广义Cox模型下的逐步扩大域流相关问题研究

在本文中, 我们主要讨论了广义Cox模型的信息流扩大问题. 假设在市场中有两类投资者, 第一类投资者拥有市场信息, 这里由一个维的布朗运动和一个可积随机 测度驱动; 而第二类投资者具有扩大的信息流, 这里假设是由信息流和广义Cox的模型刻画的违约信息流生成. 我们建立和刻画了广义Cox模型并且求给出它的主要性质包括生存过程和违约条件密度. 与Cox模型显著区别的是, 如果违约由广义Cox模型模型刻画, 与Cox模型平凡的结果不同的是, 鞅的分解更复杂和具有一般性.     

扩散模型中扩散系数的非参数组合估计

为了提高扩散系数估计的准确度, 我们利用动态组合时间域与状态域信息提出一个新的组合估计量. 我们发现所提组合估计量能有效估计扩散模型的扩散系数, 正如在本文中模拟所示. 在一定的条件下, 建立了估计量的渐进正态性, 并证明了时间域估计量与状态域估计量是渐进独立的. 大量的模拟展示了所提组合估计量优于单域估计量, 也优于本文所提估计量.     

Inexact inverse subspace iteration for generalized eigenvalue problems

n this paper, we present an inexact inverse subspace iteration method for computing a few eigenpairs of the generalized eigenvalue problem Ax=λBx. We first formulate a version of inexact inverse subspace iteration in which the approximation from one step is used as an initial approximation for the next step. We then analyze the convergence property, which relates the accuracy in the inner iteration to the convergence rate of the outer iteration. In particular, the linear convergence property of the inverse subspace iteration is preserved. Numerical examples are given to demonstrate the theoretical results.     

Scale-up synthesis of zinc borate from the reaction of zinc oxide and boric acid in aqueous medium

Synthesis of zinc borate was conducted in a laboratory and a pilot scale batch reactor to see the influence of process variables on the reaction parameters and the final product, 2ZnO·3B₂O₃·3.5H₂O. Effects of stirring speed, presence of baffles, amount of seed, particle size and purity of zinc oxide, and mole ratio of H₃BO₃:ZnO on the zinc borate formation reaction were examined at a constant temperature of 85 °C in a laboratory (4 L) and a pilot scale (85 L) reactor. Products obtained from the reaction in both reactors were characterized by chemical analysis, X-ray diffraction, particle size distribution analysis, thermal gravimetric analysis and scanning electron microscopy. The kinetic data for the zinc borate production reaction was fit by using the logistic model. The results revealed that the specific reaction rate, a model parameter, decreases with increase in particle size of zinc oxide and the presence of baffles, but increases with increase in stirring speed and purity of zinc oxide; however, it is unaffected with the changes in the amount of seed and reactants ratio. The reaction completion time is unaffected by scaling-up.     

Quality assessment of Cortex Phellodendri by high‐performance liquid chromatography coupled with electrospray ionization mass spectrometry

A simple method based on liquid chromatography coupled with diode array detection and electrospray ionization mass spectrometry (LC‐DAD‐ESI‐MS) was developed for the quality assessment of Cortex Phellodendri (CP), which was mainly derived from two species of Phellodendron chinense Schneid and Phellodendron amurense Rupr. Total 41 compounds, including 14 phenols, 24 alkaloids and three liminoidal triterpenes were identified or tentatively characterized from the 75% methanol extract of CP samples by online ESI‐MSⁿ fragmentation and UV spectra analysis. Among them, two phenols and six alkaloids were simultaneously quantified using HPLC‐DAD method. The validated HPLC‐DAD method showed a good linearity, precision, repeatability and accuracy for the quantification of eight marker compounds. Furthermore, the plausible fragmentation pathway of the representative compounds were proposed in the present study. The differences of the chemical constituents content and the comprehensive HPLC profiles between the two CP species using LC‐DAD‐ESI‐MS method are reported for the first time, indicating that the CP drugs from different resources should be used separately in the clinic. Copyright © 2009 John Wiley & Sons, Ltd.     

Global weak solutions for a periodic two-component?μ-Hunter–Saxton system

This paper is concerned with global existence of weak solutions for a periodic two-component?μ-Hunter–Saxton system. We first derive global existence for strong solutions to the system with smooth approximate initial data. Then, we show that the limit of approximate solutions is a global weak solution of the two-component?μ-Hunter–Saxton system.     

CPT symmetry in honeycomb lattices and quantum brachistochrone problem

In this paper, we have provided a matrix Hamiltonian model for honeycomb lattices and subsequently obtained the dispersion relation. Furthermore, we have constructed the C operator for the given non-Hermitian Hamiltonian model. The quadratic surfaces are sketched and the quantum Brachistochrone problem is discussed for the given honeycomb lattice model.     

Conjugated copolymers comprised cyanophenyl‐substituted spirobifluorene and tricarbazole‐triphenylamine repeat units for blue‐light‐emitting diodes

A series of conjugated blue‐light‐emitting copolymers, PTC‐1 , PTC‐2 , and PTC‐3, comprised different ratios of electron‐withdrawing segments (spirobifluorene substituted with cyanophenyl groups) and electron‐donating segments (tricarbazole‐triphenylamines), has been synthesized. The structures of these polymers were characterized and their thermal, photophysical, electrochemical, and electroluminescence properties were measured. Incorporation of rigid spirobifluorene units into the copolymers led to blue‐shifted absorption peaks in dilute toluene solution. Cyclic voltammetric measurement indicated the bandgaps of the polymers were in the range of 2.77–2.94 eV. It was found that increasing cyanophenyl‐spirobifluorene content in the polymer backbone lowered both the HOMO and LUMO energy levels of the copolymers, which was beneficial for electron injection/transporting in the polymer layer of the device. OLED device evaluation indicated that all the polymers emitted sky blue to deep blue light when the pure polymers were used as the emissive layers in the devices with a configuration of ITO/PEDOT:PSS/polymers/CsF/Ca/Al. The devices have been optimized by doping 30 wt % PBD into the polymer layers. Among the doped devices, PTC‐2 showed the best performance with the turn‐on voltage of 3.0 V, maximum brightness of 7257 cd/m², maximum current efficiency of 1.76 cd/A, and CIE coordinates of (0.15, 0.14). © 2009 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 48: 292–301, 2010