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。     

Patterned uniformly orientated silicon nanocrystallite films and efficient field emission characteristics

Patterned uniformly (100)-orientated silicon nanocrystallite (SiNC) films were fabricated based on hydrogen ion implantation technique and typical electrochemical anodic etching method. The surface morphology and microstructure characteristics of the films were characterized by scanning electron microscopy, transmission electron microscopy, X-ray diffraction, and atomic force microscopy. The efficient field emission with low turn-on field of about 3.2 V/μm at current density of 0.1 μA/cm² was obtained. The emission current density from the SiNC films reached 1 mA/cm² under a bias field of about 11 V/μm. The experimental results demonstrate that the SiNC films have great potential applications for flat panel displays.     

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 .     

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     

Clustering study in Eu(DBM)3Phen-doped polymer optical fibers by optical properties and near-field scanning microscopy

The clusters of Eu3+ ion in Eu(DBM)3Phen-doped polymethyl methacrylate (PMMA) have been studied by three means. The relative fluorescence intensity ratio of the 5D0 → 7F2 to 5D0 → 7F1 transitions with different concentrations of Eu3+ in Eu(DBM)3Phen-doped PMMA and metastable-state (5D0) lifetime dependence on Eu3+ concentration are analyzed. The analysis indicates that there are no clustering effects in Eu3+ ions of Eu(DBM)3Phen-doped PMMA when the Eu3+ doping concentration is up to 1.0 wt.-%. At the same time, the clustering effect has not been observed by the scanning near-field optical microscopy (SNOM) in Eu(DBM)3Phen-doped PMMA with 1.0 wt.-% of Eu3+ ions. The analysis reveals that a high concentration of Eu3+ can be incorporated into polymer optical fiber (POF) without clustering effect.OCIS codes: 180.5810, 300.6280, 250.5460, 160.5690.     

一种高性能数字显微图像分析系统

给出了基于Windows操作系统的24位真彩色通用的高性能显微图像检测与分析软件系统，它采用先进的图像处理和形态分析算法，能对各种显微图像进行处理、分析和检测；并具有友好的操作界面、性能稳定等特点，可为材料、冶金、医药、生物、化工等相关领域的用户提供便捷的显微图像分析及处理测量工具。     

Damage and fracture evaluation of granular composite materials by digital image correlation method

This paper presents the applications of digital image correlation technique to the mesoscopic damage and fracture study of some granular based composite materials including steelfiber reinforced concrete, sandstone and crystal-polymer composite. The deformation fields of the composite materials resulted from stress localization were obtained by the correlation computation of the surface images with loading steps and thus the related damage prediction and fracture parameters were evaluated. The correlation searching could be performed either directly based on the gray levels of the digital images or from the wavelet transform (WT) coefficients of the transform spectrum. The latter was developed by the authors and showed higher resolution and sensitivity to the singularity detection. Because the displacement components came from the rough surfaces of the composite materials without any coats of gratings or fringes of optical interferometry, both surface profiles and the deformation fields of the composites were visualized which was helpful to compare each other to analyze the damage of those heterogeneous materials. The project supported by the National Natural Science Foundation of China (10125211 and 10072002), the Scientific Committee of Yunnan Province for the Program of Steel Fiber Reinforced Concrete, and the Institute of Chemical Materials, CAEP at Mianyang