Affine representations of fractional processes with applications in mathematical finance

Fractional processes have gained popularity in financial modeling due to the dependence structure of their increments and the roughness of their sample paths. The non-Markovianity of these processes gives, however, rise to conceptual and practical difficulties in computation and calibration. To address these issues, we show that a certain class of fractional processes can be represented as linear functionals of an infinite dimensional affine process. This can be derived from integral representations similar to those of Carmona, Coutin, Montseny, and Muravlev. We demonstrate by means of several examples that this allows one to construct tractable financial models with fractional features.     

PEO/PDMAEMA组成的半互穿网凝胶的辐射合成与电场响应性研究

利用γ辐射引发溶液聚合合成了 3种不同聚环氧乙烷 (PEO)含量的聚环氧乙烷 聚甲基丙烯酸N 二甲氨基乙酯 (PEO PDMAEMA)的半互穿网凝胶 (Semi IPNs) ,通过实验找到了合成这种半互穿网凝胶的最佳条件 .实验中发现PEO含量对凝胶的平衡溶胀度 (EDS)有明显的影响 ,当加入少量的PEO(～ 3wt% )时EDS明显增大 ,后随着PEO含量的逐渐增加 ,EDS又逐渐减小并趋于稳定 .这种Semi IPNs的凝胶有明显的电场响应性 ,其中PEO含量的不同 ,电场响应的效果也有明显的差别 ,以PEO与DMAEMA初始料液比为5∶95的凝胶电场响应性最好 .利用这种凝胶对中药三七进行吸附与电场循环控释得到了很好的效果     

治疗胃炎伴糜烂蒙药中多种微量元素的ICP-AES法测定

蒙药含有多种氨基酸和丰富的微量元素,特别是人体必需的微量元素含量相对高,而对人体有害的重金属元素含量相对低。采用微波消解ICP-AES法同时测定了治疗胃炎伴糜烂组合蒙药(1#:如达-6、2#:巴特日-7(Ⅱ))中Ca、Mg、Al、Fe、Mn、Sr、Cu、Zn、Pb等15种微量元素。加标回收率在94.9%~106.2%之间,相对标准偏差RSD≤3.2%,检出限在≤0.009μg/L。实验结果表明:1#、2#为不同类型的蒙药,其微量元素含量有所不同。     

ChemInform Abstract: Azidopentazole is Probably the Lowest-Energy N8 Species - A Theoretical Study.

ChemInform is a weekly Abstracting Service, delivering concise information at a glance that was extracted from about 100 leading journals. To access a ChemInform Abstract of an article which was published elsewhere, please select a “Full Text” option. The original article is trackable via the “References” option.