Quanto options allow the buyer to exchange the foreign currency payoff into the domestic currency at a fixed exchange rate. We investigate quanto options with multiple underlying assets valued in different foreign cur...Quanto options allow the buyer to exchange the foreign currency payoff into the domestic currency at a fixed exchange rate. We investigate quanto options with multiple underlying assets valued in different foreign currencies each with a different strike price in the payoff function. We carry out a comparative performance analysis of different stochastic volatility (SV), stochastic correlation (SC), and stochastic exchange rate (SER) models to determine the best combination of these models for Monte Carlo (MC) simulation pricing. In addition, we test the performance of all model variants with constant correlation as a benchmark. We find that a combination of GARCH-Jump SV, Weibull SC, and Ornstein Uhlenbeck (OU) SER performs best. In addition, we analyze different discretization schemes and their results. In our simulations, the Milstein scheme yields the best balance between execution times and lower standard deviations of price estimates. Furthermore, we find that incorporating mean reversion into stochastic correlation and stochastic FX rate modeling is beneficial for MC simulation pricing. We improve the accuracy of our simulations by implementing antithetic variates variance reduction. Finally, we derive the correlation risk parameters Cora and Gora in our framework so that correlation hedging of quanto options can be performed.展开更多
In this paper,we use the Riemann-Hilbert(RH)method to investigate the Cauchy problem of the reverse space-time nonlocal Hirota equation with step-like initial data:q(z,0)=o(1)as z→-∞and q(z,0)=δ+o(1)as z→∞,where...In this paper,we use the Riemann-Hilbert(RH)method to investigate the Cauchy problem of the reverse space-time nonlocal Hirota equation with step-like initial data:q(z,0)=o(1)as z→-∞and q(z,0)=δ+o(1)as z→∞,whereδis an arbitrary positive constant.We show that the solution of the Cauchy problem can be determined by the solution of the corresponding matrix RH problem established on the plane of complex spectral parameterλ.As an example,we construct an exact solution of the reverse space-time nonlocal Hirota equation in a special case via this RH problem.展开更多
In this note,we establish a new version of Schur-Horn type theorem for symplectic matrices.Meanwhile,we establish a necessary and sufficient condition for the equality to hold in the above result.
AIM To investigate the diversity of bacterial lactase genes in the intestinal contents of mice with antibiotics-induced diarrhea.METHODS Following 2 d of adaptive feeding, 12 specific pathogenfree Kunming mice were ra...AIM To investigate the diversity of bacterial lactase genes in the intestinal contents of mice with antibiotics-induced diarrhea.METHODS Following 2 d of adaptive feeding, 12 specific pathogenfree Kunming mice were randomly divided into the control group and model group. The mouse model of antibiotics-induced diarrhea was established by gastric perfusion with mixed antibiotics(23.33 m L·kg^(-1)·d^(-1)) composed of gentamicin sulfate and cephradine capsules administered for 5 days, and the control group was treated with an equal amount of sterile water. Contents of the jejunum and ileum were then collected and metagenomic DNA was extracted, after which analysis of bacterial lactase genes using operational taxonomic units(OTUs) was carried outafter amplification and sequencing.RESULTS OTUs were 871 and 963 in the model group and control group, respectively, and 690 of these were identical. There were significant differences in Chao1 and ACE indices between the two groups(P < 0.05). Principal component analysis, principal coordination analysis and nonmetric multidimensional scaling analyses showed that OTUs distribution in the control group was relatively intensive, and differences among individuals were small, while in the model group, they were widely dispersed and more diversified. Bacterial lactase genes from the intestinal contents of the control group were related to Proteobacteria, Actinobacteria, Firmicutes and unclassified bacteria. Of these, Proteobacteria was the most abundant phylum. In contrast, the bacterial population was less diverse and abundant in the model group, as the abundance of Bradyrhizobium sp. BTAi1, Agrobacterium sp. H13-3, Acidovorax sp. KKS102, Azoarcus sp. KH32 C and Aeromonas caviae was lower than that in the control group. In addition, of the known species, the control group and model group had their own unique genera, respectively.CONCLUSION Antibiotics reduce the diversity of bacterial lactase genes in the intestinal contents, decrease the abundance of lactase gene, change the lactase gene strains, and transform their structures.展开更多
