Multivalued stochastic McKean-Vlasov equation

In this work, under global Lipschitz conditions, we prove the existence and uniqueness of strong solutions for multivalued stochastic McKean-Vlasov equation. Moreover, under continuous and linear growth assumptions, we also obtain the existence of weak solutions.     

Self-disproportionation of enantiomers of α-trifluoromethyl lactic acid amides via sublimation

Preparation of racemic and enantiomerically enriched α-trifluoromethyl lactic acid amide [NHPh, NH(4-Cl-C₆H₅), NHBn, NHt-Bu] derivatives have been developed. Ph, 4-Cl-C₆H₅, and tert-Bu derivatives were found to have substantial magnitude of the self-disproportionation of enantiomers (SDE) via sublimation. For example, when the optically enriched Ph, 4-Cl-C₆H₅, and tert-Bu amide derivatives were subjected to sublimation under kinetic conditions (Petri dish in open air), the enantiomeric excess of the remainder has noticeably increased. On the other hand, the SDE of Bn amide derivative by sublimation resulted in almost no change in the optical purity of the remainder. These preliminary results on the SDE of the compounds under study, as well as their excellent chemical and physico-chemical characteristics, render these amide derivatives as readily available and very promising substrates for systematic study of SDE via sublimation.     

Self-disproportionation of enantiomers of 3,3,3-trifluorolactic acid amides via sublimation

Preparation of racemic and enantiomerically enriched N-phenyl- and N-benzyl-3,3,3-trifluorolactic acid amides has been developed. These compounds were found to have substantial magnitude of the self-disproportionation of enantiomers (SDE) via sublimation. For example, when N-phenyl-3,3,3-trifluorolactic acid amide of 87% ee was sublimed (12 h) from a Petri dish at 80 °C open to the atmosphere, the enantiomeric excess of the remainder increased to 96% ee. On the other hand, when a sample of the same compound of 67% ee was subjected to SDE via sublimation under the same conditions, the enantiomeric excess has decreased to 18% ee. These preliminary results as well as excellent chemical and physico-chemical characteristics of these amide derivatives render them as readily available and very promising substrates for systematic study of SDE via sublimation.     

库存控制的随机优化(英文)

本文将随机扰动引入企业库存控制系统,并重点讨论了扰动引入后,库存投资与市场需求的相互作用,及对未来折现利润的相关影响.文章建立了关于库存控制管理的最优跨时决策模型.不同于其它文献中将市场需求及库存投资看作具有具体分布的随机变量,文章将两者设置为随机过程并分别服从不同的It型SDE.文章得出了三个命题及一些有意义的结果.     

具有C~1-扩散系统的Stratonovich随机微分方程(英文)

本文研究了具有C1扩散系数的Stratonovich随机微分方程的强解的存在唯一性.     

Multidimensional Markovian FBSDEs with super-quadratic growth

We give local and global existence and uniqueness results for multidimensional coupled FBSDEs for generators with arbitrary growth in the control variable. The local existence result is based on Malliavin calculus arguments for Markovian equations. Under additional monotonicity conditions on the generator we construct global solutions by a pasting technique along PDE solutions.     

imaNon-Lipschitz条件的随机微分方程的逼近定理(英文)

本文给出了Non Lipschitz条件下的随机微分方程的一个逼近定理 .     

Extracting and trapping biogenic volatile organic compounds stored in plant species

Biogenic volatile organic compounds (BVOCs), released by practically all plants, have important atmospheric and ecological consequences. Because BVOC-emission measurements are especially tedious, complex and extremely variable between species, two approaches have been used in scientific studies to try to estimate BVOC-emission types and rates from plant species. The first, which has known little success, involves grouping species according to plant-taxonomy criteria (typically, genus and family). The second involves studying the correlation between BVOC content and emission (i.e. how leaf content could be used to estimate emissions). The latter strategy has provided controversial results, partly because BVOCs are amazingly chemically diverse, and, as a result, techniques used to study plant BVOC content, which we review, cannot be equally adequate for all analytes.In order to choose an adequate technique, two patterns must be distinguished. Specifically stored compounds - mainly monoterpenes and sesquiterpenes that dominate the essential oil obtained from a plant - are permanently and massively present in specific storage structures (e.g., secretory cavities, trichomes) of the order of μg/g-mg/g and usually allow emissions to occur during stress periods when terpenes are weakly synthesized. These BVOCs can be studied directly through traditional extraction techniques (e.g., hydrodistillation) and novel techniques (e.g., application of microwaves and ultrasound), and indirectly by trapping techniques involving the collection, within adsorbent material, of BVOCs present in the headspace of a plant.Non-specifically stored compounds (e.g., isoprene, 2-methyl-3-buten-2-ol, and, in species without storage structures, monoterpenes and sesquiterpenes) can only be temporarily accumulated in leaf aqueous and lipid phases in small concentrations of the order of ng/g. As a result, studying their concentration in leaves requires the use of trapping techniques, more sensitive to trace amounts. Unlike for specifically stored BVOCs, knowledge of the concentration of non-specifically stored BVOCs cannot provide any information regarding the emission potential of a species but, instead, provides crucial information to understand why BVOC emissions may be uncoupled from the physiological processes that drive their synthesis.We describe both extracting and trapping techniques and discuss them in terms of the technical choices that may cause losses of thermolabile constituents, chemical transformations, different volatile recoveries and suitability to represent plant content of BVOCs faithfully. The second part of this review addresses technical shortcomings and biological and environmental factors that may alter the correlations between BVOC content and emission from plants.     

随机扰动下的库存投资决策模型

本文讨论的是库存投资的最优决策问题.不同于确定性q理论,对于引入了市场不确定性扰动的库存控制系统,文章建立了库存投资随机优化决策模型.从市场利率波动的角度对库存决策模型进行分析,得出的结论是:小的市场利率的扰动能够提高企业折现利润的预期,进而导致公司库存投资的上升.     

The Euler Scheme for Feller Processes

We consider the Euler scheme for stochastic differential equations with jumps, whose intensity might be infinite and the jump structure may depend on the position. This general type of SDE is explicitly given for Feller processes and a general convergence condition is presented.

In particular, the characteristic functions of the increments of the Euler scheme are calculated in terms of the symbol of the Feller process in a closed form. These increments are increments of Lévy processes and, thus, the Euler scheme can be used for simulation by applying standard techniques from Lévy processes.