Vasiek利率模型下住房抵押贷款保证险的鞅定价

利用期权定价理论和鞅方法 ,分析了 Vasic∨ ek利率模型下住房抵押贷款保证险的定价问题 ,得到了全额担保和部分担保两类住房抵押贷款保证险的无套利定价公式 ,其中房价服从一般的扩散过程 .     

Effects of diamines and their fluorinated groups on the color lightness and preparation of organosoluble aromatic polyimides from 2,2‐bis[4‐(4‐amino‐2‐trifluoromethylphenoxy)phenyl]‐hexafluoropropane

To investigate the position and amount of the CF₃ group affecting the coloration of polyimides (PIs), we prepared 2,2‐bis[4‐(4‐amino‐2‐trifluoromethylphenoxy)phenyl]hexafluoropropane ( 2 ) with four CF₃ groups with 2‐chloro‐5‐nitrobenzotrifluoride and 2,2‐bis(4‐hydroxyphenol)hexafluoropropane. A series of soluble and light‐colored fluorinated PIs ( 5 ) were synthesized from 2 and various aromatic dianhydrides ( 3a – 3f ). 5a – 5f had inherent viscosities ranging from 0.80 to 1.19 dL/g and were soluble in amide polar solvents and even in less polar solvents. The glass‐transition temperatures of 5 were 221–265 °C, and the 10% weight‐loss temperatures were above 493 °C. Their films had cutoff wavelengths between 343 and 390 nm, b* values (a yellowness index) ranging from 5 to 41, dielectric constants of 2.68–3.01 (1 MHz), and moisture absorptions of 0.03–0.29 wt %. In a comparison of the PI series 6 – 8 based on 2,2‐bis[4‐(4‐aminophenoxy)phenyl]hexafluoropropane, 2,2‐bis[4‐(4‐amino‐2‐trifluoromethylphenoxy)phenyl]propane, and 2,2‐bis[4‐(4‐aminophenoxy)phenyl]propane, we found that the CF₃ group close to the imide group was more effective in lowering the color; this means that CF₃ of 5 , 7 , and 8f was more effective than that of 6c . The color intensity of the four PI series was lowered in the following order: 5 > 7 > 6 > 8 . The PI 5f , synthesized from diamine 2 and 4,4′‐hexafluoroisopropylidenediphthalic anhydride, had six CF₃ groups in a repeated segment, so it exhibited the lightest color among the four series. © 2003 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 41: 922–938, 2003     

双维位置灵敏CsI(Tl)探测器

描述了一种双维位置灵敏CsI(Tl)探测器.用3组分α源测量该探测器得到的位置分辨为0.81mm(FWHM),对于69MeV/u ³⁶Ar能量分辨为0.9％(FWHM).在RIBLL的ΔE-E粒子鉴别望远镜中常常作为E探测器.由于CsI(Tl)晶体对不同的粒子的能损-光输出的非线性,需要针对不同离子对CsI探测器作能量-光输出校正曲线.     

稀疏过程在破产问题中的应用

本讨论一类人寿保险的风险过程，其中保单到达服从齐次Poisson过程。而描述退保及索赔发生的计数过程分别为这一过程的q-稀疏与p-稀疏．对此模型给出其破产概率的具体上界，并与其它一类风险模型进行比较．     

Blind Channel Identification Based on Noisy Observation by Stochastic Approximation Method

A stochastic approximation algorithm for estimating multichannel coefficients is proposed, and the estimate is proved to converge to the true parameters a.s. up-to a constant scaling factor. The estimate is updated after receiving each new observation, so the output data need not be collected in advance. The input signal is allowed to be dependent and the observation is allowed to be corrupted by noise, but no noise statistics are used in the estimation algorithm.     

机载海洋激光测深系统参量设计与最大探测深度能力分析

详细讨论了机载海洋激光测深系统最大测量深度与相关因子之间的关系，并利用最小可探测信噪比为判据，对机载海洋激光测深系统在白天和晚上工作进行了数值模拟，通过比较最大测量深度与激光脉冲峰值功率、接收视场角、接收口径和光谱接收带宽等关系，确定了系统的主要参量。以确定的参量建立的系统具有白天49m和晚上65m的最大测深能力，可完全满足在沿岸带以及岛礁的测量要求。     

ON THE RATE OF WEIGHTED Lp CONVERGENCE BY THE GRUENWALD INTERPOLATORY OPERATORS

This paper gives the weighted Lp convergence rate estimations of the Gruenwald interpolatory polynomials based on the zeros of Chebyshev polymomials of the first kind,and proves that the order of the estimations is optimal for p≥1.     

Living/controlled radical copolymerization of N‐substituted maleimides with styrene in 1‐butyl‐3‐methylimidazolium hexafluorophosphate and anisole

The atom transfer radical copolymerization of N‐substituted maleimides such as N‐phenylmaleimide (PhMI), N‐cyclohexylmaleimide (ChMI), and N‐butylmaleimide (NBMI) with styrene initiated with dendritic polyarylether 2‐bromoisobutyrates in an ionic liquid, 1‐butyl‐3‐methylimidazolium hexafluorophosphate ([bmim][PF₆]), at room temperature and anisole at 110 °C was investigated. The dendritic‐linear block copolymers obtained in ionic liquid possessed well‐defined molecular weight and low polydispersity (1.05 < M_w/M_n < 1.32) and could be used as a macroinitiator for chain‐extension polymerization, suggesting the living nature of the reaction system. The ionic liquids containing catalyst could be recycled in the atom transfer radical polymerization systems without further treatment. Compared with polymerization conducted in anisole, the polymerization in ionic liquid had a stronger tendency for alternation. The tendency for alternation decreased in the order PhMI > NBMI > ChMI in [bmim][PF₆] and PhMI > ChMI > NBMI in anisole. © 2003 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 41: 2156–2165, 2003     

磁电垒结构中自旋极化输运性质的研究

研究了电子隧穿几类磁电垒结构的自旋极化输运性质，导出统一的传输概率公式，揭示了非 均匀磁场的分布与自旋过滤的关系，同时表明采用有效朗德因子较大的半导体材料可以显著 增强磁电垒结构的自旋过滤效果. 关键词： 磁电垒 自旋过滤 自旋电子学 自旋极化