The methods for constructing planar C^1 cubic Hermite interpolation curves via approximate energy minimization are studied. The main purpose of the proposed methods are to obtain the optimal tangent vectors of the C^1...The methods for constructing planar C^1 cubic Hermite interpolation curves via approximate energy minimization are studied. The main purpose of the proposed methods are to obtain the optimal tangent vectors of the C^1 cubic Hermite interpolation curves. By minimizing the appropriate approximate functions of the strain energy, the curvature variation energy and the combined energy, the linear equation systems for solving the optimal tangent vectors are obtained. It is found that there is no unique solution for the minimization of approximate curvature variation energy minimization, while there is unique solution for the minimization of approximate strain energy and the minimization of approximate combination energy because the coefficient matrix of the equation system is strictly diagonally dominant. Some examples are provided to illustrate the effectiveness of the proposed method in constructing planar C^1 cubic Hermite interpolation curves.展开更多
Under the S-shaped utility of loss aversion,this paper considers the bequest motivation of pension plan participants,random salary income before retirement and the substitution rate between receiving pension benefits ...Under the S-shaped utility of loss aversion,this paper considers the bequest motivation of pension plan participants,random salary income before retirement and the substitution rate between receiving pension benefits after retirement and wages before retirement,and studies the optimal investment strategy of defined contribution(DC)pension.Assuming that pension funds can invest in a financial market consisting of three assets(risk-free asset cash,rolling bonds and stocks),inflation is considered by discount.Under the S-shaped utility,the Lagrange method is used to find the terminal optimal surplus of pensions in retirement,so as to find the terminal optimal wealth,and then the martingale method is used to find the optimal wealth process and investment strategy.Finally,a sensitivity analysis is carried out on the the influence of bequest motivation and loss aversion on the optimal investment strategy of DC pension.展开更多
This paper mainly studies the optimal investment problem of defined contribution(DC)pension under the self-protection and minimum security.First,we apply Ito?theorem to obtain the differential equation of the real sto...This paper mainly studies the optimal investment problem of defined contribution(DC)pension under the self-protection and minimum security.First,we apply Ito?theorem to obtain the differential equation of the real stock price after discounting inflation.Then,under the constraint of external guarantee of DC pension terminal wealth,self-protection is introduced to study the maximization of the expected utility of terminal wealth at retirement time and any time before retirement.The explicit solution of the optimal investment strategy of DC pension at retirement time and any time before retirement should be derived by martingale method.Finally,the influence of selfprotection on the optimal investment strategy of DC pension is numerically analyzed.展开更多
Let X^(H)={X^(H)(s),s∈R^(N_(1))}and X^(K)={X^(K)(t),t∈R^(N_(2))}be two independent time-space anisotropic random fields with indices H∈(0,1)^(N_(1)) and K∈(0,1)^(N_(2)),which may not possess Gaussianity,and which ...Let X^(H)={X^(H)(s),s∈R^(N_(1))}and X^(K)={X^(K)(t),t∈R^(N_(2))}be two independent time-space anisotropic random fields with indices H∈(0,1)^(N_(1)) and K∈(0,1)^(N_(2)),which may not possess Gaussianity,and which take values in R^(d) with a space metric τ.Under certain general conditions with density functions defined on a bounded interval,we study problems regarding the hitting probabilities of time-space anisotropic random fields and the existence of intersections of the sample paths of random fields X^(H) and X^(K).More generally,for any Borel set F⊂R^(d),the conditions required for F to contain intersection points of X^(H) and X^(K) are established.As an application,we give an example of an anisotropic non-Gaussian random field to show that these results are applicable to the solutions of non-linear systems of stochastic fractional heat equations.展开更多
