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Uniqueness Theorem of Solutions for Stochastic Differential Equation in the Plane

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Acta Mathematica Sinica,English Series 1998年第4期14卷 495-500,201+502-506页

作者： liang zongxia, Department of Applied Mathematics, Tsinghua University Beijing 100084, China Department of Applied Mathematics Tsinghua University Beijing 100084 China

Let M = {Mz, z∈R+2} be a continuous square integrable martingale and A = {Az, z∈ R+2} be a continuous adapted increasing process. Consider the following stochastic partial differential equations in the plane: dXz=α（z, Xz）dM2+β（z,Xz）dAz, z∈R+2, Xz=Zz, z∈R+2, where R+2=[0,+∞)×[0,+∞) and R+2 is its boundary, Z is a continuous stochastic process on R+2. We establish a new theorem on the pathwise uniqueness of solutions for the equation under a weaker condition than the Lipschitz one. The result concerning the one-parameter analogue of the problem we consider here is immediate （see [1, Theorem 3.2]）. Unfortunately, the situation is much more complicated for two-parameter process and we believe that our result is the first one of its kind and is interesting in itself. We have proved the existence theorem for the equation in.

关键词： Two-parameter S. D. E., Two-parameter martingale ITO’s formula Pathwise uniqueness Gronwall’s-Bellman lemma

Quantum and Non-Causal Stochastic Calculus

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Acta Mathematica Sinica,English Series 1998年第3期14卷 289-294页

作者： liang zongxia Zheng Mingli Department of Applied Mathematics, Tsinghua University, Beijing 100084, China Department of Applied Mathematics Tsinghua University 100084 Beijing China

In this paper, using the Guichardet space technique, the relationship between Fermion quantum stochastic calculus and non-causal calculus in Segal space L^2(H) is discussed, and an anticipating quantum stochastic calc... 详细信息

关键词： Non-causal stochastic analysis Quantum stochastic analysis Guichardet space

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一类含消费、寿险和投资的随机最优控制问题

中国科学：数学 2016年第12期46卷 1863-1882页

作者：梁宗霞赵笑阳清华大学数学科学系北京100084

本文研究在CRRA(constant relative risk aversion)效用下,关于消费、寿险和投资的随机最优控制问题.投资者可以投资于零息债券、股票和寿险.假设利率模型是Vasicek模型,股票模型是广义Heston随机波动率模型.此外,用Black-Scholes模型... 详细信息

本文研究在CRRA(constant relative risk aversion)效用下,关于消费、寿险和投资的随机最优控制问题.投资者可以投资于零息债券、股票和寿险.假设利率模型是Vasicek模型,股票模型是广义Heston随机波动率模型.此外,用Black-Scholes模型刻画收入项,且收入的增长率与利率有协整关系.通过动态规划的方法和解对应的HJB(Hamilton-Jacobi-Bellman)方程的技术得到最优策略.为了探索各个经济参数对最优策略的影响,本文给出数值分析.

关键词：投资组合管理人寿保险 Vasicek模型广义Heston 随机利率模型 Black-Scholes模型协整动态规划 HJB方程

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DC型养老金积累期最优资产配置问题研究

保险研究 2016年第6期 102-111页

作者：何林梁宗霞中国人民大学财政金融学院北京100872 清华大学数学科学系北京100084

DC型养老金积累期长达数十年,如何通过合理的资产配置,实现资金的有效增值是重要的问题。本文建立了DC型养老金个人账户积累额变动的连续时间随机模型,该模型综合考虑了投资收益、缴费效应和生存者利益对积累额的影响。同时,积累期结束... 详细信息

DC型养老金积累期长达数十年,如何通过合理的资产配置,实现资金的有效增值是重要的问题。本文建立了DC型养老金个人账户积累额变动的连续时间随机模型,该模型综合考虑了投资收益、缴费效应和生存者利益对积累额的影响。同时,积累期结束时积累额能够满足养老金给付接近目标替代率被选取为优化目标。利用HJB变分方法等随机控制的方法与理论,得到了积累期最优资产配置策略的解析解。利用Monte Carlo模拟方法证明,积累期缴费率对在风险资产的配置比例有负向影响;目标替代率、人口老龄化程度以及对正向偏差的偏好程度对风险资产的配置比例有正向影响。

关键词： DC型养老金最优资产配置目标替代率人口老龄化随机最优控制

Intertemporal Capital Asset Pricing Model for the Insider Intertemporal Capital Asset Pricing Model for the Insider

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Intertemporal Capital Asset Pricing Model for the Insider In...

Design and analysis of linear oscillating motor for linearpump application-magnetic field, dynamics and thermotics

The First International Conference on Uncertainty Theory

作者： Lin He zongxia liang The School of Finance Renmin University of China Beijing China. Department of Mathematical Sciences Tsinghua University Beijing China.

＜正＞In this paper,we consider two kinds of investors, one is the common investor,the other is the *** processes additional information about the future price of a stock,which is unknown for the common investor,thus they have information advantage leading to different strategy and higher *** of filtration and martingale methods can be used to solve this kind of problem effectively. We focus on the intertemporal capital asset pricing model（ICAPM）,and establish the different investment and consumption strategies between the two kinds of investors. Finally we give an application of this method which is quite practical according to the real financial market.

