基于指数效用无差异价值过程的不完备市场下的可违约期权的定价模型

本文研究不完备市场情况下的可违约期权的动态指数效用无差异定价。不同于大多数的可违约期权定价文献,本文没有假定鞅的不变性,即通常的H 假设,而是通过信息流的扩张和测度的变换,将信用风险敏感的资产转换为一个G 局部鞅,其后引入一个具体的倒向随机微分方程（BSDE）,并证明该方程解的存在性与唯一性;然后利用无差异价值过程C_t（B,α）在最小熵鞅测度下对一般的投资策略为上鞅,而在最优投资策略下为鞅的事实,证明无差异价值过程C_t（B,α）就是BSDE 的解,从而给出可违约期权的定价。     

Tunable Thermoresponsive Pyrrolidone‐Based Polymers from Pyroglutamic Acid,a Bio‐Derived Resource

A series of pyrrolidone‐based polymers is prepared from pyroglutamic acid, a bio‐derived resource. Polymers bearing simple alkoxy substituents (e.g., methoxy, ethoxy, and butoxy) are soluble in common organic solvents and possess glass transition temperatures that are dependent on the length of the alkoxy residue. Replacing these substituents with an ether moiety (CH₃OCH₂CH₂O—) affords a highly sensitive and reversible thermoresponsive polymer with a lower critical solution temperature (LCST) of 42 °C in water. Copolymers composed of repeat units bearing both the ether and simple alkoxy residues are found to exhibit LCSTs that are highly dependent on the nature of the hydrophobic alkoxy residue suggesting that the LCSTs of these polymers can be successfully tuned by simply tailoring the copolymer structure.     

基于相位敏感谱域光学相干层析术的潜指纹获取方法

本文提出一种基于相位敏感谱域光学相干层析术 (spectral domain optical coherence tomography, SD-OCT) 的遗留指纹获取方法, 该方法具有非接触、无损、快速和高灵敏度优势. 实验结果显示, 即使在低对比度条件下, 本方法也能较好地再现遗留指纹, 证明相位敏感谱域光学相干层析术可以准确、可靠地识别潜指纹. 关键词： 潜指纹 谱域光学相干层析术 相位敏感     

位敏型探测器数字法读出研究(英文)

中国散裂中子源( CSNS ) 的建造对中子探测器提出了非常高的要求,如更大的有效面积、二维位置灵敏、高计数率、高探测效率和低的 灵敏度等。与传统的模拟读出方法相比,数字法读出具有更高的计数率, 更小的数据传输量,更简单的电子学设计以及更高的信噪比。对数字法读出进行了理论计算,利用GEM探测器的原始数据分析了数字法读出的位置分辨率与读出条宽度的关系。结果表明,数字法读出对于位置分辨要求较低( 小于4 mm) 的大面积位置灵敏探测器是一种较好的选择,如CSNS 小角谱仪探测器。Efficient thermal neutron detectors with large area, two-dimensional position sensitive, high counting rate high detection efficiency and low gamma sensitivity are required to satisfy the demands for the China Spallation Neutron Source (CSNS). Compared with the traditional analog readout method, the digital readout method has the advantages of higher counting rate, smaller quantity of data transmission, simpler readout system and higher signal to noise ratio. The theoretical analysis of the digital readout method is reported in this paper. Used the raw data of GEM detector, the relationship between the position resolution and the width of the readout strip was studied. The results indicate that the digital readout method could be a good choice for the large area position sensitive detector where the requirement of position resolution is less than 4 mm, e.g. the detector of Small-Angle Neutron Scattering (SANS) diffractometer of CSNS.     

Particle Imaging Using a Transmission Wide‐Field Phase Confocal Microscope

A phase‐sensitive wide field transmission microscope, combining the advantages of both interferometric and confocal techniques, has been developed and applied to analysis of particulates, both in dry powder form and in suspensions. The microscope has also been used in detecting defects in crystals. Confocal operation is achieved by superimposing speckle illumination of a reference beam in a Mach‐Zehnder interferometer with a matched speckle pattern of the object beam. It is shown that the phase measurement enables particle size to be determined even when the particle is smaller than the focal spot size. The data acquisition time is below 1ms, making the system suitable for dynamic process measurement. The experimental results are in good agreement with modelled results giving rise to the possibility of simultaneous determination of both the size and refractive index of small particles.     