In this paper, we focus on how to use strain energy minimization to obtain the optimal value of the fl＇ee parameter of the planar Cardinal spline curves. The unique solution can be easily obtained by minimizing an ap...In this paper, we focus on how to use strain energy minimization to obtain the optimal value of the fl＇ee parameter of the planar Cardinal spline curves. The unique solution can be easily obtained by minimizing an appropriate approximation of the strain energy. An example is presented to illustrate the effectiveness of our method.展开更多
This paper investigates a kind of modified scaling function projective synchronization of uncertain chaotic systems using an adaptive controller. The given scaling function in the new method can be an equilibrium poin...This paper investigates a kind of modified scaling function projective synchronization of uncertain chaotic systems using an adaptive controller. The given scaling function in the new method can be an equilibrium point; a periodic orbit, or even a chaotic attractor in the phase space. Based on LaSalle＇s invariance set principle, the adaptive control law is derived to make the states of two chaotic systems function projective synchronized. Some numerical examples are also given to show the effectiveness of the proposed method.展开更多
We consider the least square estimator for the parameters of Ornstein-Uhlenbeck processes dY_(s)=(∑_(j=1)^(k)μ_(j)φ_(j)(s)-βY_(s))ds+dZ_(s)^(q,H),driven by the Hermite process Z_(s)^(q,H)with order q≥1 and a Hurs...We consider the least square estimator for the parameters of Ornstein-Uhlenbeck processes dY_(s)=(∑_(j=1)^(k)μ_(j)φ_(j)(s)-βY_(s))ds+dZ_(s)^(q,H),driven by the Hermite process Z_(s)^(q,H)with order q≥1 and a Hurst index H∈(1/2,1),where the periodic functionsφ_(j)(s),,j=1,...,κare bounded,and the real numbersμ_(j),,j=1,...,κtogether withβ>0 are unknown parameters.We establish the consistency of a least squares estimation and obtain the asymptotic behavior for the estimator.We also introduce alternative estimators,which can be looked upon as an application of the least squares estimator.In terms of the fractional Ornstein-Uhlenbeck processes with periodic mean,our work can be regarded as its non-Gaussian extension.展开更多
A class of cubic trigonometric interpolation spline curves with two parameters is presented in this paper. The spline curves can automatically interpolate the given data points and become C^2 interpolation curves with...A class of cubic trigonometric interpolation spline curves with two parameters is presented in this paper. The spline curves can automatically interpolate the given data points and become C^2 interpolation curves without solving equations system even if the interpolation conditions are fixed. Moreover, shape of the interpolation spline curves can be globally adjusted by the two parameters. By selecting proper values of the two parameters,the optimal interpolation spline curves can be obtained.展开更多
A Certificateless Aggregate Signature(CLAS) scheme was proposed by Qu and Mu recently, which was published in "Int J. Electronic Security and Digital Forensics, 2018, 10(2)". They used discrete logarithm to ...A Certificateless Aggregate Signature(CLAS) scheme was proposed by Qu and Mu recently, which was published in "Int J. Electronic Security and Digital Forensics, 2018, 10(2)". They used discrete logarithm to ensure the scheme's security. However,we show by formulating an attack that their CLAS scheme cannot defend against Type I adversary. Furthermore, we point out an error that exists in the signature simulation of their security proof.After that we give a correct signature simulation for the security proof. Finally, to resist the Type I attack, we present two methods for improving Qu et al's CLAS scheme. Moreover, the second improving method can elevate the trust level of Qu et al's CLAS scheme to the highest trust level: Level 3.展开更多
Let F be a family of meromorphic functions in D, and let ψ（≠ 0） be a meromorphic function in D all of whose poles are simple. Suppose that, for each f ∈ F, f ≠0 in D. If for each pair of functions {f, g} ∩ F, f...Let F be a family of meromorphic functions in D, and let ψ（≠ 0） be a meromorphic function in D all of whose poles are simple. Suppose that, for each f ∈ F, f ≠0 in D. If for each pair of functions {f, g} ∩ F, f′ and g′ share ψ in D, then F is normal in D.展开更多
