标的资产服从几何分数布朗运动的期权定价

本文在M ogens B ladt和T ina H av iid R ydberg无市场假设,仅利用价格过程的实际概率的期权保险精算定价模型的基础上,得出了标的资产服从几何分数布朗运动的欧式期权定价公式,并说明了几何布朗运动是本文的一种特殊情况.     

几种陆用惯性自寻北方案的比较

介绍几种目前广泛应用于军事及民用工业领域的高精度自寻北方案,同时讨论并分析了这些方案的精度和误差补偿方法,提出在兵器领域尤其是在陆用车辆上的适用性等问题。     

闪烁体荧光传输特性对ETOF探测器性能的影响

为了对BESⅢ端盖飞行时间探测器(ETOF)的测试结果给出合理的解释, 采用Monte Carlo模拟软件包Geant4, 对该探测器测量高能带电粒子的性能进行模拟研究. 详细探讨了当粒子击中ETOF模块不同位置时, 其闪烁体荧光传输特性与探测器模块输出信号之间的关联, 以及PMT输出信号甄别阈值的选取对闪烁探测器本征时间分辨的影响, 并寻找可能的改善时间分辨的方法. 为进一步提高ETOF的性能提供参考.     

火焰原子吸收法测定胶乳中的铁

用硝酸消解胶乳样品，以氨水溶解消解产物，加入磺基水杨酸与铁形成 三磺基水杨酸铁配合物，以工作曲线法测定。建立了在氨性溶液中快速测定胶乳中铁的FAAS法。对样品处理方法、消解产物的溶解性质、磺基水杨酸铁配合物的稳定性、试液和空白溶液粘度一致性、线性范围及检出限进行了考察。测定结果的相对标准偏差为5．6％，加标回收率95．0％－99．5％。     

离子束引起的在Al／Cr双层薄膜界面处的原子混合

用600keV的Kr~ 离子轰击Al/Cr双层薄膜样品进行界面原子反应及相互混合的研究。实验样品是在单晶硅上蒸镀约500nm厚的铝膜,相继再蒸上所需厚度的铬膜而制成的。轰击剂量为2.0×10~(15)-2.5×10~(16)Kr~ /cm~2。用2.0MeVa粒子对轰击前后的样品进行了卢瑟福背散射(RBS)分析,发现界面处有明显的原子混合存在;当轰击剂量≥1.0×10~(16)Kr~ /cm~2时,RBS谱出现有明显的坪台,经拟合计算和x射线衍射(XRD)测量证实确有化合物Al_(13)Cr_2存在;还分别得到了原子混合量及混合效率与轰击剂量的关系;最后对界面处的原子混合机制进行了讨论。     

截断情况下线性回归模型响应变量均值的经验似然

本文讨论了在带有截断情况的线性回归模型中 ,响应变量均值的估计问题 .将经验似然的方法应用到带有截断情况的回归模型中 ,在估计响应变量的均值时构造了调整的经验似然统计量 ,证明了在一定的条件下 ,该统计量渐近服从 χ2 分布 ,给出了均值的置信区间 ,并与正态下得到的结果进行了比较 ,模拟的结果说明了经验似然的优良性 .     

一类非线性抛物方程弱解的L~2 衰减(英文)

本文研究了非线性抛物方程弱解的L2 衰减 ,证明了若u是非线性抛物方程的一个弱解 ,则u满足‖u‖L2 ≤C( 1 t) -n/ 4,其中C是常数且仅依赖于初始值u0 的范数 .     

Effects of barium on the nonlinear electrical characteristics and dielectric properties of SnO2-based varistors

The effects of barium on electrical and dielectric properties of the SnO_2·Co_2O_3·Ta_2O_5 varistor system sintered at 1250℃ for 60min were investigated. It is found that barium significantly improves the nonlinear properties. The breakdown electrical field increases from 378.0 to 2834.5V/mm, relative dielectric constant (at 1kHz) falls from 1206 to 161 and the resistivity (at 1kHz) rises from 60.3 to 1146.5kΩ·cm with an increase of BaCO_3 concentration from 0mol% to 1.00mol%. The sample with 1.00mol% barium has the best nonlinear electrical property and the highest nonlinear coefficient (α=29.2). A modified defect barrier model is introduced to illustrate the grain-boundary barrier formation of barium-doped SnO_{2}-based varistors.     

人原始生殖细胞的分离和体外培养

从4～10周龄药物流产胚胎的生殖嵴和肠系膜组织中分离原始生殖细胞(primordial germ cells,PGCs),培养在添加人重组白血病抑制因子(rh LIF)、人重组碱性成纤维细胞生长因子(rh bFGF)和Forskolin的小鼠饲养层细胞上.经过4～7 d培养,PGCs形成典型的鸟巢状集落.集落在传代过程中保持碱性磷酸酶活性,且胚胎阶段性特异抗原1(SSEA-1)、胚胎阶段性特异抗原3(SSEA-3)免疫荧光染色呈阳性.具有分化潜能的PGCs能在体外连续传代培养12代.结果表明从药物流产胚胎中分离的人类PGCs可以在体外培养成为具有分化潜能的多能性干细胞.     

Competitive influence of atactic polystyrene and supercritical carbon dioxide on the conformation of syndiotactic polystyrene

The crystallization behavior of miscible syndiotactic polystyrene (sPS) and atactic polystyrene (aPS) blends with different sPS/aPS weight ratios was investigated in supercritical CO₂ by using Fourier‐transform infrared spectroscopy, differential scanning calorimetry, and wide‐angle X‐ray diffraction. Supercritical CO₂ and aPS exhibited different effects on the conformational change of sPS and competed with each other. Increasing the content of amorphous aPS in the blends made its effect on the conformational change of sPS gradually surpass that of supercritical CO₂. Supercritical CO₂ favored the formation of the helical conformation of sPS in lower temperature range and the all trans planar conformation in higher temperature range, instead of forming the latter one only in higher temperature range in ambient atmosphere. However, increasing aPS content in the blends pushed the range for forming the helical conformation to lower temperature and made the all trans planar conformation dominant in aPS/sPS 25/75 blend after treating in supercritical CO₂ above 60 °C. The all trans planar zigzag conformation was more favorable than the helical conformation after mixing aPS in sPS in supercritical CO₂. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 1755–1764, 2007