首次穿过边界概率及其在金融中的应用

本文把数学和管理科学有机结合,为数学应用提出问题,得出新结果,推广了J.Michel Harrison(1985)[1]第43页的命题27,并给出了在金融中的应用.     

Spectral Anomalies in the Fraunhofer Diffraction Pattern

We study the spectral characteristics theoretically and experimentally in the Fraunhofer diffraction pattern formed by the diffraction of a spatially coherent, polychromatic light through a slit. It is found that the spectrum in some diffraction directions close to the singular direction is redshifted, compared to the spectrum of the incident polychromatic light, and blueshifted in other directions, and splits into two lines at the singular direction. We show that the experimental results are consistent with the theoretical expectations.     

Planar Chromatography of Some 1-Arylpiperazines Behaving as Dopaminergic Ligands

JPC – Journal of Planar Chromatography – Modern TLC - The chromatographic behavior of fourteen 1-arylpiperazine derivatives has been studied by thin-layer chromatography on both silica...     

Harnack inequality for some classes of Markov processes

In this paper we establish a Harnack inequality for nonnegative harmonic functions of some classes of Markov processes with jumps. Mathematics Subject Classification (2000): Primary 60J45, 60J75, Secondary 60J25.This work was completed while the authors were in the Research in Pairs program at the Mathematisches Forschungsinstitut Oberwolfach. We thank the Institute for the hospitality.The research of this author is supported in part by NSF Grant DMS-9803240.The research of this author is supported in part by MZT grant 0037107 of the Republic of Croatia.     

The standard model on non-commutative space-time

We consider the standard model on a non-commutative space and expand the action in the non-commutativity parameter . No new particles are introduced; the structure group is . We derive the leading order action. At zeroth order the action coincides with the ordinary standard model. At leading order in we find new vertices which are absent in the standard model on commutative space-time. The most striking features are couplings between quarks, gluons and electroweak bosons and many new vertices in the charged and neutral currents. We find that parity is violated in non-commutative QCD. The Higgs mechanism can be applied. QED is not deformed in the minimal version of the NCSM to the order considered. Received: 29 November 2001 / Published online: 25 January 2002     

The dimension of orthomodular posets constructed by pasting Boolean algebras

The main aim of this paper is the calculation of the dimension of certain atomic amalgams. These consist of finite Boolean algebras (blocks) pasted together in such a way that a pair of blocks intersects either trivially in the bounds, or the intersection consists of the bounds, an atom, and its complement.     

Fatty acid binding site of mitochondrial uncoupling protein UCP2 as probed by EPR spectroscopy of spin-labeled fatty acids

Electron paramagnetic resonance (EPR) spectroscopy of spin-labeled fatty acids was used to investigate their interaction withEscherichia coli-expressed human mitochondrial uncoupling protein UCP2 refolded from inclusion bodies in nonaethylene glycol monododecyl ether (C₁₂E₉) micelles. 5-DOXYL-stearic acid and 4-PROXYL-palmitic acid bound to UCP2 exhibited additional clearly separated h_+1I, h_?1I “immobile” peaks in the low- and high-field region, respectively, separated by 42 and 44 Gauss, and extensively reduced h_+1M, h_?1M “mobile” peaks, separated by about 30 G, whereas with 7-DOXYL-stearic acid the I and M peaks were smoothed together into one wide peak. Competition of 4-PROXYL-palmitic acid with added palmitic acid, arachidonic acid, and all-cis-8,11,14-eicosatrienoic acid and of 7-DOXYL-stearic acid with arachidonic acid was indicated by the disappearance of the h_+1I, h_?1I “immobile” peaks, whereas redistribution in micelles without protein was indicated by the rising of the h_+1M, h_?1M “mobile” peaks. In conclusion, a competition of palmitic, arachidonic, and eicosatrienoic acid within a putative fatty acid binding site was observed for mitochondrial uncoupling protein UCP2. This finding together with the observation of EPR spectra of highly immobilized probes exclusively in the presence of the recombinant UCP2 suggest the existence of a fatty acid binding site on UCP2 which is a prerequisite of the fatty acid cycling mechanism as previously postulated for UCP1.     

Quantification of trace elements in human serum fractions by liquid chromatography and inductively coupled plasma mass spectrometry

On‐line coupling of LC and ICP‐MS has been used for fractionation and detection of species of Cu, Fe, I, Se and Zn in human serum. It has been shown that anion exchange chromatography provided better separation capability (both intra‐ and inter‐element) than size‐exclusion chromatography. The mobile phases for ion exchange chromatography consisted of Tris–HNO₃ buffer and ammonium salt (nitrate, acetate or formate). Formate was found to be the best mobile phase counter ion, enabling good chromatographic separation, and is acceptable for mass spectrometry too. The quantitative evaluation of element concentrations adhering to individual fractions was performed by the peak area normalization method. The repeatability of results ranged from 3 to 15% (depending on the element concentration level) and represented the main part of the result uncertainty. The accuracy of Cu and Zn fraction determinations was confirmed by comparison with the isotope dilution technique. Copyright © 2006 John Wiley & Sons, Ltd.     

Some covering properties in topological and uniform spaces

Recent progress in selection principles theory is discussed and is illustrated mainly by the Hurewicz covering property and its strong version, the Gerlits-Nagy property GN(*). Some results that have not been published elsewhere are given with proofs.