The aim of this article is to introduce the notion of Hom-Lie H-pseudo-superalgebras for any Hopf algebra H. This class of algebras is a natural generalization of the Hom-Lie pseudo-algebras as well as a special case ...The aim of this article is to introduce the notion of Hom-Lie H-pseudo-superalgebras for any Hopf algebra H. This class of algebras is a natural generalization of the Hom-Lie pseudo-algebras as well as a special case of the Hom-Lie superalgebras. We present some construction theorems of Hom-Lie H-pseudo-superalgebras, reformulate the equivalent definition of Hom-Lie H-pseudo-super-algebras, and consider the cohomology theory of Hom-Lie H-pseudo-superalgebras with coefficients in arbitrary Hom-modules as a generalization of Kac’s result.展开更多
The local existence and uniqueness of the solutions to backward stochastic differential equations（BSDEs, in short） driven by both fractional Brownian motions with Hurst parameter H ∈ （1/2, 1） and the underlying s...The local existence and uniqueness of the solutions to backward stochastic differential equations（BSDEs, in short） driven by both fractional Brownian motions with Hurst parameter H ∈ （1/2, 1） and the underlying standard Brownian motions are studied. The generalization of the It6 formula involving the fractional and standard Brownian motions is provided. By theory of Malliavin calculus and contraction mapping principle, the local existence and uniqueness of the solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions are obtained.展开更多
The concept of Fan-Browder mappings was first introduced in topological spaces without any convex structure. Then a new continuous selection theorem was obtained for the Fan-Browder mapping with range in a topological...The concept of Fan-Browder mappings was first introduced in topological spaces without any convex structure. Then a new continuous selection theorem was obtained for the Fan-Browder mapping with range in a topological space without any convex structure and noncompact domain. As applications, some fixed point theorems, coincidence theorems and a nonempty intersection theorem were given. Both the new concepts and results unify and extend many known results in recent literature.展开更多
In this paper we apply a new method to choose suitable free parameters of the planar cubic G1 Hermite interpolant. The method provides the cubic G1 Hermite interpolant with minimal quadratic oscillation in average. We...In this paper we apply a new method to choose suitable free parameters of the planar cubic G1 Hermite interpolant. The method provides the cubic G1 Hermite interpolant with minimal quadratic oscillation in average. We can use the method to construct the optimal shape-preserving interpolant. Some numerical examples are presented to illustrate the effectiveness of the method.展开更多
Let R be a prime ring with center Z(R), I a nonzero ideal of R, d a nonzero derivation of R and 0≠ a ∈ R. In the present paper, our object is to study the situation a[d(xk);xk]n ∈Z(R) for all x∈I under certain con...Let R be a prime ring with center Z(R), I a nonzero ideal of R, d a nonzero derivation of R and 0≠ a ∈ R. In the present paper, our object is to study the situation a[d(xk);xk]n ∈Z(R) for all x∈I under certain conditions, where n (≥ 1), k (≥ 1) are fixed integers.展开更多
Continuous-time Markowitz＇s by parameterizing a critical quantity. It mean-variance efficient strategies are modified is shown that these parameterized Markowitz strategies could reach the original mean target with a...Continuous-time Markowitz＇s by parameterizing a critical quantity. It mean-variance efficient strategies are modified is shown that these parameterized Markowitz strategies could reach the original mean target with arbitrarily high probabilities. This, in turn, motivates the introduction of certain stopped strategies where stock holdings are liquidated whenever the parameterized Markowitz strategies reach the present value of the mean target. The risk aspect of the revised Markowitz strategies are examined via expected discounted loss from the initial budget. A new portfolio selection model is suggested based on the results of the paper.展开更多
