纯生跳跃扩散型交换期权定价公式

在假定标的资产价格服从纯生跳跃过程的条件下,研究一类多资产期权——资产权重不同的交换期权,并在风险中性的条件下建立相应的定价方程,运用条件期望等相关知识得出交换期权的解析公式。文中最后列出一些特殊纯生跳跃扩散型交换期权的定价的例子.     

关于随机过程循序可测性的一个注记

本文引进了可测空间的自然乘积空间和随机过程的自然提升过程等概念 .在此基础上 ,证明了一个随机过程循序可测的充分必要条件是其自然提升过程是适应过程 .此外 ,我们还得到其他一些有趣的结果 .     

Optimal inspection and perfect repair

Models are developed for decision making about monitoring andmaintenance of systems whose performance through time is describedby a general stochastic process. The system is monitored andpreventive and corrective maintenance actions are carried outin response to the observed system state. The decision processis simplified by using the maximum process as a decision variable.The models developed generalize age replacement models and othersimple maintenance strategies. The approach can deal with failuresthat prevent the system functioning further, and also failuresthat are defined by regulation or economic considerations. Attentionis restricted to perfect repair and inspection, but the structureprovides the framework for further developments.     

Nonlinear Filtering for Diffusions in Random Environments

Suppose that the signal X to be estimated is a diffusion process in a random medium W and the signal is correlated with the observation noise. We study the historical filtering problem concerned with estimating the signal path up until the current time based upon the back observations. Using Dirichlet form theory, we introduce a filtering model for general rough signal X ^W and establish a multiple Wiener integrals representation for the unnormalized pathspace filtering process. Then, we construct a precise nonlinear filtering model for the process X itself and give the corresponding Wiener chaos decomposition.     

Mechanism of Interaction of γ-Halogenated Salts of Pyrylium and Benzopyrylium with Aromatic Amines

Stoichiometry and kinetics of reactions of 2,6-diphenyl-4-chloropyrylium, 4-chloroflavylium, 4-bromoflavylium, and 4-iodoflavylium perchlorates with nucleophiles N,N-dimethylaniline and n-phenylenediamine are studied using cyclic voltammetry and spectroscopy. Nucleophilic substitution in these compounds proceeds via the formation of a charge-transfer complex, which converts into a radical ion pair as a result of the electron transfer. Heterolytic clevage of the C–Hal bond occurs at the stage of pyranyl (flavanyl) radical.     

复制受限的环境演算中模态逻辑的内涵性

环境演算(MA)的模态逻辑AL进行了研究．在考虑了复制操作和限制操作的情况下，提出了逻辑等价的协归纳操作描述，并利用协归纳关系与进程结构同余关系进行比较，证明了若对MA加上约束条件得到子集MAIF^syn，此时逻辑等价(=L)与结构同余关系是等价的，即AL在MAIF^syn中是内涵的．同时发现由于复制操作的存在，AL的内涵性受到了影响，使得AL的区分能力被削弱，但通过对复制公式的构造验证了AL的表达能力．     

复合广义齐次Poisson过程的多险种破产概率

本文推广了经典的复合泊松风险模型，建立了两类复合广义齐次poisson过程的多险种破产模型．对于新模型，我们得到了初始资本为u的破产概率φ(u)的精确表达式以及特殊情况下φ(0)的表达式，并且导出了调节系数方程和调节系数R的上下界．     

气相色谱仪的技术指标测算方法

通过对气相色谱各项技术指标及意义的介绍，使应用者娴熟地掌握气相色谱的各项技术指标和测算方法，正确的表达分析检测结果。     

Sol-Gel Particulate Float Process to Make Vitreous Silica Bodies

Particulate sol-gel technology uses larger particles than that of alkoxide-derived gels and provides larger pore sizes in the gelled object. This allows relatively rapid drying and fabrication of large rods or tubular shapes. However, the formation of more complex or flat shapes, which require extensive surface contact with a mold, is more difficult. The shrinkage during drying, with the significantly greater stress of surface friction due to adhesion, frequently leads to cracking.We have demonstrated a solution to this problem by floating the gel on the surface of a dense liquid. Dry silica panels up to 28 × 40 × 0.7 cm³ were prepared in this way. The use of patterning molds allowed the fabrication of more sophisticated shapes. These bodies were sintered to transparent vitreous silica articles of near net dimensions.     

Representing the mean residual life in terms of the failure rate

In survival or reliability studies, the mean residual life or life expectancy is an important characteristic of the model. Whereas the failure rate can be expressed quite simply in terms of the mean residual life and its derivative, the inverse problem—namely that of expressing the mean residual life in terms of the failure rate—typically involves an integral of a complicated expression. In this paper, we obtain simple expressions for the mean residual life in terms of the failure rate for certain classes of distributions which subsume many of the standard cases. Several results in the literature can be obtained using our approach. Additionally, we develop an expansion for the mean residual life in terms of Gaussian probability functions for a broad class of ultimately increasing failure rate distributions. Some examples are provided to illustrate the procedure.