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排序方式: 共有64条查询结果,搜索用时 93 毫秒
1.
Framstad N. C. Øksendal B. Sulem A. 《Journal of Optimization Theory and Applications》2004,121(1):77-98
We give a verification theorem by employing Arrow's generalization of the Mangasarian sufficient condition to a general jump diffusion setting and show the connections of adjoint processes to dynamic programming. The result is applied to financial optimization problems. 相似文献
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PL. Muthuramalingam 《Letters in Mathematical Physics》1982,6(4):303-307
Let
be the selfadjoint operator for the static electromagnetic field where W
j for 0, 1, 2, ..., n is a sum of (i) a short-range potential and (ii) a smooth long-range potential decreasing at as |x|- with in (0, 1]. Then for >1/2, asymptotic completeness holds for the scattering system (H, H
0). 相似文献
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Francois Golse Benoit Perthame Catherine Sulem 《Archive for Rational Mechanics and Analysis》1988,103(1):81-96
This article deals with a boundary-layer problem arising in the kinetic theory of gases when the mean free path of molecules tends to zero. The model considered here is the stationary, nonlinear Boltzmann equation in one dimension with a slightly perturbed reflection boundary condition. We restrict our attention to the case of hard spheres collisions, with Grad's cutoff assumption. Existence, uniqueness and asymptotic behavior are derived by means of energy estimates. 相似文献
6.
Nano titanium dioxide (nTiO2), generally considered to be toxicologically inert, is manufactured in large quantities and extensively applied in consumer products. The small size and large surface area endow them with an active group or intrinsic toxicity. Advances in instrumentation are making Raman spectroscopy the tool of choice for an increasing number of (bio) chemical applications. One of the great advantages of this technique is its ability to provide information on the concentration, structure and interaction of biochemical molecules in their microenvironments within intact cells and tissues, non-destructively. Zebrafish (Danio rerio), one of the most important vertebrate model organisms used in developmental biology, are increasingly used in biomedical research, particularly as a model of human disease. In the present work, an attempt is made to study the effect of titanium dioxide, both nano and bulk, on the microenvironment of the liver tissues of Zebrafish using FT-Raman spectroscopy. The results of the present study suggest that TiO2 exposure demonstrate a marked influence on the microenvironments of the liver tissues of Zebrafish. A shift to a higher wavenumber and an increase in the intensity of the band at ∼1087 cm−1 in the TiO2 exposed tissues suggest that some of the conformational changes resulting from the alkali recovery process takes place due to TiO2 exposure. The decreased intensity ratio (I3220/I3400) observed in the titanium-exposed tissues suggests a decreased water domain size, which could be interpreted in terms of weaker hydrogen-bonded molecular species of water in the TiO2 exposed tissues. The observed shift of COO− bands to higher frequencies shows the disruption of salt bridges as a result of a change in the oppositely charged partners and due to the enhanced random coil conformation. The variation in the intensity ratio of the tyrosyl doublet (I858/I825) indicates variation in the hydrogen bonding of the phenolic hydroxyl group due to TiO2 exposure. The results further suggest that the microenvironments are greatly altered due to titanium nano exposure when compared to titanium bulk. In conclusion, the results indicate that FT-Raman spectroscopy might be a useful tool for rapid assessment of nano particle biological interactions. 相似文献
7.
Francesca Biagini Yaozhong Hu Bernt
ksendal Agns Sulem 《Stochastic Processes and their Applications》2002,100(1-2):233-253
We prove a stochastic maximum principle for controlled processes X(t)=X(u)(t) of the formwhere B(H)(t) is m-dimensional fractional Brownian motion with Hurst parameter
. As an application we solve a problem about minimal variance hedging in an incomplete market driven by fractional Brownian motion. 相似文献
dX(t)=b(t,X(t),u(t)) dt+σ(t,X(t),u(t)) dB(H)(t),
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Aequationes mathematicae - 相似文献
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