文摘Quanto options allow the buyer to exchange the foreign currency payoff into the domestic currency at a fixed exchange rate. We investigate quanto options with multiple underlying assets valued in different foreign currencies each with a different strike price in the payoff function. We carry out a comparative performance analysis of different stochastic volatility (SV), stochastic correlation (SC), and stochastic exchange rate (SER) models to determine the best combination of these models for Monte Carlo (MC) simulation pricing. In addition, we test the performance of all model variants with constant correlation as a benchmark. We find that a combination of GARCH-Jump SV, Weibull SC, and Ornstein Uhlenbeck (OU) SER performs best. In addition, we analyze different discretization schemes and their results. In our simulations, the Milstein scheme yields the best balance between execution times and lower standard deviations of price estimates. Furthermore, we find that incorporating mean reversion into stochastic correlation and stochastic FX rate modeling is beneficial for MC simulation pricing. We improve the accuracy of our simulations by implementing antithetic variates variance reduction. Finally, we derive the correlation risk parameters Cora and Gora in our framework so that correlation hedging of quanto options can be performed.
基金supported by the National Natural Science Foundation of China under Grant No.12147115the Discipline(Subject)Leader Cultivation Project of Universities in Anhui Province under Grant Nos.DTR2023052 and DTR2024046+2 种基金the Natural Science Research Project of Universities in Anhui Province under Grant No.2024AH040202the Young Top Notch Talents and Young Scholars of High End Talent Introduction and Cultivation Action Project in Anhui Provincethe Scientific Research Foundation Funded Project of Chuzhou University under Grant Nos.2022qd022 and 2022qd038。
文摘In this paper,we use the Riemann-Hilbert(RH)method to investigate the Cauchy problem of the reverse space-time nonlocal Hirota equation with step-like initial data:q(z,0)=o(1)as z→-∞and q(z,0)=δ+o(1)as z→∞,whereδis an arbitrary positive constant.We show that the solution of the Cauchy problem can be determined by the solution of the corresponding matrix RH problem established on the plane of complex spectral parameterλ.As an example,we construct an exact solution of the reverse space-time nonlocal Hirota equation in a special case via this RH problem.
基金supported by the National Natural Science Foundation of China(Grant Nos.12201332,12271108)by the Fujian Provincial Natural Science Foundation of China(Grant No.2024J01874)by the Fujian Key Laboratory of Financial Information Processing(Putian University).
文摘In this note,we establish a new version of Schur-Horn type theorem for symplectic matrices.Meanwhile,we establish a necessary and sufficient condition for the equality to hold in the above result.
基金Supported by the National Natural Science Foundation of China,No.81573951
文摘AIM To investigate the diversity of bacterial lactase genes in the intestinal contents of mice with antibiotics-induced diarrhea.METHODS Following 2 d of adaptive feeding, 12 specific pathogenfree Kunming mice were randomly divided into the control group and model group. The mouse model of antibiotics-induced diarrhea was established by gastric perfusion with mixed antibiotics(23.33 m L·kg^(-1)·d^(-1)) composed of gentamicin sulfate and cephradine capsules administered for 5 days, and the control group was treated with an equal amount of sterile water. Contents of the jejunum and ileum were then collected and metagenomic DNA was extracted, after which analysis of bacterial lactase genes using operational taxonomic units(OTUs) was carried outafter amplification and sequencing.RESULTS OTUs were 871 and 963 in the model group and control group, respectively, and 690 of these were identical. There were significant differences in Chao1 and ACE indices between the two groups(P < 0.05). Principal component analysis, principal coordination analysis and nonmetric multidimensional scaling analyses showed that OTUs distribution in the control group was relatively intensive, and differences among individuals were small, while in the model group, they were widely dispersed and more diversified. Bacterial lactase genes from the intestinal contents of the control group were related to Proteobacteria, Actinobacteria, Firmicutes and unclassified bacteria. Of these, Proteobacteria was the most abundant phylum. In contrast, the bacterial population was less diverse and abundant in the model group, as the abundance of Bradyrhizobium sp. BTAi1, Agrobacterium sp. H13-3, Acidovorax sp. KKS102, Azoarcus sp. KH32 C and Aeromonas caviae was lower than that in the control group. In addition, of the known species, the control group and model group had their own unique genera, respectively.CONCLUSION Antibiotics reduce the diversity of bacterial lactase genes in the intestinal contents, decrease the abundance of lactase gene, change the lactase gene strains, and transform their structures.