溶解-沉淀可逆的酶载体的合成及其应用

由丙烯酸、甲基丙烯酸甲酯和顺丁烯二酸酐共聚，合成了ｐＨ敏感的溶解－沉淀可逆的共聚物，并测试了共聚物溶解－沉淀相分离的临界ｐＨ值．以这种共聚物为载体，进行了木瓜蛋白酶的固定化．     

Nanodroplets of polyisoprene fluid contained within poly(acrylic acid‐co‐acrylamide) shells

The preparation and characterization of macromolecular nanostructures possessing an amphiphilic core–shell morphology with a hydrophobic, fluidlike core domain with a low glass‐transition temperature are described. The nanostructures were prepared by the self‐assembly of polyisoprene‐b‐poly(acrylic acid) diblock copolymers into polymer micelles, followed by crosslinking of the hydrophilic shell layer via condensation between the acrylic acid functionalities and 2,2′‐(ethylenedioxy)bis(ethylamine), in the presence of 1‐(3′‐dimethylaminopropyl)‐3‐ethylcarbodiimide methiodide. The properties of the resulting shell‐crosslinked knedel‐like (SCK) nanoparticles were dependent on the microstructure and properties of the polyisoprene core domain. SCKs containing polyisoprene with a mixture of 3,4‐ and 1,2‐microstructures underwent little shape distortion upon adsorption from aqueous solutions onto mica or graphite. In contrast, when SCKs were composed of polyisoprene of predominantly cis‐1,4‐repeat units, the glass‐transition temperature was ?65 °C, and the nanospheres deformed to a large extent upon adsorption onto a hydrophilic substrate (mica). Adsorption onto graphite gave a less pronounced deformation, as determined by a combination of transmission electron microscopy and atomic force microscopy. Subsequent crosslinking of the core domain (in addition to the initial shell crosslinking) dramatically reduced the fluid nature and, therefore, reduced the SCK shape change. © 2003 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 41: 1659–1668, 2003     

混沌群作用

对紧度量空间X,离散群T,给出了动力系统(X,T)Li-Yorke混沌的定义,并讨论了Devaney混沌和Li-Yorke混沌的关系.指出对可迁系统(X,T),如果作用群T可交换,则对 x∈X,渐近类A(x)是X的第1纲集.并由此证明了当T可交换时,若可迁系统(X,T)包含周期点,则(X,T)是Li-Yorke混沌的.于是当群可交换时Devaney混沌强于Li-Yorke混沌.     

Sol–gel transition behavior of biodegradable three‐arm and four‐arm star‐shaped PLGA–PEG block copolymer aqueous solution

Two types of temperature‐sensitive biodegradable three‐arm and four‐arm star‐shaped poly(DL ‐lactic acid‐co‐glycolic acid‐b‐ethylene glycol) (3‐arm and 4‐arm PLGA–PEG) were successfully synthesized via the coupling reaction of 3‐arm and 4‐arm PLGA and α‐monocarboxyl‐ω‐monomethoxypoly(ethylene glycol) (CMPEG). In dilute aqueous solutions, star PLGA–PEGs showed the temperature‐ and concentration‐dependent formation and aggregation of micelles over specific concentration and specific temperature. With increasing the molecular weight and the relative hydrophobicity of hydrophobic PLGA block, critical micelle temperature (CMT) decreased. Aqueous solution of 4‐arm PLGA–PEG started to form micelles at lower temperature and showed sharper temperature‐dependent growth in micelle size. These results are due to the enhanced hydrophobicity of PLGA block. On the other hand, at high concentration, two types of 3‐arm and 4‐arm PLGA–PEG showed sol–gel–sol transition behavior as the temperature was increased. The 3‐arm and 4‐arm PLGA–PEG showed sol–gel transition at higher polymer concentrations (above 24 wt %) than the PEG–PLGA–PEG triblock copolymer. As the molecular weight and the relative hydrophobicity of PLGA block increased, the critical gel concentration (CGC) decreased. © 2005 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 44: 888–899, 2006     

Dual roles of alkyl alcohols as syndiotactic‐specificity inducers and accelerators in the radical polymerization of N‐isopropylacrylamide and some properties of syndiotactic poly(N‐isopropylacrylamide)

The effects of simple alkyl alcohols on the radical polymerization of N‐isopropylacrylamide in toluene at low temperatures were investigated. We succeeded in the induction of syndiotactic specificity and the acceleration of polymerization reactions at the same time by adding simple alkyl alcohols such as 3‐methyl‐3‐pentanol (3Me3PenOH) to N‐isopropylacrylamide polymerizations. The dyad syndiotacticity increased with a decrease in the temperature and an increase in the bulkiness of the added alcohol and reached up to 71% at ?60 °C in the presence of 3Me3PenOH. With the assistance of NMR analysis, it was revealed that the alcohol compounds played dual roles in this polymerization system; an alcohol compound coordinating to the N? H proton induced syndiotactic specificity, and that hydrogen‐bonded to the C?O oxygen accelerated the polymerization reaction. The effect of syndiotacticity on the properties of poly(N‐isopropylacrylamide)s was also examined in some detail. © 2006 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 44: 4450–4460, 2006