Stochastic model for market stocks with floors

We present a model to describe the stochastic evolution of stocks that show a strong resistance at some level and generalize to this situation the evolution based upon geometric Brownian motion. If volatility and drift are related in a certain way we show that our model can be integrated in an exact way. The related problem of how to prize general securities that pay dividends at a continuous rate and earn a terminal payoff at maturity T is solved via the martingale probability approach.     

八角茴香与其伪品莽草的红外光谱三级鉴定研究

采用红外光谱三级鉴定的方法区分和鉴别了八角茴香及其伪品莽草。红外光谱三级鉴定即依次采用一维红外光谱、二阶导数谱和二维相关红外光谱,分辨率逐渐提高,谱图的差别也进一步放大。一维谱图中,两者整体峰形比较相似,但在3 400 cm-1附近八角茴香只出现一个特征峰3 392 cm-1,而莽草则出现3 482和3 387 cm-1两个特征峰。二阶导数谱在850～1 180 cm-1波段八角茴香的几个强峰峰强相对比较接近,其中1 015 cm-1为图中最强峰,而莽草的最强峰在1 070 cm-1附近;在1 180～1 500 cm-1波段八角茴香在1 469,1 454,1 442 cm-1附近的３个特征峰峰强明显强于1 292,1 276,1 266 cm-1附近的特征峰,而莽草则刚好相反。二维相关红外光谱中差异更明显,850～1 165 cm-1波段八角茴香在主对角线上的自动峰较强峰出现在1 153和1 000 cm-1,而莽草峰强较强的自动峰出现在911和878 cm-1;1 165～1 500 cm-1波段八角茴香呈现2个自动峰,而莽草则出现5个自动峰。可见红外三级鉴定方法是一种快速有效的鉴定中药材的方法。     

3-芳亚甲基联氨羰基-5-(对位取代苯基)-吡唑衍生物的 合成、结构和生物活性

以4-取代苯乙酮及草酸二乙酯为起始原料, 设计合成了20个新的3-芳亚甲基联氨羰基-5-(对位取代苯基)-吡唑衍生物, 产率较高. 所合成的化合物经元素分析, IR, 1H NMR对其结构进行了表征, 化合物4b, 4h还通过X-ray单晶衍射进一步确证了其结构. 初步生物活性实验结果表明, 所合成的化合物对绿豆发芽过程有着较好的生长调节作用.     

壳聚糖/乙炔黑修饰电极上萘酚异构体的电化学行为及同时测定

制备了壳聚糖/乙炔黑复合修饰电极(CS-AB/GCE),采用SEM和交流阻抗法对其进行表征。并利用循环伏安法(CV)研究了萘酚异构体(α-N和β-N)在该修饰电极上的电化学行为,对实验条件进行了优化。结果表明,在p H 7.0的PBS缓冲液中,α-N和β-N在该修饰电极上均出现一不可逆氧化峰,且在20~200m V/s范围内,其峰电流与扫速呈线性关系,表明电极过程是受吸附控制的不可逆过程。计算了电极过程的部分动力学参数,优化了差分脉冲伏安法(DPV)的实验参数,并对α-N和β-N进行同时测定,发现二者的微分氧化峰电流值与其浓度在2.5×10-6~1.0×10-4mol/L范围内呈良好的线性关系(rα-N=0.996;rβ-N=0.998)。α-N和β-N的检出限(S/N=3)分别为3.4×10-7mol/L和2.4×10-7mol/L。采用该法对实际水样进行检测,得到α-N和β-N的加标回收率分别为96.7%~105.1%和98.8%~103.9%。     

The Skorohod integral and the derivative operator of functional of a cylindrical Brownian motion

The paper presents a definition of the Skorohod integral of operator-valued processes and the derivative operator for functional of a cylindrical Brownian motionW on a Hilbert space. The method is based on the chaos expansions in terms of multiple Wiener integrals ofW.This research was partially supported by the U.S. Air Force Office of Scientific Research Contract No. F49620 85C 0144. The research of V. Pérez-Abreu was also supported by CONACYT Grant D111-904237.     

Taylor expansion of an Eisenstein series

In this paper, we give an explicit formula for the first two terms of the Taylor expansion of a classical Eisenstein series of weight for . Both the first term and the second term have interesting arithmetic interpretations. We apply the result to compute the central derivative of some Hecke -functions.

     

FRACTIONAL DIFFUSION EQUATIONS WITH INTERNAL DEGREES OF FREEDOM

We present a generalization of the linear one-dimensional diffusion equation by com-bining the fractional derivatives and the internal degrees of freedom. The solutions areconstructed from those of the scalar fractional diffusion equation. We analyze the in-terpolation between the standard diffusion and wave equations defined by the fractionalderivatives. Our main result is that we can define a diffusion process depending on theinternal degrees of freedom associated to the system.     

THE SPACE—FRACTIONAL TELEGRAPH EQUATION AND THE RELATED FRACTIONAL TELEGRAPH PROCESS

The space-fractional telegraph equation is analyzed and the Fourier transform of its fundamental solution is obtained and discussed.A symmetric process with discontinuous trajectories, whose transition function satisfies the space-fractional telegraph equation, is presented. Its limiting behaviour and the connection with symmetric stable processes is also examined.     

Continuous modified Newton’s-type method for nonlinear operator equations

A nonlinear operator equation F(x)=0, F:H→H, in a Hilbert space is considered. Continuous Newton’s-type procedures based on a construction of a dynamical system with the trajectory starting at some initial point x ₀ and becoming asymptotically close to a solution of F(x)=0 as t→+∞ are discussed. Well-posed and ill-posed problems are investigated. Received: June 29, 2001; in final form: February 26, 2002?Published online: February 20, 2003 This paper was finished when AGR was visiting Institute for Theoretical Physics, University of Giessen. The author thanks DAAD for support     

自适应光学中的非等晕性

本文讨论了自适应光学中非等晕域对补偿效果的影响,提出了一种减小非等晕性误差的新方法—位相梯度法。分析结果表明,该方法可显著增大有效校正的角范围,使非等晕性误差的影响大大减小。我们预期位相梯度法有望解决自适应光学中信标的非等晕性问题。