标的股价服从混合过程的期权定价公式及有限元算法

本文将马尔科夫跳跃过程叠加于 Ito过程 ,形成混合过程 ,并用该过程来刻画股价走势情况。而后在标的股价服从混合过程的基础上 ,推导出了欧式看涨期权的定价公式 ,并对美式看跌期权定价给出了有限元算法。     

生长温度对磁控溅射ZnO薄膜的结晶特性和光学性能的影响

采用反应射频磁控溅射方法，在Si (100) 基片上制备了具有高c轴择优取向的ZnO薄膜.利用 原子力显微镜、透射电子显微镜、X射线衍射分析、拉曼光谱等表征技术，研究了沉积温度 对ZnO薄膜的表面形貌、晶粒尺度、应力状态等结晶性能的影响；通过沉积温度对透射光谱 和光致荧光光谱的影响，探讨了ZnO薄膜的结晶特性与光学性能之间的关系.研究结果显示， 在室温至500℃的范围内，ZnO薄膜的晶粒尺寸随沉积温度的增加而增加，在沉积温度为500 ℃时达到最大；当沉积温度为750℃时，ZnO薄膜的晶粒尺度有所减小；在室温至750℃的范 围内，薄膜中ZnO晶粒与Si基体之间均存在着相对固定的外延关系；在沉积温度低于500℃时 ，制备的ZnO薄膜处于压应变状态，而750℃时沉积的薄膜表现为张应变状态.沉积温度的不 同导致ZnO薄膜的折射率、消光系数、光学禁带宽度以及光致荧光特性的变化，沉积温度对 紫外光致荧光特性起着决定性的作用.此外，探讨了影响薄膜近紫外光致荧光发射的可能因 素. 关键词： ZnO薄膜 表面形貌 微观结构 光学常数     

Solutions in Sobolev spaces of vector refinement equations with a general dilation matrix

In this paper, we present a necessary and sufficient condition for the existence of solutions in a Sobolev space W_p^k(ℝ^s) (1≤p≤∞) to a vector refinement equation with a general dilation matrix. The criterion is constructive and can be implemented. Rate of convergence of vector cascade algorithms in a Sobolev space W_p^k(ℝ^s) will be investigated. When the dilation matrix is isotropic, a characterization will be given for the L_p (1≤p≤∞) critical smoothness exponent of a refinable function vector without the assumption of stability on the refinable function vector. As a consequence, we show that if a compactly supported function vector φ∈L_p(ℝ^s) (φ∈C(ℝ^s) when p=∞) satisfies a refinement equation with a finitely supported matrix mask, then all the components of φ must belong to a Lipschitz space Lip(ν,L_p(ℝ^s)) for some ν>0. This paper generalizes the results in R.Q. Jia, K.S. Lau and D.X. Zhou (J. Fourier Anal. Appl. 7 (2001) 143–167) in the univariate setting to the multivariate setting. Dedicated to Professor Charles A. Micchelli on the occasion of his 60th birthday Mathematics subject classifications (2000) 42C20, 41A25, 39B12. Research was supported in part by the Natural Sciences and Engineering Research Council of Canada (NSERC Canada) under Grant G121210654.     

用峰面积判据改善Delsuc法预测的谱

基于Prony算法的Delsuc谱预测是目前NMR LPSVD(Linear Prediction SingularValue Decomposition)法中比较实用的方法。但在高噪声的条件下,时有失峰和假峰出现且要事先知道谱的峰数。本文通过跟踪迭代过程发现Delsuc法的判别因子r_(mis) 很难选定。如果它太小会失峰,而过大又会出现假峰。同时,由于噪声的影响,弱信号的采样点之间的相关性比强信号小,从而在迭代过程中会增加数值不稳定性。文中引入峰面积判据来改善Delsuc法,经模拟与实验均证明结果有效。     

量子阱非对称法布里-珀罗腔调制器电折变模式蓝移

对于从实验中观察到的GaAs/GaAlAs多量子讲非对称法布里一哨罗腔调制器中电致折射率变化引起的模式蓝移现象,从理论上予以讨论.利用等效光程方法分析了电致折射引起的模式的移动特性,实验和理论符合较好.     

边值问题的某些存在定理(英)

本文给出关于边值问题解的某存在唯一性定理及其应用．     

双齿配体—1,2—C_6H_4SX(X=O,S)的钴化合物~1H NMR研究

以~1H NMR谱学和磁化率对一些含邻苯二硫酚或巯基苯酚配体的钴化合物的磁性作了研究,并讨论了它们的电子结构。     

赝标介子的唯象模型（I)

本文基于场论中的旋量一旋量Bethe-Sapeter 方程(以下简称B-S 方程), 提出了一种满足相对论协变性要求的强子间的唯象平底势.并计算得到了在动量中的O-介子波函数. 关键词：     

Photodecomposition of several compounds commonly used as sunscreen agents

The photolysis reactions of three compounds commonly used as a sunscreen agents, Parsol 1789 (1-[4-(1,1-dimethylethyl)phenyl]-3-(4-methoxyphenyl)-1,3- propanedione), Oxybenzone ((2-hydroxy-4-methoxyphenyl)phenyl-methanone) and Padimate O (2-ethylhexyl-4-(dimethylamino)benzoate), were investigated to provide a chemical background to aid in the understanding of the photosensitization of the sunscreen agents. Photolysis was carried out in cyclohexane for 70–140 h using a mercury vapor lamp (450W) without excluding oxygen.

Irradation of Parsol 1789 in cyclohexane yielded tert-butylbenzene, p-tert-butylbenzoic acid and p-methoxybenzoic acid; products obtained from the combination of the sunscreen with the solvent included the cyclohexyl esters of p-methoxybenzoic acid, p-tert-butylbenzoic acid and methanoic acid; products obtained from the solvent included cyclohexanol, cyclohexanone and dicyclohexyl ether.

Irradiation of Oxybenzone in the cyclohexane for 100 h produced no detectable products by either gas or liquid chromatographic analysis. Oxybenzone was recovered unchanged and no products were observed from the photoinitiated reaction of oxygen with the solvent.

Irradiation of Padimate O in cyclohexane yielded the ethylhexyl esters of p-aminobenzoic acid, p-monomethylaminobenzoic acid and p-dimethylamino (o/m)-methylbenzoic acid, as well as products from the photoinitiated reaction of oxygen with the solvent.