基金Supported by the Natural Science Foundation of Hunan Province(Grant No.2017JJ3124)the Scientific Research Fund of Hunan Provincial Education Department(Grant No.18A415)
文摘The methods for constructing planar C^1 cubic Hermite interpolation curves via approximate energy minimization are studied. The main purpose of the proposed methods are to obtain the optimal tangent vectors of the C^1 cubic Hermite interpolation curves. By minimizing the appropriate approximate functions of the strain energy, the curvature variation energy and the combined energy, the linear equation systems for solving the optimal tangent vectors are obtained. It is found that there is no unique solution for the minimization of approximate curvature variation energy minimization, while there is unique solution for the minimization of approximate strain energy and the minimization of approximate combination energy because the coefficient matrix of the equation system is strictly diagonally dominant. Some examples are provided to illustrate the effectiveness of the proposed method in constructing planar C^1 cubic Hermite interpolation curves.
基金Supported by the National Social Science Foundation of China(20BTJ048)Anhui University Humanities and Social Science Research Major Project(SK2021ZD0043)
文摘Under the S-shaped utility of loss aversion,this paper considers the bequest motivation of pension plan participants,random salary income before retirement and the substitution rate between receiving pension benefits after retirement and wages before retirement,and studies the optimal investment strategy of defined contribution(DC)pension.Assuming that pension funds can invest in a financial market consisting of three assets(risk-free asset cash,rolling bonds and stocks),inflation is considered by discount.Under the S-shaped utility,the Lagrange method is used to find the terminal optimal surplus of pensions in retirement,so as to find the terminal optimal wealth,and then the martingale method is used to find the optimal wealth process and investment strategy.Finally,a sensitivity analysis is carried out on the the influence of bequest motivation and loss aversion on the optimal investment strategy of DC pension.
基金Supported by the National Social Science Foundation of China(20BTJ048)Anhui University Humanities and Social Science Research Major Project(SK2021ZD0043)。
文摘This paper mainly studies the optimal investment problem of defined contribution(DC)pension under the self-protection and minimum security.First,we apply Ito?theorem to obtain the differential equation of the real stock price after discounting inflation.Then,under the constraint of external guarantee of DC pension terminal wealth,self-protection is introduced to study the maximization of the expected utility of terminal wealth at retirement time and any time before retirement.The explicit solution of the optimal investment strategy of DC pension at retirement time and any time before retirement should be derived by martingale method.Finally,the influence of selfprotection on the optimal investment strategy of DC pension is numerically analyzed.
基金supported by National NaturalScience Foundation of China(11971432)Natural Science Foundation of Zhejiang Province(LY21G010003)+1 种基金First Class Discipline of Zhejiang-A(Zhejiang Gongshang University-Statistics)the Natural Science Foundation of Chuzhou University(zrjz2019012)。
文摘Let X^(H)={X^(H)(s),s∈R^(N_(1))}and X^(K)={X^(K)(t),t∈R^(N_(2))}be two independent time-space anisotropic random fields with indices H∈(0,1)^(N_(1)) and K∈(0,1)^(N_(2)),which may not possess Gaussianity,and which take values in R^(d) with a space metric τ.Under certain general conditions with density functions defined on a bounded interval,we study problems regarding the hitting probabilities of time-space anisotropic random fields and the existence of intersections of the sample paths of random fields X^(H) and X^(K).More generally,for any Borel set F⊂R^(d),the conditions required for F to contain intersection points of X^(H) and X^(K) are established.As an application,we give an example of an anisotropic non-Gaussian random field to show that these results are applicable to the solutions of non-linear systems of stochastic fractional heat equations.
