Statistical inference for Vasicek-type model driven by Hermite processes

Let $Z$ denote a Hermite process of order $q\ge 1$ and self-similarity parameter $H\in (\frac{1}{2},1)$. This process is $H$-self-similar, has stationary increments and exhibits long-range dependence. When $q=1$, it corresponds to the fractional Brownian motion, whereas it is not Gaussian as soon as $q?2$. In this paper, we deal with a Vasicek-type model driven by $Z$, of the form $d{X}_t=a(b?X_t)dt+d{Z}_t$. Here, $a>0$ and $b\in \mathbb{R}$ are considered as unknown drift parameters. We provide estimators for $a$ and $b$ based on continuous-time observations. For all possible values of $H$ and $q$, we prove strong consistency and we analyze the asymptotic fluctuations.     

Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain

This paper concerns with the problem of how to running an insurance company to maximize his total discounted expected dividends. In our model, the dividend rate is limited in $[0,M]$ and the company is allowed to transfer any proportion of risk by reinsuring. So there are two strategies which we call dividend strategy and reinsurance strategy. The objective function and the corresponding optimal two strategies are the solution and the two free boundaries of the following Barenblatt parabolic equation

$v_t?\underset{0\le a\le 1}{\max }?(\frac{1}{2}{a}^2{\sigma }^2{v}_{xx}+a\mu v_x)+cv?\underset{0\le l\le M}{\max }?[(1?v_x)l]=0$

under certain boundary conditions on an angular domain

$Q_T=\{(x,t)|0<x<Mt,0<t\le T\}.$

The main effort is to analyze the properties of the solution and the free boundaries to show the optimal decision for the insurance company.     

磷酸化调控泛素单体与Rad23A/Ubiquilin-1中泛素结合域互作的检测

泛素（ubiquitin，Ub）是一种广泛存在、高度保守的信号蛋白质，它能够特异性识别成千上万种靶蛋白，以非共价方式行使不同的功能，其中包含蛋白质降解．Ubiquilin-1（Ubql-1）和Rad23A作为两种蛋白降解的转运因子，都包含有与泛素结合的结构域，被称为泛素结合域（ubiquitin-associated domain，UBA）．2014年，泛素S65位磷酸化修饰的特异性激酶PINK1被发现，磷酸化使泛素在溶液中呈现舒展态与收缩态两种互相转换的构象．本文通过核磁共振（nuclear magnetic resonance，NMR）技术对UBA和磷酸化泛素之间的相互作用进行检测，观测磷酸化对UBA和泛素结合的影响．实验结果表明Rad23A-UBA2与Ubql-1 UBA都特异性的与磷酸化泛素的舒展态相互作用，但是磷酸化未改变泛素与UBA之间的亲和力．值得注意的是与Ubql-1 UBA相互作用时，磷酸化促进了泛素收缩态向舒展态的转换．     

Nonlinear obstacle problems with double phase in the borderline case

In this paper we study a double phase problem with an irregular obstacle. The energy functional under consideration is characterized by the fact that both ellipticity and growth switch between a type of polynomial and a type of logarithm, which can be regarded as a borderline case of the double phase functional with $(p,q)$-growth. We obtain an optimal global Calderón–Zygmund type estimate for the obstacle problem with double phase in the borderline case.     

Korn inequality for a thin rod with rounded ends

We consider an elastic rod with rounded ends and diameter proportional to a small parameter h > 0. The roundness of the ends is described by an exponent m ∈ (0,1). We derive for the rod an asymptotically sharp Korn inequality with a special weighted anisotropic norm. Weight factors with m‐dependent powers of h appear both in the anisotropic norm and the Korn inequality itself, and we discover three critical values m = 1 ∕ 4, m = 1 ∕ 2 and m = 3 ∕ 4 at which these exponents are crucially changed. Copyright © 2014 John Wiley & Sons, Ltd.     

On the limit Sobolev regularity for Dirichlet and Neumann problems on Lipschitz domains

We construct a bounded C¹ domain Ω in for which the regularity for the Dirichlet and Neumann problems for the Laplacian cannot be improved, that is, there exists f in such that the solution of in Ω and either on or on is contained in but not in for any . An analogous result holds for Sobolev spaces with .     

‐Theory for Schrödinger systems

In this article, we study for the ‐realization of the vector‐valued Schrödinger operator . Using a noncommutative version of the Dore–Venni theorem due to Monniaux and Prüss, we prove that the ‐realization of , defined on the intersection of the natural domains of the differential and multiplication operators which form , generates a strongly continuous contraction semigroup on . We also study additional properties of the semigroup such as extension to L¹, positivity, ultracontractivity and prove that the generator has compact resolvent.     

Evolution and properties of antiphase boundaries in silicate minerals

Experimental and observational evidence is reviewed for the mechanisms and kinetics of antiphase domain coarsening in silicate minerals. The expected rate law has the form (domain size)ⁿ ≈ annealing time, but the ideal value of n=2 has been observed in only one of three cases. Values of n≈8 or 10 are interpreted as implying adsorption of impurity atoms onto the antiphase boundaries. Diffusion of these impurities can then provide the rate determining step for boundary migration. Local ordering at the boundaries can also provide some stabilising influence, though this does not appear to affect the coarsening rate law. If the stabilisation is sufficient it might result in the development of an incommensurate superstructure, either as a stable phase or as a metastable phase under non-equilibrium conditions. The effective width of these boundaries appears to be ～ 25°, or approximately two unit cells, and their maximum effective interaction length appears to be ～ 4 times this width.