Polycyclic aromatic hydrocarbon-bridged coumarin derivatives for organic light-emitting devices

Three biscoumarin dyes bridged by polycyclic aromatic bridges (anthracen, pyrene and dibenzo[g,p]chrysene) were prepared as the emissive materials for the application of organic light-emitting devices. The relationship between their structures, photophysical properties, electrochemical properties and performances of organic light-emitting devices are described. The multilayered doped devices with a configuration of ITO/NPB (20 nm)/TBADN: biscoumarin compound (x wt%, 30 nm)/TPBi (30 nm)/Liq (2 nm)/Al (100 nm) have been successfully fabricated by vacuum-deposition method. All the devices showed green emission with high electroluminescent efficiencies. Especially, the device based on the compound containing pyrene as a bridge group at 7% doping concentration showed the best performance with a maximum brightness of 10552 cd/m², maximum luminous efficiency of 5.39 cd/A and maximum external quantum efficiency (EQE) of 2.35%.     

Collision efficiency of two nanoparticles with different diameters in Brownian coagulation

The collision efficiency of two nanoparticles with different diameters in the Brownian coagulation is investigated. The collision equations are solved to obtain the collision efficiency for the dioctyl phthalate nanoparticle with the diameter changing from 100 nm to 750 nm in the presence of the van der Waals force and the elastic deformation force. It is found that the collision efficiency decreases as a whole with the increase of both the particle diameter and the radius ratio of two particles. There exists an abrupt increase in the collision efficiency when the particle diameter is equal to 550 nm. Finally, a new expression is presented for the collision efficiency of two nanoparticles with different diameters.     

Potential theory of infinite dimensional Lévy processes

We study the potential theory of a large class of infinite dimensional Lévy processes, including Brownian motion on abstract Wiener spaces. The key result is the construction of compact Lyapunov functions, i.e., excessive functions with compact level sets. Then many techniques from classical potential theory carry over to this infinite dimensional setting. Thus a number of potential theoretic properties and principles can be proved, answering long standing open problems even for the Brownian motion on abstract Wiener space, as, e.g., formulated by R. Carmona in 1980. In particular, we prove the analog of the known result, that the Cameron-Martin space is polar, in the Lévy case and apply the technique of controlled convergence to solve the Dirichlet problem with general (not necessarily continuous) boundary data.     

机构投资者的最优持仓策略研究

讨论了机构投资者的最优持仓策略问题,假设证券价格服从几何布朗运动,以均值方差效用为目标函数,得到了最优持仓策略所满足的二阶微分方程,并由差分法得到其数值解.最后,由参数的敏感性分析知:最优持仓策略与瞬时冲击、市场波动率及风险厌恶系数等参数有关,并分析了参数变化对最优持仓策略的影响.     

分式Brown运动的局部时:白噪声分析法

本文利用白噪声分析的方法,讨论了分式布朗运动的局部时,即将其看作一个Hida分布.进一步,给出分式布朗运动的局部时的混沌分解以及局部时平方可积性.     

Hurst指数属于(1/3,1/2)的分数模型的期权定价

本文建立了由一类分数Brown运动驱动的新的随机微分方程模型,当基础资产价格运动服从该随机微分方程时,推导出了欧式期权的解析公式.     

Exact maximum likelihood estimator for drift fractional Brownian motion at discrete observation

This paper deals with the problems of consistency and strong consistency of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions observed at discrete time instants. Both the central limit theorem and the Berry-Ess′een bounds for these estimators are obtained by using the Stein’s method via Malliavin calculus.     

一类连续Gauss过程的拟必然q变差

以双分数次Brown运动为例,本文对一类具有较弱性质的连续Gauss过程x证明其q变差2n-1∑i=0 |x((i+1)2-n)∧t-X(i2-n)∧t|q拟必然收敛到0.对双参数情形我们也给出相应的结果.     

鞅分析在具有红利支付的n次幂型欧式期权定价中的应用

本文探讨了鞅分析在具有红利支付的n次幂型欧式期权定价中的应用,即用鞅分析的技巧与方法研究了在标的资产服从分数布朗运动的条件下具有红利支付的n次幂型欧式期权定价问题,并获得了其公式。丰富了已有期权定价结果,使期权定价公式更有利于实际的应用。     

混合分数布朗运动下亚式期权定价

运用混合分数布朗运动的Ito公式,将几何平均亚式期权定价化成一个偏微分方程求解问题,通过偏微分方程求解获得了几何平均型亚式看涨期权的定价公式.