基金The Hunan Provincial Natural Science Foundation(2017JJ3124)of China
文摘In this paper, we focus on how to use strain energy minimization to obtain the optimal value of the fl＇ee parameter of the planar Cardinal spline curves. The unique solution can be easily obtained by minimizing an appropriate approximation of the strain energy. An example is presented to illustrate the effectiveness of our method.
基金Project supported by the National Natural Science Foundation of China (Grant No.61075060)the Science and Technology Research Key Program for the Education Department of Hubei Province of China (Grant No.D20105001)the Open Project of State Key Laboratory of Industrial Control Technology,China (Grant No.ICT1007)
文摘This paper investigates a kind of modified scaling function projective synchronization of uncertain chaotic systems using an adaptive controller. The given scaling function in the new method can be an equilibrium point; a periodic orbit, or even a chaotic attractor in the phase space. Based on LaSalle＇s invariance set principle, the adaptive control law is derived to make the states of two chaotic systems function projective synchronized. Some numerical examples are also given to show the effectiveness of the proposed method.
基金supported by National Natural Science Foundation of China(12071003).
文摘We consider the least square estimator for the parameters of Ornstein-Uhlenbeck processes dY_(s)=(∑_(j=1)^(k)μ_(j)φ_(j)(s)-βY_(s))ds+dZ_(s)^(q,H),driven by the Hermite process Z_(s)^(q,H)with order q≥1 and a Hurst index H∈(1/2,1),where the periodic functionsφ_(j)(s),,j=1,...,κare bounded,and the real numbersμ_(j),,j=1,...,κtogether withβ>0 are unknown parameters.We establish the consistency of a least squares estimation and obtain the asymptotic behavior for the estimator.We also introduce alternative estimators,which can be looked upon as an application of the least squares estimator.In terms of the fractional Ornstein-Uhlenbeck processes with periodic mean,our work can be regarded as its non-Gaussian extension.
基金supported by the National Natural Science Foundation of China(11171181)the Scientific Research Fund of Hunan Provincial Education Department of China(14B099)
文摘A class of cubic trigonometric interpolation spline curves with two parameters is presented in this paper. The spline curves can automatically interpolate the given data points and become C^2 interpolation curves without solving equations system even if the interpolation conditions are fixed. Moreover, shape of the interpolation spline curves can be globally adjusted by the two parameters. By selecting proper values of the two parameters,the optimal interpolation spline curves can be obtained.
基金Supported by the National Natural Science Foundation of China(61373140,61170246)the Program for Innovative Research Team in Science and Technology in Fujian Province University and 2018 Scientific Research and Innovation Special Project of Putian University(2018ZP11,2018ZP12)+1 种基金the Opening Project of Key Laboratory of Financial Mathematics of Fujian Province University(Putian University)(JR201806)Educational Research Projects of Young and Middle-aged Teachers in Fujian Education Department(JT180487)。
文摘A Certificateless Aggregate Signature(CLAS) scheme was proposed by Qu and Mu recently, which was published in "Int J. Electronic Security and Digital Forensics, 2018, 10(2)". They used discrete logarithm to ensure the scheme's security. However,we show by formulating an attack that their CLAS scheme cannot defend against Type I adversary. Furthermore, we point out an error that exists in the signature simulation of their security proof.After that we give a correct signature simulation for the security proof. Finally, to resist the Type I attack, we present two methods for improving Qu et al's CLAS scheme. Moreover, the second improving method can elevate the trust level of Qu et al's CLAS scheme to the highest trust level: Level 3.
