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Table of Content
24 February 2008
Volume 43 Issue 2
Articles
Continuoustime hedging under complete market by BSDEs
HE Kun
J4. 2008, 43(2): 107 . doi:
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Applying backward stochastic differential equations, the hedging under complete market were considered. Based on the generalized FeynmanKac formula related with forward and backward equations, proposed by El. Karoui, Peng, Quenez(1997),a particular formula about the portfolio strategy for hedging one contingent claim was given.
A high order parallel iterative scheme for the dispersive equation
ZHANG Qingjie,WANG Wenqia
J4. 2008, 43(2): 811 . doi:
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1204
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A high order implicit scheme was presented for the dispersive equation and a corresponding alternating group iterative scheme was derived, which has high accuracy and quick ratio of convergence. The unconditional stability for the implicit scheme and the convergence for the alternating group iterative scheme were also proved. A numerical experiment conformed to theoretical results. A numerical comparison between the scheme mentioned in this paper (NAGI) and a similar known method (AGI) was also presented.
The number of quadrilaterals in a graph satisfying the given degree condition
LI Feng,LI Shuo,LIANG Feng
J4. 2008, 43(2): 1215 . doi:
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1315
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It was proved that if G is a graph of order 4k,and the minimum sum of degree of any two nonadjacent vertices in G is no less than 4k2,then G contains k1 disjoint quadrilaterals.
Ruin probability for a compound PoissonGeometric process of multirisk model with interference
YU Wenguang,HUANG Yujuan
J4. 2008, 43(2): 1618 . doi:
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1470
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A risk model, which the compensation arrives to the compound PoissonGeometric process, was generalized. The arrival of term policies with interference, which was a Poisson process with intensity α, was studied. Applying the martingle theory, the Lundberg inequality and the formula for the ruin probability were concluded.
A twodirection Srough fuzzy set and its application
LIU Jiqin,PEI Haifeng
J4. 2008, 43(2): 1922 . doi:
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1103
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Using the concept of fuzzy elementary transfers, a static fuzzy set was generalized to a dynamic fuzzy set, then a twodirection Sfuzzy set was obtained. Based on this, a twodirection Srough fuzzy set was proposed, and its general structure was given. The relationships between a twodirection Srough fuzzy set and Z.Pawlak rough sets, between a twodirection Srough fuzzy set and a Dubois rough fuzzy set, between a twodirection Srough fuzzy set and a twodirection Srough set were analyzed. The application of the twodirection Srough fuzzy set was given. A twodirection Srough fuzzy set is a dynamic rough fuzzy set.
Function onedirection Srough sets and system state detectionrecognition
DU Yingling,REN Xuefang
J4. 2008, 43(2): 2328 . doi:
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1042
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Function Srough sets which have dynamic characteristic and law characteristic have three forms: function onedirection Srough sets, function twodirection Srough sets, and dual of function onedirection Srough sets. Introducing the concept of function onedirection Srough sets into system state detectionrecognition, the concepts of state departure and the distance of state departure were presented, and criterion of system state recognition and its applications were given. Using function onedirection Srough sets to detect the system state is a new trend of system state recognition and detection research.
Frough integrals generated by function onedirection Srough sets
YU Xiuqing,SHI Kaiquan
J4. 2008, 43(2): 2934 . doi:
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1107
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The upper approximation and the lower approximation in function onedirection Srough sets are both seen as Rfunction equivalence classes which can generate two functions. If the two generated functions are continuous in closed interval ［a,b］, the pair of the integrals generated by the two functions are called Frough integrals based on function onedirection Srough sets. Frough integrals are ordinary integral promotion, and they have dynamic characteristics with some good nature, and they provides a convenient and effective tool to resolve some factual problems.
The theory of ∑Γfuzzy truth degree being relative to finite theory in logic system L
WANG Zhaohai,WU Hongbo*
J4. 2008, 43(2): 3539 . doi:
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1187
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Having combination of the theory of truth degree in metrology of logic with the theory of ∑αtautologies in fuzzy logic, which have been introduced by professor G.J.Wang, the theory of ∑Γtruth degree was introduced, and its properties which induce a pseudometric on F(S) were investigated. The results gained have complemented and enhanced the original theory, and the work delivers a new frame for fuzzy reasoning.
Fuzzy good congruences on typeA semigroups
LI Chunhua
J4. 2008, 43(2): 4043 . doi:
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958
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The notions of a fuzzy good congruence relation and a fuzzy cancellative congruence relation on abundant semigroups were introduced, and some properties and characterizations of fuzzy good congruences on such semigroups were given. Some properties of fuzzy good congruences on typeA semigroups were given. Finally, sufficient and necessary conditions for a fuzzy good congruence on a typeA semigroup to be cancellative were proved.
A note on ultra separation axioms of Ltopological spaces
YU Yue,MENG Guangwu
J4. 2008, 43(2): 4447 . doi:
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870
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In Lfuzzy topological spaces, ultra separation axioms were defined, some characterization of them were gvien, and their properties were discussed.
The leastsquares solutions of inverse problems for generalized(R,S)symmetric matrices
SONG Junling,TIAN Jinting,ZHAO Jianli
J4. 2008, 43(2): 4851 . doi:
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1083
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The leastsquares solutions of inverse problems for generalized(R,S)symmetric matrices were discussed.The necessary and sufficient conditions were presented, and the general form was given.The optimal approximation was discussed, and the precise expression of the solution was provided.
