带有随机波动率的交换期权定价

通过利用计价单位的变换及等价鞅测度,得到了在随机波动率下的交换期权定价公式.     

A novel scheme to acquire enhanced up-conversion emissions of Ho3+ and Yb3+ co-doped Sc2O3

A detailed investigation about the effect of Sc₂O₃: 1 mol%Ho³⁺/5 mol%Yb³⁺ co-doped with Ce⁴⁺ ions prepared by sol-gel methods was performed systematically. Under the excitation of 980 nm laser diode, both green emission (553 nm, ⁵F₄/⁵S₂→⁵I₈) and red emission (672 nm, ⁵F₅→⁵I₈) were both observed in the emission spectra of the samples, which were found to be two-photon process and sensitized by Yb³⁺ ions. With the increasing of Ce⁴⁺ ions, the up-conversion green emission intensity are increased by 6.52, 8.69, 10.85, 13.92 and 16.66 fold, corresponding to the Ce⁴⁺ ions concentrations from 5 mol% to 13 mol%, respectively. The number of photons are necessary to populate the upper emitting state decreases to 2 and the infrared absorption coefficient is reduced, when the Ce⁴⁺ ions concentration increase to 13 mol%. Ce⁴⁺ ions play an important role in tailoring the local crystal field around Ho³⁺ ions, lowering the highest phonon cut-off energy of matrix and reducing the infrared absorption coefficient, thus hindering the non-radiative processes, which contribute to the increased emission intensity. The excellent enhancement makes it a promising multifunctional optical luminescence material.     

Gravitational wave imprint of new symmetry breaking

It is believed that there are more fundamental gauge symmetries beyond those described by the Standard Model of particle physics. The scales of these new gauge symmetries are usually too high to be reachable by particle colliders. Considering that the phase transition (PT) relating to the spontaneous breaking of new gauge symmetries to the electroweak symmetry might be strongly first order, we propose considering the stochastic gravitational waves (GW) arising from this phase transition as an indirect way of detecting these new fundamental gauge symmetries. As an illustration, we explore the possibility of detecting the stochastic GW generated from the PT of begin{document}$ {bf{B}}-{bf{L}}$end{document} in the space-based interferometer detectors. Our study demonstrates that the GW energy spectrum is reachable by the LISA, Tianqin, Taiji, BBO, and DECIGO experiments only for the case where the spontaneous breaking of begin{document}$ {bf{B}}-{bf{L}}$end{document} is triggered by at least two electroweak singlet scalars.     

Rapprochement of artificial intelligence and dynamics

It is proposed that continuous time is in effect discretized in the brain by dynamic pattern recognition mechanisms in neurons. Time discretization is required to support formal computations in continuous time systems consisting of a large number of components. The ability to perform formal computations is necessary if the system is to execute high level algorithms of the type used in present day artificial intelligence. The weakness of such algorithms is that they work efficiently only when the forms of patterns and objects presented to them are highly constrained. The dynamic mechanisms which discretize the brain's time line also serve to code patterns into constrained forms suitable for high level processing.     

Time behavior of stressed nonhierarchical networks

In this paper it is shown, by means of simulation, that interesting time behavior is observed for damaged and overloaded networks, and that adaptive, decentralized intelligence can have a dramatic influence on the overall network performance. The time behavior of nonhierarchical networks is modeled by a system of nonlinear difference equations among global variables, and bistability is shown to exist. Using a simple adaptive control mechanism, it is shown that, depending upon the value of a certain network variable, either limit cycle or steady state behavior results. A few ideas are discussed for applications of nonhierarchical communications to cellular automata and to decision-making systems.     

A bivariate exponential distribution arising in random geometry

Summary In this paper a new bivariate exponential distribution, arising naturally in the theory of Poisson line processes, is studied. The distribution has some interesting and useful properties which renders it suitable for use in statistical modelling work. It is presented in the spirit of adding to the repertoire of bivariate exponential forms. It joins other models, such as those of Downton (1970,J. R. Statist. Soc., B,32, 408–417), Marshall and Olkin (1967,J. Appl. Prob.,4, 291–302) and Nagao and Kadoya (1971,Bulletin of the Disaster Prevention Research Institute,20, 3, 183–215), which have their origins in the theory of stochastic processes.     

Comparing ordered-entry queues with heterogeneous servers

We study a queueing system withm exponential servers with distinct service rates. Jobs arrive at the system following an arbitrary point process. Arrived jobs receive service at the first unoccupied server (if any) according to an entry order , which is a permutation of the integers 1, 2,...,m. The system has a finite buffer capacity. When the buffer limit is reached, arrivals will be blocked. Blocked jobs will either be lost or come back as New arrivals after a random travel time. We are concerned with the dynamic stochastic behavior of the system under different entry orders. A partial ordering is established among entry orders, and is shown to result in some quite strong orderings among the associated stochastic processes that reflect the congestion and the service characteristics of the system. The results developed here complement existing comparison results for queues with homogeneous servers, and can be applied to aid the design of conveyor and communication systems.     

A thermochemical instability. II. Inhomogeneous fluctuations

The behavior of coupled stochastic fields near a cusp bifurcation is studied. The results are applied to a thermochemical model and the possibility of observing nonclassical critidal behavior is discussed.     

Spontaneous emission in Ĉerenkov FEL devices: a preliminary theoretical analysis

Summary The main features of the spectral characteristics of the spontaneously emitted Ĉerenkov light in circular and rectangular wave guides filled with dielectric are discussed. The characteristics of the radiation emitted by an electron beam moving near and parallel to the surface of a dielectric slab are also analysed. Finally, the relevance of these results to a possible FEL-Ĉerenkov operation is briefly discussed.

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Riassunto In questo lavoro si discutono le caratteristiche dello spettro della radiazione Ĉerenkov, emessa in guide d'onde circolari e rettangolari riempite con dielettrico. Si analizzano inoltre le proprietà della radiazione emessa da un fascio di elettroni in moto in prossimità e parallelamente alla superficie di una ?slab? di dielettrico. Si discute, infine, brevemente, l'importanza di questi risultati per la realizzazione di un possibile FEL-Ĉerenkov.

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Резюме Обсуждаются основиые особенности спектральных характеристик спонтанного черенковского излучения в круговых и прямоугольных волноводах, заполненных диэлектриком. Также анализируются характеристики излучения, испущенного электронным пучком, движущимся вблизи и пораллелйно поверхности диэлектрической пластинки. В заключение, вкратце обсуждется применимость полученных результатов в возможных FEL-черенковских приборах.

     

The inlet effect on the drag factor of a sphere in a tube

The creeping motion Ground a sphere situated axisymmetrically near the entrance of asemi-infinite circular cylindrical tube is analyzed using infinite series solutions for thevelocity components. pressure and the stream function. Truncating the infinite series. thecorresponding coefficients in the series are determined by a collocation technique. The dragfactor and the stress distribution on the surface of the sphere are calculated for the sphere inmotion in quiescent fluid and for the flow with uniform velocity at the entrance past a rigidlyheld sphere. The results indicate that a sphere near the entrance which has a uniformentrance velocity profile will suffer larger drag than that in infinite tube.Theconvergence of the collocation technique is tested by numerical calculation. It is shown thatthe technique has good convergence properties.