A Relationship Between the Conditional <Emphasis Type="Italic">g</Emphasis>-Evaluation System and the Generator <Emphasis Type="Italic">g</Emphasis> and Its Applications

In this paper, under the most elementary conditions on a backward stochastic differential equation （BSDE for short） introduced by Peng, a new relationship between the conditional g-evaluation system and the generator g of BSDE is obtained in the sense of ＂process＂, based on some recent results of Jiang. Moreover, as applications, two converse comparison theorems and two uniqueness theorems on the generators of BSDEs are proved.     

On the physical relevance of max- and log-max-selfsimilar distributions

This work emphasizes the special role played by max-semistable and log-max-semistable distributions as relevant statistical models of various observable and “internal” variables in Physics. Some of their remarkable properties (chiefly self-similarity) are displayed in some detail. One of their characteristic features is a log-periodic variation of the scale parameter which appears in the stable extreme value distributions. Received 29 November 1999 and Received in final form 24 March 2000     

Clustering of volatility as a multiscale phenomenon

The dynamics of prices in financial markets has been studied intensively both experimentally (data analysis) and theoretically (models). Nevertheless, a complete stochastic characterization of volatility is still lacking. What is well known is that absolute returns have memory on a long time range, this phenomenon is known as clustering of volatility. In this paper we show that volatility correlations are power-laws with a non-unique scaling exponent. This kind of multiscale phenomenology has some analogies with fully developed turbulence and disordered systems and it is now pointed out for financial series. Starting from historical returns series, we have also derived the volatility distribution, and the results are in agreement with a log-normal shape. In our study, we consider the New York Stock Exchange (NYSE), daily composite index closes (January 1966 to June 1998) and the US Dollar/Deutsche Mark (USD-DM) noon buying rates certified by the Federal Reserve Bank of New York (October 1989 to September 1998). Received 1 February 2000     

A stability criterion for financial markets

Using the theory of random cluster models, we give a stability criterion for financial markets with random communications between agents. Received 25 September 1999 and Received in final form 2 October 1999     

FitzHugh-Nagumo神经元网络的联想记忆与分割

以广泛讨论的Fitz Hugh-Nagumo神经元节点组成脉动神经元网络,从神经系统空时模式编码理论研究网络的记忆(或模式)存储与时间分割问题.给定一个输入模式,它是几种模式的叠加,网络能够以一部分神经元同步发放的形式一个接一个地分割出每一种模式.如果输入的模式有缺损,系统能够把它们恢复成原型,即神经网络的联想记忆功能.模拟需要调节耦合强度和噪声强度等参数使得网络在特定的参数值和中等强度噪声达到最优的时间分割,与广泛讨论的随机共振现象一致.     

Large deflection problem of thin orthotropic circular plate with variable thickness under uniform pressure

Basic equations for large deflection theory of thin orthotropic circular plate with variable thickness are derived in this paper. The modified iteration method is adopted to solve the large deflection problem of thin orthotropic circular plate with variable thickness under uniform pressure. If ε=0, then the solution derived from the result in this paper coincides completely with the result given by J. Nowinski (using perturbation method) for solving large deflection problem of thin orthotropic circular plate with constant thickness under uniform pressure.     

Completed and incompleted stochastic webs

In this paper,the completed stochastic web and incompleted stochastic web producedby the perturbed saddle separatrix net are given.The structural properties of two kinds ofweb are discussed by means of the dynamical system theory.     

一类受Poisson干扰的Markov过程应跳性逼近

对于随机微分方程约束下受Poison干扰的Markov过程,给出了一种具有应跳性的轨道逼近方法:将每条轨道分解为若干连续阶段,在每个阶段中建立了相应的常微分方程,并采用Runge-Kuta方法求解。该方法已用于研究Langevin方程和Dufing-VanderPol振子。     

关于拟线性混合型边界问题的概率表示

关于某些抛物型和椭圆型偏微分方程的混合边界问题的解被表示为一类联系于Ito正向反射边界随机微分方程的反向随机微分方程的解.     

Evidence for an Ordering Transition near 120 K in an Intrinsically Disordered Protein,Casein

Intrinsically disordered proteins (IDPs) are proteins that possess large unstructured regions. Their importance is increasingly recognized in biology but their characterization remains a challenging task. We employed field swept Electron Spin Echoes in pulsed EPR to investigate low-temperature stochastic molecular librations in a spin-labeled IDP, casein (the main protein of milk). For comparison, a spin-labeled globular protein, hen egg white lysozyme, is also investigated. For casein these motions were found to start at 100 K while for lysozyme only above 130 K, which was ascribed to a denser and more ordered molecular packing in lysozyme. However, above 120 K, the motions in casein were found to depend on temperature much slower than those in lysozyme. This abrupt change in casein was assigned to an ordering transition in which peptide residues rearrange making the molecular packing more rigid and/or more cohesive. The found features of molecular motions in these two proteins turned out to be very similar to those known for gel-phase lipid bilayers composed of conformationally ordered and conformationally disordered lipids. This analogy with a simpler molecular system may appear helpful for elucidation properties of molecular packing in IDPs.