动态模糊随机信息处理的数学方法

本文系统地概述了我们近年来提出的动态模糊随机信息处理的数学方法,内容包括模糊随机变量、模糊随机过程和模糊随机微分方程的基本解法等方面的基本概念、基本定义和某些重要的定理,以及动态系统的模糊随机响应与可靠性分析的方法等。这些方法是为我们研究工程实际问题的需要逐步发展起来的,对于处理某些类型的问题简便实用。     

异种钢焊接接头过渡层影响因素的研究

本文根据回归正交优化法原理,用电孤焊试验研究了异种钢焊接接头过渡层的影响因素。通过实测与计算,获得过渡层为零时,最佳匹配的焊接规范参数,为消除过渡层的有害影响探讨了新的途径。     

纯生跳跃扩散型交换期权定价公式

在假定标的资产价格服从纯生跳跃过程的条件下,研究一类多资产期权——资产权重不同的交换期权,并在风险中性的条件下建立相应的定价方程,运用条件期望等相关知识得出交换期权的解析公式。文中最后列出一些特殊纯生跳跃扩散型交换期权的定价的例子.     

一类索赔相关风险模型的破产问题

考虑一类索赔相关风险模型的破产问题，得到了罚金折现期望所满足的积分—微分方程。     

关于随机过程循序可测性的一个注记

本文引进了可测空间的自然乘积空间和随机过程的自然提升过程等概念 .在此基础上 ,证明了一个随机过程循序可测的充分必要条件是其自然提升过程是适应过程 .此外 ,我们还得到其他一些有趣的结果 .     

Optimal inspection and perfect repair

Models are developed for decision making about monitoring andmaintenance of systems whose performance through time is describedby a general stochastic process. The system is monitored andpreventive and corrective maintenance actions are carried outin response to the observed system state. The decision processis simplified by using the maximum process as a decision variable.The models developed generalize age replacement models and othersimple maintenance strategies. The approach can deal with failuresthat prevent the system functioning further, and also failuresthat are defined by regulation or economic considerations. Attentionis restricted to perfect repair and inspection, but the structureprovides the framework for further developments.     

Nonlinear Filtering for Diffusions in Random Environments

Suppose that the signal X to be estimated is a diffusion process in a random medium W and the signal is correlated with the observation noise. We study the historical filtering problem concerned with estimating the signal path up until the current time based upon the back observations. Using Dirichlet form theory, we introduce a filtering model for general rough signal X ^W and establish a multiple Wiener integrals representation for the unnormalized pathspace filtering process. Then, we construct a precise nonlinear filtering model for the process X itself and give the corresponding Wiener chaos decomposition.     

Mechanism of Interaction of γ-Halogenated Salts of Pyrylium and Benzopyrylium with Aromatic Amines

Stoichiometry and kinetics of reactions of 2,6-diphenyl-4-chloropyrylium, 4-chloroflavylium, 4-bromoflavylium, and 4-iodoflavylium perchlorates with nucleophiles N,N-dimethylaniline and n-phenylenediamine are studied using cyclic voltammetry and spectroscopy. Nucleophilic substitution in these compounds proceeds via the formation of a charge-transfer complex, which converts into a radical ion pair as a result of the electron transfer. Heterolytic clevage of the C–Hal bond occurs at the stage of pyranyl (flavanyl) radical.     

复制受限的环境演算中模态逻辑的内涵性

环境演算(MA)的模态逻辑AL进行了研究．在考虑了复制操作和限制操作的情况下，提出了逻辑等价的协归纳操作描述，并利用协归纳关系与进程结构同余关系进行比较，证明了若对MA加上约束条件得到子集MAIF^syn，此时逻辑等价(=L)与结构同余关系是等价的，即AL在MAIF^syn中是内涵的．同时发现由于复制操作的存在，AL的内涵性受到了影响，使得AL的区分能力被削弱，但通过对复制公式的构造验证了AL的表达能力．