标的资产服从几何分数布朗运动的期权定价

本文在M ogens B ladt和T ina H av iid R ydberg无市场假设,仅利用价格过程的实际概率的期权保险精算定价模型的基础上,得出了标的资产服从几何分数布朗运动的欧式期权定价公式,并说明了几何布朗运动是本文的一种特殊情况.     

Fluorescence anisotropy decay study of self-association of bacterial luciferase intermediates

The fluorescence dynamics parameters of the fluorescent transient flavin-luciferase species from the typesVibrio fischeri andPhotobacterium leiognathi are presented. The fluorescence anisotropy decay is a single exponential function for both types. The correlation time is 70 ns for theP. leiognathi fluorescent transient intermediate (2°C, aqueous buffer, pH 7.0), consistent with the rotational correlation time of the luciferase macromolecule (77 kD) to which the flavin fluorophore is rigidly attached. In contrast, for theV. fischeri species the observed correlation time for the anisotropy decay function is 133 ns. This suggests that protein self-association occurs in theV. fischeri case and this is confirmed by filtration, where the fluorescent transient fromV. fischeri does not pass through a 100,000 molecular weight cutoff membrane, whereas theP. leiognathi species does. The filtration method also demonstrates self-association in the luciferase peroxyflavin and photoflavin fromV. fischeri. A monomer-dimer equilibrium also explains the previously reported high correlation times for theV. harveyi luciferase-flavin species. It is proposed that the self-association competes with the lumazine protein interaction in the bioluminescence reaction.     

Velocity spectrum for non-Markovian Brownian motion in a periodic potential

Non-Markovian Brownian motion in a periodic potential is studied by means of an electronic analogue simulator. Velocity spectra, the Fourier transforms of velocity autocorrelation functions, are obtained for three types of random force, that is, a white noise, an Ornstein—Uhlenbeck process, and a quasimonochromatic noise. The analogue results are in good agreement both with theoretical ones calculated with the use of a matrix-continued-fraction method, and with the results of digital simulations. An unexpected extra peak in the velocity spectrum is observed for Ornstein-Uhlenbeck noise with large correlation time. The peak is attributed to a slow oscillatory motion of the Brownian particle as it moves back and forth over several lattice spaces. Its relationship to an approximate Langevin equation is discussed.     

126Cs的高自旋态能级结构

利用融合蒸发反应¹¹⁶Cd(¹⁴N,4n)¹²⁶Cs布居了¹²⁶Cs的高自旋态.观测到了100多条新的γ跃迁和相应的能级,建立了双奇核¹²⁶Cs由9个转动带构成的能级纲图.尝试性地指定了大部分能级的自旋和宇称以及各转动带的Nilsson单粒子组态.极大地丰富了已有的实验结果.     

Projector formalism of generalized Brownian motion theory applied to dissipative and noisy systems

The projector formalism of Zwanzig-Mori type is extended to obtain generalized Fokker-Planck and generalized nonlinear Langevin equations for coarse-grained variables when the underlying microscopic dynamics is dissipative and noisy (stochastic).     

CX_2(NO_2)_2(X=H,F,C1)分子旋转势和构型稳定性的ab initio研究

本文用ab initio计算方法,采用STO-3G基组,对二硝基卤代甲烷CH_2(NO_2)_3(1),CF_2(NO_2)_2(2);CCl_2(NO_2)_2(3)等分子作了单点计算,研究其旋转势能.全构型优化研究了五个具有对称性构型的结构和稳定性,并作了理论分析和探讨.     

Collisional Relaxation of Luminescence Anisotropy in Rarefied Gases in the Condensed Phase

The orientational relaxation of optically induced anisotropy in rarefied gases and at a damped rotation has been investigated. It has been found that the anisotropy relaxation in rarefied gases is described by a reduced kinetic equation depending only on free rotation integrals. The behavior of the integral anisotropy of luminescence for free symmetric and asymmetric top molecules has been elucidated. The law of luminescence depolarization has been obtained for asymmetric top molecules in the Gordon J-diffusion model. It represents the sum of two Stern–Volmer-type dependences, whose relative contribution is determined by the orientation of the dipole moments of transitions with absorption and emission of light in the molecular coordinate system and by the principal moments of inertia of the molecular top. It has been established that in the limit of a strongly damped rotation, kinetic equations of the general form reduce to equations of rotational diffusion. A number of modified diffusion equations correctly describing the contribution of inertial effects to the orientational relaxation of anisotropy have been obtained.     

Motion Control by ZV Shaper Synthesis Extended for Fractional Systems and Its Application to CRONE Control

Shaping command input or preshaping is used for reducing system oscillation in motion control. Desired systems inputs are altered so that the system finishes the requested move without residual oscillation. This technique, developed by N.C. Singer and W.P. Seering, is used for example in the aerospace field, in particular in flexible structure control. This paper presents the study of ZV shaper for explicit fractional derivative systems (generalized derivative systems). A robustness study of ZV shaper is then presented and applied to improve second generation CRONE control response time. Results from simulation and from a DC motor bench are also given.     

旋转带电体磁矩计算的若干法则与算例

本文在文献 [1]、[2 ]等的基础上给出关于旋转带电体的磁矩计算的若干法则 ,均以定理形式表达 ,并列表枚举其相关算例     

A field-sensitivity analysis of the relativistic motion of a single electron submitted to a perpendicular magnetic field

Sensitivity of the velocity of a single electron, in the relativistic case, to a perpendicular magnetic field is evaluated by defining a parameter which becomes useful in a number of cases related to dynamical systems. In particular, the ultrarelativistic case is examined.