Estimation of integrated volatility in stochastic volatility models

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.     

Fluorous osmium tetraoxide (OsO4): a recoverable and reusable catalyst for dihydroxylation of olefins

A fluorous osmium catalyst was firstly developed. It had been effectively used as recoverable and reusable catalyst in the dihydroxylation of olefins.     

Synthesis and refractive‐index control of fluoropolymers by the polyaddition of bis(epoxide)s and triazine di(aryl ether)s

The polyaddition of fluorine‐containing bis(epoxide)s and fluorine‐containing triazine di(aryl ether)s were examined to give the corresponding fluorine‐containing poly(cyanurate)s. It was observed that the synthesized fluoropolymers had good thermal stabilities and good film‐forming properties. The glass transition temperatures (T_g's) and refractive‐indices (n_D's) of synthesized polymers were determined by differential scanning calorimetry and ellipsometry, respectively, and it was found that the values of T_g's and n_D's were supported by their fluorine containing ratios and skeletons. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 4421–4429, 2007     

The first total syntheses of (±)-Preussomerins K and L using 2-arylacetal anion technology

The first syntheses of newly isolated members of the Preussomerin family, Preussomerins K and L, are reported. Key steps include the functionalisation of a 2-arylacetal anion, one-pot Friedel-Crafts cyclisation-deprotection and reductive opening of epoxides.     

Synthesis of chiral 2′,3′-pyranone(pyrrolidinone)-fused tryptamines

Chiral pyrano- and pyrrolidino-fused tryptamines were prepared by a diasteroselective trimolecular condensation between indole, Garner's aldehyde and Meldrum's acid, followed by selective functional group transformations.     

Acyl chloride‐facilitated condensation polymerization for the synthesis of heat‐sensitive poly(anhydride‐ester)s

We succeeded in developing the acyl chloride‐facilitated condensation polymerization method for the synthesis of new poly(anhydride‐ester)s with aromatic side groups, which cannot be polymerized by the classic melt condensation polymerization method. Using chlorinated and acylated carboxylic acids as the intermediates, the polymerization was carried out at low temperatures of 120 or 135 °C to yield pure poly(anhydride‐ester)s of molecular weights as high as 1.55 × 10⁵ with minimal side‐reactions. A homogeneous route of preparation was developed and optimized, using butyric anhydride as the acylating reagent and oxalyl chloride as the chlorinating reagent. A comparison of the mechanisms of the classic method and the new method indicates that the effects of transacylation—cyclization and oligomer formation—were greatly reduced due to the high reactivity of carboxylic acid chloride and the steric effect of bulky acyl groups. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 5899–5915, 2007     

Large scale petroleum reservoir simulation and parallel preconditioning algorithms research

Solving large scale linear systems efficiently plays an important role in a petroleum reservoir simulator, and the key part is how to choose an effective parallel preconditioner. Properly choosing a good preconditioner has been beyond the pure algebraic field. An integrated preconditioner should include such components as physical background, characteristics of PDE mathematical model, nonlinear solving method, linear     

非线性Schrdinger方程的高精度守恒差分格式

本文首先分析线性Schrodinger方程一种高阶差分格式的构造方法,得到方程的耗散项.在此基础上对三次非线性Schrodinger方程,提出了一种精度为O(r2 h2)的差分格式,证明了该格式保持了连续方程的两个守恒量,且是收敛的与稳定的.并通过数值例子与已有隐格式进行了比较,结果表明,本文格式在计算量类似的情况下,提高了数值精度.     

从像上提取非旋转对称系统的传递函数制作解卷空间滤波器

本文提出从高分辨电子显微像中,利用光学、全息和部分相干等方法,提取传递函数,制作相位和振幅滤波器,实现解卷,提高高分辨电子显微像的分辨率.