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采用飞秒激光与薄膜靶相互作用测量了前向超热电子的分布和能谱。结果显示,前向超热电子主要集中在靶背法线方向附近区域发射,而超热电子的能谱呈双温类麦克斯韦分布。根据所测超热电子能谱和分布推算出前向超热电子总产额约1.23×108shot-1和前向超热电子的总能量约4.65×1011keV.shot-1,最后给出激光能量转化为前向超热电子能量的转化效率约5.72×10-4,这些结果与文献[17]的较好地一致。     

Dust aerosol forward scattering effects on ground-based aerosol optical depth retrievals

Monte Carlo radiative transfer calculations are performed to examine the forward scattering effects on retrievals of dust aerosol optical depth (AOD) from ground-based instruments. We consider dust aerosols with different AOD, effective radius and imaginary refractive index at 0.5 μm wavelength. The shape of dust aerosols is assumed to be spheroids and the equivalent spheres that preserve both volume and projected area (V/P) are also considered. The single-scattering albedos and asymmetry factors of spheroids and V/P-equivalent spheres have small differences, but the scattering phase functions are very different for the scattering angle range ∼90-180°. The relative errors of retrieved AOD caused by forward scattering effects due to the differences between the single-scattering properties of spheroids and spheres are similar. It is shown that at solar zenith angle (SZA) smaller than ∼70° the effect of the forward scattering is generally small although the relative errors in retrieved AOD can be as large as −10% when r_e=2. However, the largest relative errors, which can reach −40%, appear at high SZA (>∼70°) with AOD larger than 1. This is not caused by the increase of forward scattering intensity, but is due to the strong attenuation of solar direct beam.     

分数布朗运动下奇异期权的定价

本文主要讨论了标的资产受数布朗运动影响的远期开始期权和波士顿期权定价问题,并给出了相对应的定价公式.     

On solutions of Kolmogorovʼs equations for nonhomogeneous jump Markov processes

This paper studies three ways to construct a nonhomogeneous jump Markov process: (i) via a compensator of the random measure of a multivariate point process, (ii) as a minimal solution of the backward Kolmogorov equation, and (iii) as a minimal solution of the forward Kolmogorov equation. The main conclusion of this paper is that, for a given measurable transition intensity, commonly called a Q-function, all these constructions define the same transition function. If this transition function is regular, that is, the probability of accumulation of jumps is zero, then this transition function is the unique solution of the backward and forward Kolmogorov equations. For continuous Q-functions, Kolmogorov equations were studied in Feller?s seminal paper. In particular, this paper extends Feller?s results for continuous Q-functions to measurable Q-functions and provides additional results.     

Forward–backward stochastic differential equations with monotone functionals and mean field games with common noise

We consider a system of forward–backward stochastic differential equations (FBSDEs) with monotone functionals. We show that such a system is well-posed by the method of continuation similarly to Peng and Wu (1999) for classical FBSDEs. As applications, we prove the well-posedness result for a mean field FBSDE with conditional law and show the existence of a decoupling function. Lastly, we show that mean field games with common noise are uniquely solvable under a linear-convex setting and weak-monotone cost functions and prove that the optimal control is in a feedback form depending only on the current state and conditional law.