基金the National Natural Science Foundation of China(Grant Nos.1137113911261029+1 种基金11001081)the Scientific Research Foundation of CUIT(Grant No.KYTZ201403)
文摘Let F be a family of meromorphic functions in D, and let ψ（≠ 0） be a meromorphic function in D all of whose poles are simple. Suppose that, for each f ∈ F, f ≠0 in D. If for each pair of functions {f, g} ∩ F, f′ and g′ share ψ in D, then F is normal in D.
文摘The aim of this article is to introduce the notion of Hom-Lie H-pseudo-superalgebras for any Hopf algebra H. This class of algebras is a natural generalization of the Hom-Lie pseudo-algebras as well as a special case of the Hom-Lie superalgebras. We present some construction theorems of Hom-Lie H-pseudo-superalgebras, reformulate the equivalent definition of Hom-Lie H-pseudo-super-algebras, and consider the cohomology theory of Hom-Lie H-pseudo-superalgebras with coefficients in arbitrary Hom-modules as a generalization of Kac’s result.
基金supported by NSFC grant(11371169)China Automobile Industry Innovation and Development Joint Fund(U1564213)
文摘The local existence and uniqueness of the solutions to backward stochastic differential equations（BSDEs, in short） driven by both fractional Brownian motions with Hurst parameter H ∈ （1/2, 1） and the underlying standard Brownian motions are studied. The generalization of the It6 formula involving the fractional and standard Brownian motions is provided. By theory of Malliavin calculus and contraction mapping principle, the local existence and uniqueness of the solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions are obtained.
基金Project supported by the Natural Science Foundation of Chongqing (CSTC)(No.2005BB2097)
文摘The concept of Fan-Browder mappings was first introduced in topological spaces without any convex structure. Then a new continuous selection theorem was obtained for the Fan-Browder mapping with range in a topological space without any convex structure and noncompact domain. As applications, some fixed point theorems, coincidence theorems and a nonempty intersection theorem were given. Both the new concepts and results unify and extend many known results in recent literature.
基金The Scientific Research Fund (18A415) of Hunan Provincial Education Department
文摘In this paper we apply a new method to choose suitable free parameters of the planar cubic G1 Hermite interpolant. The method provides the cubic G1 Hermite interpolant with minimal quadratic oscillation in average. We can use the method to construct the optimal shape-preserving interpolant. Some numerical examples are presented to illustrate the effectiveness of the method.
基金Supported by the Natural Science Foundation of Anhui Province(Grant Nos.1808085MA14 1908085MA03)+1 种基金the Key University Science Research Project of Anhui Province(Grant No.KJ2018A0433)Research Project of Chuzhou University(Grant No.zrjz2017005)
文摘Let R be a prime ring with center Z(R), I a nonzero ideal of R, d a nonzero derivation of R and 0≠ a ∈ R. In the present paper, our object is to study the situation a[d(xk);xk]n ∈Z(R) for all x∈I under certain conditions, where n (≥ 1), k (≥ 1) are fixed integers.
基金supported by the National Natural Science Foundation of China (10571167)the National Basic Research Program of China (973 Program, 2007CB814902)+2 种基金the Science Fund for Creative Research Groups (10721101)supported by the Nomura Centrefor Mathematical Finance and the Oxford–Man Institute of Quantitative Financea start-up fund of the University of Oxford
文摘Continuous-time Markowitz＇s by parameterizing a critical quantity. It mean-variance efficient strategies are modified is shown that these parameterized Markowitz strategies could reach the original mean target with arbitrarily high probabilities. This, in turn, motivates the introduction of certain stopped strategies where stock holdings are liquidated whenever the parameterized Markowitz strategies reach the present value of the mean target. The risk aspect of the revised Markowitz strategies are examined via expected discounted loss from the initial budget. A new portfolio selection model is suggested based on the results of the paper.
