Fractional brownian motion and binary market models

We prove a Donsker type approximation theorem for the fractional Brownian motion in the case of the Hurst index greater than one half. With this approximation we construct an elementary market model that converges weakly to the fractional analogue of the Black Scholes model. We show that there exist arbitrage opportunities in this model.     

Water model study on flow optimization of five streams L-type tundish

In this paper, the water model method is used to optimize the flow behavior of asymmetrical five streams L-type tundish in a steelmaking plant. The results show that the optimization plan is set up with turbulence suppressor T+ vice guide wall D2+ main guide wall with three holes (D1a) which consists of top two holes with 25° inclination and one hole with 30° inclination below. With this plan, the time which the colorants reach to the outlets increases, the difference of response time in all outlets decreases, the peak concentration of the RTD reduces, the existence time of high concentration liquid steel extends, and the ratio of dead zone in each streams reduces.     

Study on Application Model of Knowledge Expression

As a key resource, the knowledge management is becoming a research field interested by many researchers. In order to study the mathematics theory base of knowledge expression, in this paper, a knowledge expression model is given. In this model the knowledge system is expressed by multi-tuple, the single knowledge object is expressed by the tuple, a structural expression of knowledge is given using token as example and the application of the model in city water supply pipe network is presented in this paper.     

Study on Mechanism of the Reinforcing Effect of Geogrid in Soil Dam

An experimental study on consolidation and drainage of two gravels with different grading was carried out using high - pressure large - scale tri - axial testing facility. A concept of equivalent surrounding pressure is introduced. An analysis was carried out on the effect and mechanism of reinforcement, experimental surrounding pressure and soil properties. Results show that the reinforcement can improve the strength and failure strain of the material and delay the failure of the soil. The effect of reinforcement of soil - gravel depends on the surrounding pressure and weathering of the gravel.     

Realizing 3 Layers Transport Model in the Communication Between Embedded System and PC

This article puts forward a 3 Layers Model for the communication between embedded system and PC. It is based on the speciality of them and the TCP/IP model. The model defines the communicate process of embedded system to be three layers: Transport Layer, Control Layer and Application Layer. Each layer serves for its higher-up. It can keep the efficiency and credibility of the communicate process and the authors prove and analyse that in the article. the concept of the model is also suitable for Bluetooth, IrDA and other kinds of communication about embedded system.     

Matter-element Evaluation Model on the Personal Credit of University Students Loan and It''s Application

This paper analyzes the current situation of university students' credit evaluation and set up an evaluation index system of university students' credit to compensate a loan.Based on this index system,this paper sets up a matter-element evaluation model on the individual credit of university students loan by means of extensible engineering method.The grade of individual credit and the index for evaluating the level of individual credit are made as matter-element,meanwhile,the classical field,the segment field,the weight coefficient are obtained.Dependence function is established based on the grade of individual credit and then the grade is judged by calculating the synthetic dependence degree.Finally,this paper presents the evaluation method by giving an example.This method is simple in calculation,reasonable in evaluation with high applicability.