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.     

An AFM, XPS and electrochemical study of molecular electroactive monolayers formed by wet chemistry functionalization of H-terminated Si(1 0 0) with vinylferrocene

Molecular electroactive monolayers have been produced from vinylferrocene (VFC) via light-assisted surface anchoring to H-terminated n- and p-Si(1 0 0) wafers prepared via wet chemistry, in a controlled atmosphere. The resulting Si-C bound hybrids have been characterized by means of XPS and AFM. Their performance as semiconductor functionalized electrodes and their surface composition have been followed by combining electrochemical and XPS measurements on the same samples, before and after use in an electrochemical cell. White-light photoactivated anchoring at short (1 h) exposure times has resulted in a mild route, with a very limited impact on the initial quality of the silicon substrate. In fact, the functionalized Si surface results negligibly oxidized, and the C/Fe atomic ratio is close to the value expected for the pure molecular species. The VFC/Si hybrids can be described as (η⁵-C₅H₅)Fe²⁺(η⁵-C₅H₄)-CH₂-CH₂-Si species, on the basis of XPS results. Electrochemical methods have been applied in order to investigate the role played by a robust, covalent Si-C anchoring mode towards substrate-molecule electronic communication, a crucial issue for a perspective development of molecular electronics devices. The response found from cyclic voltammograms for p-Si(1 0 0) functionalized electrodes, run in the dark and under illumination, has shown that the electron transfer is not limited by the number of charge carriers, confirming the occurrence of electron transfer via the Si valence band. The hybrids have shown a noticeable electrochemical stability and reversibility under cyclic voltammetry (cv), and the trend in peak current intensity vs. the scan rate was linear. The molecule-Si bond is preserved even after thousands of voltammetric cycles, although the surface coverage, evaluated from cv and XPS, decreases in the same sequence. An increasingly larger surface concentration of Fe³⁺ at the expenses of Fe²⁺ redox centers has been found at increasing number of cv’s, experimentally associated with the growth of silicon oxide. Surface SiO⁻ groups from deprotonated silanol termination, induced by the electrochemical treatments, are proposed as the associated counterions for the Fe³⁺ species. They could be responsible for the observed decrease in the electron transfer rate constant with electrode ageing.     

FJZ-250型高速分幅相机时间测量不确定度分析

FJZ-250型高速转镜分幅相机因转镜速度的不可重复性，光机结构的构造原理和控制系统各路高压触发时间的漂移，导致了时间测量的不确定度。为此，须对相机测量数据进行校正。阐述了校正方法、提供了逐幅校正位置误差的修正系数。若以预置转速对应的名义周期值去处理测量结果，则相机的时间测量合成小确定度将达1％，对名义周期值和名义幅间间隔时间值进行修正后，则可降至0.3％。     

Effect of induced shielding current transmission in longitudinal direction on levitation force of melt grown single-domain YBa_2Cu_3O_(7-x) cylindrical superconductor

YBa2Cu3O7-x (YBCO) bulk is one of the most important high temperature superconducting materials for magnetic levitation applications, because it has a high magnetic irreversibility field Hirr at liquid nitrogen temperature, and can grow into large grains. The levitation force of YBCO bulk is proportional to the critical current density (Jc) and grain radius (r)[1], so higher Jc and r are appreciated for YBCO bulks to achieve higher levitation force. Now single-domain YBCO bulks up to s…     

Approaches to improving critical current density of YBCO superconducting thick films deposited by electrophoresis

The irreversibility field (Hirr) of Y-based superconductor is much higher than that of Bi-based superconductor. Y-based superconductor is capable of maintaining stable electrical currents in high magnetic field and electric field, so it is a better suited mate-rial for electric-current applications. Commonly, the Y-based tapes comprise a YBCO thick film deposited on a flexible substrate, typically with an intermediate buffer layer, and an overcoat of noble metal. In this process, the interm…     

纳米氧化钛-乙二醇溶胶溶液的研究

选用了钛酸丁酯、硬脂酸和乙二醇作为表面活性剂，采用表面化学修饰和表面物理修饰2种方法修饰纳米氧化钛，然后分散在乙二醇溶剂中形成溶胶溶液．并通过红外光谱仪、紫外分光计、原子力显微镜，分析了表面化学修饰后的纳米氧化钛表面化学结构的变化，观测了纳米氧化钛溶胶在乙二醇溶剂中稳定性．试验结果表明表面活性剂与纳米氧化钛的表面的不饱和键之间形成了新的化学结构，粒子表面可能接枝上有机长链，提高了纳米粒子在溶剂中的相容性．表面化学修饰后的纳米氧化钛与乙二醇溶剂形成了较稳定的溶胶体系，而且纳米溶胶粒径较小．表面活性剂添加量与纳米粒子添加量控制在(1～1．2)：1时，可以获得纳米溶胶粒径较小，同时溶胶稳定性较好的纳米氧化钛-乙二醇溶胶体系．     

连续激光诱导Zn/InP掺杂过程中温度分布的解析计算

在实验的基础上，分析表面蒸发Zn的InP样品在连续激光诱导下掺杂Zn过程.在一维热传导问题的第三类边界条件下，给出激光辐照有限厚双层材料Zn/InP温度分布的一种直观简洁的解析形式. 关键词： 激光诱导掺杂 Zn/InP 温度分布     

高频聚焦换能器声场的激光测量法

本文描述了一种使用激光测振技术测量高频聚焦换能器声场布的方法，并给出了使用该方法对一种高频聚换能器进行测量的结果，通过理论计算对结果的正确性进行了验证。     

Numerical simulation of thermally and chemically nonequilibrium flows and heat transfer in underexpanded induction plasmatron jets

The results of numerical simulation are presented for thermally and chemically nonequilibrium air plasma flows in a plasmatron discharge channel and underexpanded dissociated and partially ionized air jets flowing past a cylindrical model with a blunt leading edge and cooled copper surface under the experimental conditions realized in a VGU-4 100 kW induction plasmatron (Institute for Problems in Mechanics of the Russian Academy of Sciences) (see, for example, [1, 2]). The nonequilibrium excitation of the vibrational degrees of freedom of the molecules in the modal approximation and the difference between the electron and translational heavy-particle temperatures are taken into account in the calculations. The calculated data on the heat transfer and pressure at the stagnation point are compared with the results obtained within the framework of the thermally equilibrium model. Comparison with the experimental data obtained in the Institute for Problem in Mechanics of the Russian Academy of Sciences (Laboratory for interaction between plasma and radiation and materials) and kindly provided for comparison purposes gives satisfactory agreement.     

Fabrication and characterization of a PbTe quantum dots multilayer structure

Multilayer PbTe quantum dots (QDs) and SiO₂ were grown by pulsed laser deposition (PLD) and Plasma enhanced chemical vapor deposition (PECVD) techniques. The crystalline structure, QD size and size dispersion were observed by high-resolution transmission electron microscopy (HRTEM) measurements. This technique allows one to grow PbTe QDs as small as 1.8 nm diameter and 0.6 nm size dispersion. The whole structure can be used in a Fabry–Perot cavity for an optical device operating at the mid-infrared region.