完备可分度量群上的齐次Levy过程的复合Poisson逼近

该文利用算子半群的方法给出了取值于具有左不变度量的完备可分群的齐次Levy过程是复合Poisson过程的弱极限这一结论．     

OU型Markov过程的不变测度及弱对偶性

本文研究ＯＵ型Ｍａｒｋｏｖ过程的不变测度、参考测度和弱对偶半群的存在性问题，并得出了不变测度的唯一性。     

GIRSANOV'S THEOREM ON ABSTRACT WIENER SPACES

ＧＩＲＳＡＮＯＶ’ＳＴＨＥＯＲＥＭＯＮＡＢＳＴＲＡＣＴＷＩＥＮＥＲＳＰＡＣＥＳＺＨＡＮＧＹＩＮＮＡＮＡｂｓｔｒａｃｔＬｅｔ（Ｅ，Ｈ，μ）ｂｅａｎａｂｓｔｒａｃｔＷｉｅｎｅｒｓｐａｃｅｉｎｔｈｅｓｅｎｓｅｏｆＬ．Ｇｒｏｓ．Ｉｔｉｓｐｒｏｖｅｄｔｈ...     

激光热源形成过程的定量描述

研究了热传导方程的通解，进而提出激光热源形成的微观机理和热源形成过程的三个理论计算式。对激光热效应的应用具有指导意义。     

光刻胶灰化工艺与深亚微米线条的制作

随着器件尺寸的缩小，细线条的制作成为很关键的工艺，普通光学光刻已接近其分辨率的极限，而电子束光刻和Ｘ射线光刻技术复杂、费用昂贵。本文对光刻胶灰化工艺进行了分析和研究，并应用此工艺进行了深亚微米线条的制作，在普通光学光刻机上制作出宽度小于０．２５μｍ细线条。我们已将此工艺成功地应用在深亚微米ＭＯＳＦＥＴ的制作中。     

Computation of the quasi-stationary distributions inM(n)/GI/1/K andGI/M(n)/1/K queues

In this paper, we provide numerical means to compute the quasi-stationary (QS) distributions inM/GI/1/K queues with state-dependent arrivals andGI/M/1/K queues with state-dependent services. These queues are described as finite quasi-birth-death processes by approximating the general distributions in terms of phase-type distributions. Then, we reduce the problem of obtaining the QS distribution to determining the Perron-Frobenius eigenvalue of some Hessenberg matrix. Based on these arguments, we develop a numerical algorithm to compute the QS distributions. The doubly-limiting conditional distribution is also obtained by following this approach. Since the results obtained are free of phase-type representations, they are applicable for general distributions. Finally, numerical examples are given to demonstrate the power of our method.     

SOI全介质隔离与高频互补双极兼容工艺

ＳＯＩ材料的全介质隔离技术与高频互补双极工艺的结合是研制抗辐照能力强、频带宽、速度高的集成运算放大器的理想途径，从实验的角度提出了一种ＳＯＩ材料全介质隔离与高频互补双极工艺兼容的工艺途径。     

超薄SiO2层的热生长

隧道小孔中超薄ＳｉＯ２的生长是ＥＥＰＲＯＭ电路制造的关键工艺之一。采用ＳＵＰＲＥＭ－Ⅲ工艺模拟程序对超薄ＳｉＯ２的热生长进行了工艺模拟，经过大量的工艺实验及优化，确定了超薄ＳｉＯ２的最佳生长条件，生长出的ＳｉＯ２性能良好，完全可满足ＥＥＰＲＯＭ研制的要求。     

Stationary Distribution Function Estimation for Ergodic Diffusion Process

The problem of nonparametric stationary distribution function estimation by the observations of an ergodic diffusion process is considered. The local asymptotic minimax lower bound on the risk of all the estimators is found and it is proved that the empirical distribution function is asymptotically efficient in the sense of this bound.     

Vasicek债券定价模型的推广形式

V asicek债券定价模型假定即期利率r(t)遵循O-U过程,利率的长期均值θ为一个常数.对此进行推广,假设θ遵循一个离散跳跃过程,跳跃的次数与幅度由中央银行根据物价指数确定,建立一个新的模型.运用Ito引理和无套利原理给出到期日价值为1的零息票债券的定价公式.