Parametric estimation of discretely sampled Gamma-OU processes

The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility.     

方程w"-w+f(t,w)=O的Dirichlet边值问题的正解存在性与多解性

考察了下列常微分方程的Dirichlet边值问题的正解[w″(t)-w(t) f(t,w(t))=0,0≤t≤1 w(0)=w(1)=0建立了n正解的存在性，其中n是一个任意的自然数。     

测定麦芽糖转糖苷反应体系组成的高效液相色谱法

建立了分析低聚异麦芽糖组成的高效液相色谱法，采用Spherisorb-NH2色谱柱，示差折光检测器，乙腈－水（体积比70：30）为流动相，外标法定量测定；结果显示各糖质量浓度在0．1－10g/L范围内与峰面积呈良好线性关系，相关系数为0．999 0－0．999 7；应用法跟踪了pH5．0的柠檬酸－柠檬酸钠缓冲溶液中以α－葡萄糖转苷酶为催化剂在58℃温度下的麦芽糖转糖苷反应，分析了反应体系组成随时间的变化，得到了上述反应条件下麦芽糖最大限度地转化为低聚异麦芽糖的最佳反应时间为24h；该法快捷、简单、准确，可用于低聚异麦芽糖生产的质量控制。     

单甲基原位改性SiO2疏水减反膜的制备与性能研究

 在碱性条件下通过TEOS和MTES的共水解缩聚反应制备了单甲基原位改性的SiO₂溶胶，并使用提拉法在K9玻璃基片上镀制了疏水减反膜。通过透射电镜（TEM）考察了镀膜溶胶的微结构，分别使用红外光谱（FTIR）分析了薄膜的组分，用原子力显微镜（AFM）观察了薄膜的表面形貌和起伏状况，用紫外可见光谱（UV-vis）考察了薄膜的减反射性能，用接触角仪测量了薄膜对水的接触角。并使用“R-on-1”的方式测量了薄膜在Nd:YAG激光（1 064 nm，1 ns）作用下的损伤阈值。结果表明，通过共水解缩聚反应可以把甲基引入镀膜溶胶簇团中，改善了溶胶簇团的网络结构，使薄膜得到相当好的疏水性能和更好的抗激光损伤性能，同时薄膜能保持较好的减反射性能。     

我国上市公司资本结构决策的实证研究

本在已有资本结构理论研究成果的基础上，对30家沪市上市公司的资本结构进行了实证研究，提出了在我国资本市场环境下优化企业资本结构的对策建议。     

平面Laplace问题的等价间接变量边界积分方程

利用变分法证明平面调和函数的外问题的确切形式；在此基础上，建立外问题的具有间接变量的等价边界积分方程；传统的外问题及边界积分方程不具有普遍适用性，本文对此进行了详细的讨论．     

Equilibrium Problems with Applications to Eigenvalue Problems

In this paper, we consider equilibrium problems and introduce the concept of (S)₊ condition for bifunctions. Existence results for equilibrium problems with the (S)₊ condition are derived. As special cases, we obtain several existence results for the generalized nonlinear variational inequality studied by Ding and Tarafdar (Ref. 1) and the generalized variational inequality studied by Cubiotti and Yao (Ref. 2). Finally, applications to a class of eigenvalue problems are given.     

Convergence analysis of a modified inexact implicit method for general mixed monotone variational inequalities

We consider a useful modification of the inexact implicit method with a variable parameter in Wang et al. J Optim Theory 111: 431–443 (2001) for generalized mixed monotone variational inequalities. One of the contributions of the proposed method in this paper is that the restrictions imposed on the variable parameter are weaker than the ones in Wang et al. J Optim Theory 111: 431–443 (2001). Another contribution is that we establish a sufficient and necessary condition for the convergence of the proposed method to a solution of the general mixed monotone variational inequality.     

Existence, Multiplicity and Infinite Solvability of Positive Solutions for One-Dimensional p-Laplacian

The existence, multiplicity and infinite solvability of positive solutions are established for some two-point boundary value problems of one-dimensional p-Laplacian. In this paper, by multiplicity we mean the existence of m solutions, where m is an arbitrary natural number.     

Photoluminescence linewidth broadening due to alloy/thickness fluctuation of CdxZn1 − xSe/ZnSe triple quantum wells

Photoluminescence (PL) linewidth broadening of Cd_xZn_{1 − x}Se/ZnSe triple quantum wells, grown on GaAs substrates by molecular beam epitaxy (MBE), has been investigated. Various quantum well (QW) samples have been prepared with different QW thickness and composition (Cd-composition). Measured and calculated PL linewidth are compared. Both composition and thickness fluctuations are considered for the calculation with the parameters such as the volume of exciton, nominal thickness and composition of QWs. Surface roughness measured by atomic force microscopy (AFM) is used to estimate the interface roughness. Results show that when Cd-composition increases additional linewidth broadening due to Zn/Cd interdiffusion is enhanced.