带注资的二维复合泊松模型的最优分红

研究建立两类理赔关系的二维复合泊松模型的最优分红与注资问题,目标为最大化分红减注资的折现. 该问题由随机控制问题刻画, 通过解相应的哈密尔顿-雅克比-贝尔曼(HJB)方程,得到了最优分红策略,并在指数理赔时明确地解决该问题.     

Multivariate Liouville distributions

A random vector (X₁, …, X_n), with positive components, has a Liouville distribution if its joint probability density function is of the formf(x₁ + … + x_n)x₁^a₁.1 … x_n^a_n.1 with thea_i all positive. Examples of these are the Dirichlet and inverted Dirichlet distributions. In this paper, a comprehensive treatment of the Liouville distributions is provided. The results pertain to stochastic representations, transformation properties, complete neutrality, marginal and conditional distributions, regression functions, and total positivity and reverse rule properties. Further, these topics are utilized in various characterizations of the Dirichlet and inverted Dirichlet distributions. Matrix analogs of the Liouville distributions are also treated, and many of the results obtained in the vector setting are extended appropriately.     

随机波动率跳-扩散模型下外汇期权本外币对称公式

外汇期权本外币对称公式表示本币看涨/看跌期权与外币看跌/看涨期权用同类定价函数表示的等价关系.通过测度变换法指出本币测度下的Bates模型和Heston模型在外币测度下保持模型类型不变,并且由此证明这两个模型下的本外币对称公式,其中的定价函数由Attari公式给出.数值分析给出了本外币对称公式的应用示范,并且详细分析了Attari公式的计算速度优势.     

带加法白噪声的随机Boussinesq方程组的解的渐近行为

考虑速度和温度同时在加法白噪声扰动下的随机Boussinesq方程组的解的渐近特征.可以接轨道得到该随机方程组的唯一解,并可以验证该解生成随机动力系统,进而证明了该随机动力系统存在随机吸引子.     

基于RBC模型的动态随机一般均衡的数值解

以一般均衡为框架,引入随机变量的动态随机一般均衡系统,由于模型的庞大和函数形式的复杂,往往不能给出明确的数值解.本文给出几种操作性强的、有效的寻求一般化模型数值解的方法,并通过介绍模型参数确定的办法,使得理论的模型有了现实的含义.     

Stochastic flows of mappings

In this paper,the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied.This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.     

陶瓷材料在压剪联合冲击加载下动态响应的实验研究

 应用57 mm压剪炮和双磁场IMPS粒子测试系统对95%的Al₂O₃陶瓷材料在压剪联合加载条件下的力学行为进行了实验研究,测量得到了材料内部压缩波（P波）、剪切波（S波）的加载、卸载和传播规律。对剪切波的衰减随载荷的变化进行了研究,初步得到95% Al₂O₃陶瓷材料在压剪联合载荷冲击下发生损伤的纵向应力阀值是4.86 GPa。     

侧链基团对聚合物薄膜瞬态发光性能的影响

采用飞秒激光光谱技术比较研究了两种卟啉侧链聚合物:卟啉丙烯酸酯-苯乙烯共聚物P[(por)A-S]和卟啉铁(Ⅲ)丙烯酸酯-苯乙烯共聚物P[(por)FeA-S]的瞬态发光性能。并采用纳秒激光光谱技术测量了小分子卟啉(TPP)的荧光动力学过程。结果表明:P[(por)FeA-S]具有比P[(por)A-S]快得多的荧光弛豫过程,而P[(por)A-S]的荧光寿命远小于小分子卟啉的荧光寿命。对上述过程进行了分析,P[(por)A-S]的荧光衰变主要来源于聚合物分子链间的相互作用;而P[(por)FeA-S]的荧光衰变除了来源于聚合物分子链间的相互作用外,中央金属离子与配位体之间的电荷转移也对卟啉发色基团的激发态超快无辐射弛豫具有重要的影响,对上述过程的产生机理进行了讨论。     

Drug Design—Past,Present, Future

Drug design is a complex pharmaceutical science with a long history. Many achievements have been made in the field of drug design since the end of 19th century, when Emil Fisher suggested that the drug–receptor interaction resembles the key and lock interplay. Gradually, drug design has been transformed into a coherent and well-organized science with a solid theoretical background and practical applications. Now, drug design is the most advanced approach for drug discovery. It utilizes the innovations in science and technology and includes them in its wide-ranging arsenal of methods and tools in order to achieve the main goal: discovery of effective, specific, non-toxic, safe and well-tolerated drugs. Drug design is one of the most intensively developing modern sciences and its progress is accelerated by the implication of artificial intelligence. The present review aims to capture some of the most important milestones in the development of drug design, to outline some of the most used current methods and to sketch the future perspective according to the author’s point of view. Without pretending to cover fully the wide range of drug design topics, the review introduces the reader to the content of Molecules’ Special Issue “Drug Design—Science and Practice”.     

Molecular Forcefield Methods for Describing Energetic Molecular Crystals: A Review

Energetic molecular crystals are widely applied for military and civilian purposes, and molecular forcefields (FF) are indispensable for treating the microscopic issues therein. This article reviews the three types of molecular FFs that are applied widely for describing energetic crystals—classic FFs, consistent FFs, and reactive FFs (ReaxFF). The basic principle of each type of FF is briefed and compared, with the application introduced, predicting polymorph, morphology, thermodynamics, vibration spectra, thermal property, mechanics, and reactivity. Finally, the advantages and disadvantages of these FFs are summarized, and some directions of future development are suggested.