The twogrid algorithm of the finite volume element method for secondorder indefinite elliptic problems
DAI Zhenxiang
J4. 2008, 43(2): 5257 . doi:
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1160
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The twogrid algorithm of the finite volume element method for secondorder indefinite elliptic problems in R2 was presented ,based on the P1 nonconforming element.The following error estimated in the H1norm between the solution of the twogrid and the finite volume element appoximation of the elliptic problem were derived::‖uhuh‖1,h≤CH2‖f‖1,‖uuh‖1,h≤C(h+H2)‖f‖1.
Relation between constancy of gexpectations and g(y,0,t)=0
LIU Jie
J4. 2008, 43(2): 5861 . doi:
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1097
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A risk measure usually needs the constancy property. By investigating the constancy property of g and gexpectations, a necessary and sufficient condition on the constancy of gexpectations can be gained. Furthermore, it strengthens the relationship between the space of function g and the space of nonlinear expectation.
Armendariz and semicommutative properties of a class of upper triangular matrix rings
WANG Wenkang
J4. 2008, 43(2): 6265 . doi:
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1566
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A ring R is called Armendariz,if (∑mi=0aixi)(∑nj=0bjxj)=0∈R［x］,then aibj=0,where 0≤i≤m, 0≤j≤n .A ring R is called semicommutative if for ant a,b∈R,ab=0 implies aRb=0.
The property of some special nCoherent functor
XING Jianmin
J4. 2008, 43(2): 6669 . doi:
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942
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A small nCoherent functor is defined, and the cokernel and kernel of some special nCoherent functors were studied. Some properties of nCoherent functor were described.
Oscillation of second order nonlinear neutral delay difference equations with continuous arguments
LI Tongxing,HAN Zhenlai,ZHANG Meng,CAO Fengjuan
J4. 2008, 43(2): 7071 . doi:
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1251
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By analytic method, the oscillation for a class of second order nonlinear neutral delay difference equations with continuous arguments was studied. Some sufficient conditions were obtained for oscillation of all bound solutions of the equations and oscillation of the equations.
Some generalizations of OuIang's inequality and its applications
GAO Qingling,WANG Jianguo
J4. 2008, 43(2): 7276 . doi:
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1026
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Some new OuIang's inequalities for the nonlinear integral type were established,which can generalize and improve some eatablished results,and the character of the solutions of differential equations was discussed by using the conclusions.
The model of supply chains in part information sharing
ZHANG Yun,CUI Yuquan*,LIU Lei
J4. 2008, 43(2): 7781 . doi:
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1153
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The problem of twolayer supply chains in part information sharing was studied. At the base of simple introduction in twolayer supply chains in whole information sharing, it set up the model of part information sharing by using the method of a dynamic program. Some factors influencing part information sharing which including market waving, and waiting time of replenishing the goods were discussed. Finally, an example was given and computed by MATLB.
Two types of decomposition algorithms for stochastic programming
ZHANG Xia,FU Haiying,SUN Jinling
J4. 2008, 43(2): 8286 . doi:
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1238
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Based on stochastic programming theory, two types of decomposition algorithms, primaldual decomposition algorithm and Benders decomposition, were given; both of which can partition the variables into two setsx and y.Rather than attempting to solve the programming, a collection of smaller subproblems can be iteratively solved, and a solution to the entire problem was obtained.
On the D(2)vertexdistinguishing proper edgecoloring of cones over paths and cycles
LIU Liqun,CHEN Xiangen*
J4. 2008, 43(2): 8797 . doi:
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901
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It is studied that the D(2)vertex distinguishing proper edgecolosings of cones over paths and cycles, and it is obtained thatthe D(2)vertex distinguishing proper edge chromatic numbers ofcones over paths and cycles in this paper.
On the BQ property of linear ordered transformation semigroups
CAO Yong
J4. 2008, 43(2): 98100 . doi:
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896
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BQ property is studied in linear ordered regular transformation semigroups, and some results of Y.Kemprasit on BQ property in linear ordered regular transformation semigroups were developed.
Stochastic study in the ternary logic system G3
WANG Qingping,ZHANG Xingfang,WANG Daquan
J4. 2008, 43(2): 101108 . doi:
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1293
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DG3stochastic truth degree of formulae in the ternary logic G3 was presented by using stochastic method on evaluation sets. It was proved that the set of stochastic truth degree of all formulae has no isolated point. The conceptions of DG3similarity degree and pseudometric on two formulae were given. DG3logic metric space was built. It was proved that this space has no isolated point.
The total labelling number of some bipartite graphs
MA Qiaoling,ZHANG Sumei
J4. 2008, 43(2): 109112 . doi:
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1098
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The (d,1)total labelling number of a graph G is the width of the smallest range of integers that suffices to label the vertices and edges of G such that: (1) any two adjacent vertices of G receive distinct integers； (2) any two adjacent edges of G receive distinct integers； (3) each vertex and its incident edges receive integers which differ as at least d(d≥2) in absolute value. Some results of the (d,1)total labelling number for some bipartite graphs were given.