Local times of continuous N-parameter strong martingales

Let M be a 4N-integrable, real-valued continuous N-parameter strong martingale. By extending Itô-type formulas for M to a function whose 2Nth derivative is Dirac's δ-distribution, Tanaka-type formulas for M are obtained. They represent local time of M with respect to occupation time scaled by the N-fold product of the Stieltjes measure defined by the quadratic variation of M and its kth derivatives in space, where k ≤ N − 1. Applications of Doob's and Burkholder's inequalities give continuity properties: space time continuity for local time, space continuity for the derivatives. In case N is even, for the continuity of the (N − 1)st derivative an additional condition on M is needed which may have a relation to the existence of local times of M w.r.t. different occupation time scales.     

三次Gauss和及二项指数和的混合均值

我们用三角和的性质研究一类三次Gauss和与两项指数和混合均值的计算问题,并给出一个精确的计算公式.     

生物柴油替代混合物化学动力学模型构建及路径分析

以癸酸甲酯(C₁₁H₂₂O₂)和正庚烷(nC₇H₁₆)作为生物柴油替代混合物,通过相对分子质量、低热值以及含氧量与实际生物柴油对比确定两种组分按摩尔比1：1混合,并在此基础上构建了一个由691种组分、3226个基元反应组成的生物柴油替代混合物的化学动力学机理. 在激波管条件下该机理计算的着火延迟与实验数据吻合很好;在发动机条件下该机理计算的缸内压力与实验值吻合很好,CO、未燃碳氢和NOx与实验结果趋势一致.此外,本文还对替代混合物的低温反应动力学过程进行了分析,结果表明癸酸甲酯脱氢产物主要为MD2J和MDMJ. MD2J在低温阶段的主要消耗途径除了加氧之外,还有与正庚烷基(C₇H₁₅-1)第一次加氧产物(C₇H₁₅O₂-3)进行交叉反应;发生分解反应生成MP2D及与氧发生脱氢反应生成MD2D. 另一种主要脱氢产物MDMJ在低温阶段的主要消耗途径为通过同分异构转化为MD2J和MD3J.     

具有分布时滞的一阶微分方程解的渐近稳定性

本文给出具有分布时滞的一阶微分方程零解的渐近稳定性准则。     

一类相依两险种风险模型的分类破产概率

本文考虑文[1]中引入的一类索赔达到计数过程相关的两险种风险模型.利用更新方法,获得了该风险模型的分类破产概率的渐进结果,并给出了指数索赔情形下分类破产概率的表达式,从而改进了文[1]中的相关结果.     

$R^n$空间中的Cauchy积分公式

In this note p(D) = Dm+ b1Dm 1+···+ bmis a polynomial Dirac operator in R~n, where D =nj=1ej xjis a standard Dirac operator in Rn, bjare the complex constant coefficients. In this note we discuss all decompositions of p(D) according to its coefficients bj,and obtain the corresponding explicit Cauchy integral formulae of f which are the solution of p(D)f = 0.     

Influence of interlayer coupling and intra-layer Coulomb interaction on electronic transport in bilayer graphene

Calculations of renormalized perpendicular conductivity within Kubo formula employing single particle temperature dependent Green's function formalism for bilayer graphene has been attempted. On the basis of numerical analysis, perpendicular conductivity as a function of temperature, interlayer coupling, onsite Coulomb interaction and carrier concentration per site has been analyzed for both AA- and AB-stacked bilayer graphene. It is found that perpendicular conductivity increases with interlayer coupling and also with temperature at low temperatures while at higher temperatures, there is saturation in perpendicular conductivity. Influences of onsite Coulomb interaction and carrier concentration per site on perpendicular conductivity is just opposite to each other while onsite Coulomb energy suppresses the rate of increase of σ_⊥/σ_⊥0 with temperature, on the other hand increase in carrier density per site enhance this rate significantly. Finally, theoretically obtained results on temperature dependent perpendicular conductivity are viewed in terms of electronic transport data as well as recent theoretical works available in bilayer graphene.     

Vertex correction and conductivity in 2D Dirac-like systems with non-conserving spin disorder

We determine the classical diffusion of two dimensional Dirac-like quasiparticles, in the presence of conserving spin disorder (scattering off electric impurities) and non-conserving spin disorder (scattering off magnetic impurities). We use the Kubo formula for the conductivity tensor and employ diagrammatic perturbation theory to calculate the vertex correction and the renormalisation of the current operator for both electric and magnetic scattering. Scattering off electric impurities is isotropic and the current operator renormalised to two times the bare current operator irrespective of the direction of the dynamics, as usual for Dirac-like fermions. For magnetic scattering the renormalisation of the current operator depends on the direction of the dynamics and on the polarisation of the magnetic impurities, making the system anisotropic. We calculate the anisotropic magnetoresistance (AMR) and analyse it as a function of the ratio of the strength of the electric to the magnetic scattering potentials, for short range Gaussian correlation.     

Periodic solutions of a periodic stochastic human immunodeficiency virus model with distributed delay and cytotoxic T lymphocytes immune response

In this paper, a periodic stochastic human immunodeficiency virus (HIV) model with distributed delay and cytotoxic T lymphocytes (CTL) immune response is investigated. First, by It $ô$'s formula, we show that the solution with any positive initial value is global and positive. Then, by the stochastic comparison theorem, we obtain the sufficient conditions guaranteeing the existence and global attractivity of infection-free periodic solution. Furthermore, we discuss the existence of the infective periodic solution by Has'minskii theory. Finally, numerical examples are given to illustrate the results.     

On the Positivity of the Stochastic Heat Equation

We study the positivity preserving properties of the heat equation with a white noise potential and random initial condition. Moreover, we find a generalized Feynman--Kac formula for the solution of the problem using methods from the white noise analysis. The initial condition can anticipate the driving white noise. We show that the solution is positive, when the random initial condition is positive. For the case of a time-dependent white noise potential, we give a special representation of the solution together with regularity results.