The mean correcting martingale measure for the stochastic process defined as the exponential of an additive process is constructed. Necessary and sufficient conditions for the existence of mean correcting martingale a...The mean correcting martingale measure for the stochastic process defined as the exponential of an additive process is constructed. Necessary and sufficient conditions for the existence of mean correcting martingale are also obtained. The investigation of this paper will establish a unified way that is applicable both to the case of Ldvy processes and that of the sums of independent random variables. As an application, we present the necessary and sufficient conditions that the discounted stock price process is a martingale.展开更多
A digital camera measuring system has been used successfully to measure the space fluctuation behaviors of Induced Dielectric Barrier Discharge (IDBD) plasma at atmospheric pres- sure. The experimental results showed ...A digital camera measuring system has been used successfully to measure the space fluctuation behaviors of Induced Dielectric Barrier Discharge (IDBD) plasma at atmospheric pres- sure. The experimental results showed that: (1) The uniformity of electron temperature in space depends on discharge condition and structure of web electrode. For a certain web electrode the higher the discharge voltage is, the more uniform distribution of electron temperature in space will be. For a certain discharge the finer and denser the holes on web electrode are, the more uniform distribution of electron temperature in space will be (2). Digital camera is an available equipment to measure some behaviors of the plasma working at atmospheric pressure.展开更多
We introduce a family of measures（functions） of asymmetry for convex bodies and discuss their properties. It turns out that this family of measures shares many nice properties with the mean Minkowski measures. As th...We introduce a family of measures（functions） of asymmetry for convex bodies and discuss their properties. It turns out that this family of measures shares many nice properties with the mean Minkowski measures. As the mean Minkowski measures describe the symmetry of lower dimensional sections of a convex body, these new measures describe the symmetry of lower dimensional orthogonal projections.展开更多
基金Supported by the Foundation for Innovative Research Groups of the National Natural Science Foundation of China(71221061)National Natural Science Foundation of China(11171101)+3 种基金National Social Science Fund of China(11BTJ01115BJY122)Social Sciences Foundation of Ministry of Education of China(12YJAZH173)Aid program for Science and Technology Innovative Research Team in Higher Educational Institutions of Hunan Province
文摘The mean correcting martingale measure for the stochastic process defined as the exponential of an additive process is constructed. Necessary and sufficient conditions for the existence of mean correcting martingale are also obtained. The investigation of this paper will establish a unified way that is applicable both to the case of Ldvy processes and that of the sums of independent random variables. As an application, we present the necessary and sufficient conditions that the discounted stock price process is a martingale.
基金This work was supported by National Natural Science Foundation of China No.19775010.
文摘A digital camera measuring system has been used successfully to measure the space fluctuation behaviors of Induced Dielectric Barrier Discharge (IDBD) plasma at atmospheric pres- sure. The experimental results showed that: (1) The uniformity of electron temperature in space depends on discharge condition and structure of web electrode. For a certain web electrode the higher the discharge voltage is, the more uniform distribution of electron temperature in space will be. For a certain discharge the finer and denser the holes on web electrode are, the more uniform distribution of electron temperature in space will be (2). Digital camera is an available equipment to measure some behaviors of the plasma working at atmospheric pressure.
基金The NSF(11401089)of Chinathe Science and Technology Project(20130101065JC)of Jilin Province
文摘We introduce a family of measures（functions） of asymmetry for convex bodies and discuss their properties. It turns out that this family of measures shares many nice properties with the mean Minkowski measures. As the mean Minkowski measures describe the symmetry of lower dimensional sections of a convex body, these new measures describe the symmetry of lower dimensional orthogonal projections.