关键词： Intertemporal Capital Asset Pricing Model Utility optimization Risk neutral measurement Ito formula Investment and consumption strategies

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Frontiers of Mechanical Engineering 2016年第4期11卷 351-362页

作者： zongxia JIAO Tianyi WANG liang YAN School of Automation Science and Electrical Engineering BeihangUniversity Beijing 100191 China Shenzhen Research Institute ofBeihang University Shenzhen 518057 China

A linear oscillating motor is an electromagnetic actuator that can achieve short-stroke reciprocating movement directly without auxiliary transmission mechanisms. It has been widely used in linear pump applications as the source of power and motion. However, because of the demand of high power density in a linear actuation system, the performance of linear oscillating motors has been the focus of studies and deserves further research for high power density. In this paper, a general framework of linear oscillating motor design and optimization is addressed in detail, including the electromagnetic, dynamics, and thermal aspects. First, the electromagnetic and dynamics characteristics are modeled to reveal the principle for optimization. Then, optimization and analysis on magnetic structure, resonant system, and thermal features are conducted, which provide the foundation for prototype development. Finally, experimental results are provided for validation. As a whole, this process offers complete guidance for high power density linear oscillating motors in linear pump applications.

关键词： linear oscillating motor linear pump magnetic field motor optimization

A fault-tolerant triple-redundant voice coil motor for direct drive valves:Design, optimization, and experiment

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Chinese Journal of Aeronautics 2013年第4期26卷 1071-1079页

作者： Wu Shuai Jiao zongxia Yan liang Yu Juntao Chen Chin-Yin School of Electrical Engineering and Automation Science Beihang University Taiwan Ocean Research Institute "National"Applied Research Laboratories

A direct drive actuator （DDA） with direct drive valves （DDVs） as the control device is an ideal solution for a flight actuation system. This paper presents a novel triple-redundant voice coil motor （TRVCM） used for redundant DDVs. The TRVCM features electrical/mechanical hybrid triple-redundancy by securing three stators along with three moving coils in the same frame. A permanent magnet （PM） Halbach array is employed in each redundant VCM to simplify the system structure. A back-to-back design between neighborly redundancies is adopted to decouple the magnetic flux linkage. The particle swarm optimization （PSO） method is implemented to optimize design parameters based on the analytical magnetic circuit model. The optimization objective function is defined as the acceleration capacity of the motor to achieve high dynamic performance. The optimal geometric parameters are verified with 3D magnetic field finite element analysis （FEA）. A research prototype has been developed for experimental purpose. The experimental results of magnetic field density and force output show that the proposed TRVCM has great potential of applications in DDA systems.

关键词： Direct drive valve Hydraulic flight control Magnetic field optimization Particle swarm optimization Redundant motor

抗核抗体谱检测对弥漫性结缔组织病的临床诊断价值

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分子影像学杂志 2015年第1期38卷 56-57,74页

作者：张慧娟梁宗夏廖少羽杨海钟羡罗伟军惠州市第三人民医院广东惠州516002

目的通过抗核抗体谱检测结果对弥漫性结缔组织病患者临床诊断进行评价。方法回顾分析246例弥漫性结缔组织病和160例非弥漫性结缔组织病住院患者自身抗体检测结果。结果在各种弥漫性结缔组织病中抗核抗体谱阳性检出率间差异有统计学意义... 详细信息

目的通过抗核抗体谱检测结果对弥漫性结缔组织病患者临床诊断进行评价。方法回顾分析246例弥漫性结缔组织病和160例非弥漫性结缔组织病住院患者自身抗体检测结果。结果在各种弥漫性结缔组织病中抗核抗体谱阳性检出率间差异有统计学意义,在系统性红斑狼疮患者中,抗ds DNA抗体阳性率为44.1%,抗Sm抗体阳性率为47%;在混合性结缔组织病中抗UIRNP抗体阳性率达96.4%;在干燥综合征患者中抗SSA和抗SSB抗体阳性率为68.2%和59.1%;在系统性硬化病患者中抗Scl-70抗体阳性率为41.4%;重叠综合征抗ds DNA、抗Sm、抗UIRNP、抗SSA抗体的阳性率为45.4%、18.2%、45.4%、18.2%。结论抗核抗体谱检测对各种弥漫性结缔组织病有重要的鉴别诊断意义。

关键词：弥漫性结缔组织病抗核抗体

面向“23·7”特大暴雨的北京市门头沟、房山、昌平流域单元划分

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北京测绘 2024年第4期38卷 574-579页

作者：徐宗霞梁汉媚张奎陶迎春万意曾艳艳曹筱敏北京市测绘设计研究院北京100038 城市空间信息工程北京市重点实验室北京100038

2023年7月末至8月初,北京市受台风影响,遭遇了历史罕见的特大暴雨并引发流域性特大洪涝灾害,造成了重大损失和影响。特大暴雨落区主要集中在西部山区,其中门头沟、房山、昌平区受灾严重,为快速响应灾后重建规划需求,本文提出基于2m分辨... 详细信息

2023年7月末至8月初,北京市受台风影响,遭遇了历史罕见的特大暴雨并引发流域性特大洪涝灾害,造成了重大损失和影响。特大暴雨落区主要集中在西部山区,其中门头沟、房山、昌平区受灾严重,为快速响应灾后重建规划需求,本文提出基于2m分辨率的地形数字高程模型(DEM)数据、数字正射影像图(DOM)、沟渠、道路、2010年第一次水务普查成果等多源数据,面向深山区、浅山区的流域提取方法,应用于北京市受灾区域,划定了房山、门头沟、昌平区的山区流域单元,并基于流域单元数据进行了村庄及特大暴雨时期的人口分析等应用研究。经过试验证明,本文与传统水文模型提取算法相比,提取结果更符合实际地形,也和第一次水务普查成果进行比对,证明了本研究方法的可靠性。

关键词：流域数字高程模型(DEM) 深山区浅山区水务普查