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11.
Jeannette H. C. Woerner 《商业与工业应用随机模型》2005,21(1):27-44
In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
12.
Mo2Ni3Si/NiSi metal silicide composite coatings with a fine microstructure consisting of Mo2Ni3Si primary dendrites and the interdendritic Mo2Ni3Si/NiSi eutectics were fabricated on austenitic stainless steel AISI 321 by laser cladding process. Small amplitude reciprocating sliding wear resistance of the coatings is evaluated as functions of normal load and slip amplitude and the wear mechanisms were discussed based on worn surface morphology observations. Results showed that the Mo2Ni3Si/NiSi coatings have excellent small amplitude reciprocating sliding wear resistance. 相似文献
13.
Christian J. -F. Dupraz Patrick Nickels Udo Beierlein Wendy U. Huynh Friedrich C. Simmel 《Superlattices and Microstructures》2003,33(5-6):369
This paper provides an overview of recent research developments in the field of nanoelectronics with organic materials such as carbon nanotubes and DNA-templated nanowires. Carbon nanotubes and gold electrodes are chemically functionalized in order to contact carbon nanotubes by self-assembly. The transport properties of these nanotubes are dominated by charging effects and display clear Coulomb blockade behaviour. A different approach towards nanoscale electronics is based on the molecular recognition properties of biomolecules such as DNA. As an example, DNA is stretched between electrodes using a molecular combing technique. A two-step metallization procedure leads to the formation of highly conductive gold nanowires. 相似文献
14.
15.
Miklós Csörgő 《Periodica Mathematica Hungarica》2005,50(1-2):1-27
Summary This article provides a glimpse of some of the highlights of the joint work of Endre Csáki and Pál Révész since 1979. The topics of this short exploration of the rich stochastic milieu of this inspiring collaboration revolve around Brownian motion, random walks and their long excursions, local times and additive functionals, iterated processes, almost sure local and global central limit theorems, integral functionals of geometric stochastic processes, favourite sites--favourite values and jump sizes for random walk and Brownian motion, random walking in a random scenery, and large void zones and occupation times for coalescing random walks. 相似文献
16.
K. Kubilius 《Acta Appl Math》2003,78(1-3):233-242
We consider the integral equation driven by a standard Brownian motion and by a fractional Brownian motion. Sufficient conditions under which the equation has a weak solution are obtained. 相似文献
17.
In-time motion adjustment in laser cladding manufacturing process for improving dimensional accuracy and surface finish of the formed part 总被引:2,自引:0,他引:2
This paper presents in-time motion adjustment in laser cladding manufacturing process as a means to improve dimensional accuracy and surface finish of the built part. Defects occurring during laser cladding degrade the part quality such as dimensional accuracy and surface finish. In this paper, in-time motion adjustment strategy was presented to remedy and eliminate defects occurring during laser cladding to improve the dimensional accuracy and surface finish. Based on the relationship between the motion of laser head relative to the growing part and other parameters in effects on clad profile, the laser traverse speed, stand-off distance and laser approach orientation to the existing clad layer were adjusted by instructions from a close-loop control system in real time to remedy and eliminate defects. The results of the experiments verified the effects of in-time motion adjustment on dimensional accuracy and surface finish. 相似文献
18.
Zhao Xuelei 《数学年刊B辑(英文版)》1997,18(1):47-54
GIRSANOV’STHEOREMONABSTRACTWIENERSPACESZHANGYINNANAbstractLet(E,H,μ)beanabstractWienerspaceinthesenseofL.Gros.Itisprovedth... 相似文献
19.
The gedanken experiment of the clock paradox is solved exactly using the general relativistic equations for a static homogeneous gravitational
field. We demonstrate that the general and special relativistic clock paradox solutions are identical and in particular that
they are identical for finite acceleration. Practical expressions are obtained for proper time and coordinate time by using the destination distance as
the key observable parameter. This solution provides a formal demonstration of the identity between the special and general
relativistic clock paradox with finite acceleration and where proper time is assumed to be the same in both formalisms. By
solving the equations of motion for a freely falling clock in a static homogeneous field elapsed times are calculated for
realistic journeys to the stars.
1 Both authors contributed equally to this paper. 相似文献
20.
Youssef Randjiou 《Journal of Theoretical Probability》2006,19(3):701-720
Let μ+(t) and μ−(t) be the locations of the maximum and minimum, respectively, of a standard Brownian motion in the interval [0,t]. We establish a joint integral test for the lower functions of μ+(t) and μ−(t), in the sense of Paul Lévy. In particular, it yields the law of the iterated logarithm for max(μ+(t),μ−(t)) as a straightforward consequence. Our result is in agreement with well-known theorems of Chung and Erdős [(1952) Trans. Amer. Math. Soc. 72, 179–186.], and Csáki, F?ldes and Révész [(1987) Prob. Theory Relat. Fields
76, 477–497].
相似文献