双分式布朗运动下股本权证的定价
双分式布朗运动下股本权证 偏微分方程
2013/11/11
为了体现金融资产的长期记忆性,采用几何双分式布朗运动刻画股本权证标的资产价格变化的行为模式.基于Wick积分推导出股本权证价值所满足的偏微分方程,并通过终值条件和变量代换得到该偏微分方程的解:股本权证的定价公式.进一步研究了长记忆参数对定价模型的影响以及定价模型的参数估计问题.最后,采用市场数据进行实证研究,不同模型的定价结果说明了金融资产具有长期记忆性.
推广的Tanh函数方法与形式分离变量法
推广的Tanh函数方法 形式分离变量法 （2+1）维KdV方程
2011/10/18
本文分别运用推广的Tanh函数方法与形式分离变量方法求解（2+1）维KdV方程，深入地分析了这两种方法主要思想和优点，并且尝试将推广的Tanh函数方法与形式分离变量法相结合，用来求解偏微分方程，获得了比较令人满意的解。
具离散时滞的扩散Musca domestica苍蝇模型的波前解
波前解 上下解 Musca domestica苍蝇模型
2011/10/18
利用上、下解技巧研究了具离散时滞的扩散Musca domestica苍蝇模型的波前解，给出了波前解存在的条件。
结合加权全变分与小波的图像修补模型
图像信号处理 加权全变分 小波 图像修补
2011/10/15
提出一种基于加权全变分和小波的联合修补图像的新偏微分方程模型，用于有噪图像的修补。该方法综合利用了全变分与小波的优点，同时应用加权全变分的方法，使之更具有适应性。实验表明，对有噪图像进行修补效果较好，可以很好的保持纹理及边缘，减少Gibbs现象。
三维空间中Davey-Stewartson系统的最佳爆破准则
Davey-Stewartson系统 图景分解 爆破解 最佳准则
2011/10/15
本文研究如下的Davey-Stewartson系统的爆破解△其中.首先，利用中有界序列的图景分解,我们给出了基态的一些新变分特征以及广义Gagliardo-Nirenberg不等式.进而,对于，我们得到(DS)爆破解存在的最佳判别准则.
On the rate of convergence to equilibrium for a non-isothermal viscous Cahn-Hilliard equation
Partial differential equation Cahn-Hilliard equation Maxwell-Cattaneo's law convergence rate
2011/10/14
In this short note, a model describing non-isothermal fast phase separation processes taking place in a three-dimensional bounded domain is considered. The model consists of a viscous Cahn-Hilliard eq...
On a Fourth Order Lichnerowicz Type Equation Involving The Paneitz-Branson Operator
Fourth Order Lichnerowicz Type Equation Paneitz-Branson Operator
2011/2/24
In this paper, we study some fourth order singular critical equa-tions of Lichnerowicz type involving the Paneitz-Branson operator, and we prove existence and non existence results under given assumpt...
La formule du caractère et la mesure de Plancherel pour les groupes de Lie résolubles unimodulaires sur un corps p-adique
Metaplectic group Unitary representation Character formula
2011/2/23
We establish a character formula for admissible unitary representations of p-adic almost algebraic solvable groups and we deduce the Plancherel measure in the unimodular case.
A Discussion on the Different Notions of Symmetry of Differential Equations
Discussion Different Notions of Symmetry of Differential Equations
2011/1/19
A discussion is presented, within a simple unifying scheme, about dif-ferent types of symmetry of PDE’s, with the introduction and a precise characterization of the notions of “standard” and “weak” co...
We prove that a holonomic binomial D–moduleMA(I, ) is regular if and only if certain associated primes of I determined by the parameter vector ∈ Cd are homogeneous.We further describe the slopes of...
Scattering of Solitons for Dirac Equation Coupled to a Particle
Scattering of Solitons Dirac Equation Coupled Particle
2011/1/21
We establish soliton-like asymptotics for finite energy solutions to the Dirac equation coupled to a relativistic particle. Any solution with initial state close to the solitary manifold, converges in...
On a periodic 2-component $\mu$-Hunter-Saxton equation
A periodic 2-component μ-Hunter-Saxton system blow-up scenario blow-up
2011/2/25
In this paper, we study the Cauchy problem of a periodic 2-component μ-Hunter-Saxton system. We first establish the local well-posedness for the periodic 2-component μ-Hunter-Saxton system by Kato’s s...
Well-posedness of a Class of Non-homogeneous Boundary Value Problems of the Korteweg-de Vries Equation on a Finite Domain
Class of Non-homogeneous Boundary Value Problems Korteweg-de Vries Equation Finite Domain
2011/1/18
In this paper, we study a class of initial and boundary value problems proposed by Colin and Ghidalia for the Korteweg-de Vries equation posed on a bounded domain (0, L).We show that the initial-value...
Conserved quantities and generalized solutions of the ultradiscrete KdV equation
Conserved quantities generalized solutions ultradiscrete KdV equation
2011/2/22
We construct generalized solutions to the ultradiscrete KdV equation,including the so-called negative solition solutions. The method is based on the ultradiscretization of soliton solutions to the dis...
We consider numerical approximations of the Monge-Ampere equation det D2u = f; f > 0 with Dirichlet boundary conditions on a convex bounded domain in Rn; n = 2; 3. We make a comparative study of thr...