Likelihood Ratio Processes for Markovian Particle Systems with Killing and Jumps

We consider Markov processes built from pasting together pieces of strong Markov processes which are killed at a position dependent rate and connected via a transition kernel. We give necessary and sufficient conditions for local absolute continuity of probability laws for such processes on a suitable path space and derive an explicit formula for the corresponding likelihood ratio process. The main tool is the consideration of the process between successive jumps – what we call ‘elementary experiments’ – and criteria for absolute continuity of laws of the process there. We apply our results to systems of branching diffusions with interactions and immigrations. This revised version was published online in June 2006 with corrections to the Cover Date.     

Talagrand''''s T_2-transportation Inequality w.r.t.a Uniform Metric for Diffusions

Using the method of Girsanov transformation,we establish the Talagrand's T_2-inequality for dif-fusion on the path space C([0,N],R~d) with respect to a uniform metric,with the constant independent of N.This improves the known results for the L~2-metric.     

WZW–Poisson manifolds

We observe that a term of the WZW-type can be added to the Lagrangian of the Poisson σ-model in such a way that the algebra of the first class constraints remains closed. This leads to a natural generalization of the concept of Poisson geometry. The resulting “WZW–Poisson” manifold M is characterized by a bivector Π and by a closed three-form H such that 1/2[Π,Π]_Schouten=H,ΠΠΠ.     

Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance

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.     

温度及pH敏感的树枝状高分子衍生物合成及药物控制释放研究

对合成的系列聚酰胺-胺型(PAMAM)树枝状高分子进行端基的羟基化和氯乙酰化两步修饰,使PAMAM最外层接上烷基氯.以修饰产物为引发剂,通过原子转移自由基引发甲基丙烯酸N,N-二甲氨基乙酯(DMAEMA)聚合得到树枝状PAMAM高分子衍生物,并对其结构用FTIR、1H-NMR和粒径分析进行了表征.紫外可见分光光度仪测定证实此高分子具有温度及pH敏感性.通过对小分子药物控制释放研究表明,此树枝状高分子衍生物通过环境pH值可有效地控制小分子药物的释放.     

Controlled alternating copolymerization of St with MAh in the presence of DBTTC

The copolymerization of styrene (St) with maleic anhydride (MAh) performed at 22 °C in the presence of dibenzyl trithiocarbonate exhibits controlled nature evidenced by: narrow molecular weight distribution, controlled molecular weight and first-order polymerization kinetics. The composition analysis of the copolymers obtained by ¹³C NMR spectra shows the molar fraction of St in obtained copolymers is almost equal to 0.5 throughout the copolymerization. The sequence structure of the copolymer was obtained from DEPT experiments by recording the spectra at π/4 and 3π/4, and then combining them together, the results showed that the copolymers obtained possessed well-defined alternating structure. The experiment shows that charge-transfer-complex formed from St and MAh participates in both initiation and chain growth throughout the copolymerization.     

Synthesis of zwitterionic block copolymers via RAFT polymerization

A series of poly [2-(dimethylamino)ethyl methacrylate (DMA)-sodium acrylate (SA)] diblock copolymers were synthesized using reversible addition-fragmentation chain transfer (RAFT) polymerization. The polymerization exhibits controlled characters: well-controlled molecular weight, narrow molecular weight distribution, molecular weight increasing with polymerization time. The zwitterionic diblock copolymers show rich solution behaviors. Dynamic light scattering (DLS) indicated the formation of micelles and reverse micelles of copolymers is affected by net charge density of copolymers. Microcalorimetry studies showed that the lower critical solution temperature (LCST) increases with incorporation of hydrophilic segments in buffer.     

Controlled synthesis of poly(acetone oxime acrylate) as a new reactive polymer: Stimuli-responsive reactive copolymers

Acetone oxime acrylate has been synthesized as a new active ester monomer. Free radical polymerization yielded a reactive polymer soluble in various organic solvents, such as chloroform, dioxane, DMSO, acetone, methanol, dichloromethane, DMF, and ethanol. Controlled radical polymerization of acetone oxime acrylate was successfully conducted using the RAFT, NMP and Iniferter method. Partly polymer analogous reaction with N-isopropylamine resulted in the reactive copolymer poly(N-isopropylacrylamide-co-acetone oxime acrylate), which featured a lower critical solution temperature (LCST) of 61 °C in water. Further, the reactivity of the copolymer was exemplary proven by complete reaction with ammonia yielding poly(N-isopropylacrylamide-co-acrylamide), which does not possess a LCST.     

Microfabricated bioreactor chips for immobilised enzyme assays

A microfabricated device is reported that has been designed to permit the in situ packing of a section of channel with enzyme immobilised onto controlled pore glass (CPG). It is fabricated from glass and polydimethylsiloxane and to prevent dead volumes, has dedicated channels for packing the reactor. The device has the advantage of being simple in design, the flow through enzyme reactor channel being simply a widened section of the analyte channel. The system is suitable for both hydrodynamic and electro-osmotic pumping, and is designed such that when the packing is exhausted it can be repacked. Controlled pore glass provides a reproducible none swelling, high porosity medium onto which the enzyme could be immobilised. The large particle size meant that it was vital to optimise the immobilisation procedure in order to achieve acceptable enzyme activity. The microfabricated device was developed with two enzymes of different molecular masses; alkaline phosphatase and xanthine oxidase. The pore size of the CPG was found to be very important for xanthine oxidase, where the 697 Å pore size (120-200 mesh) CPG was found to give the highest activity (18-20% activity retained after immobilisation). The microfabricated device was used for the assay of p-nitrophenyl phosphate and hypoxanthine with spectrophotometric detection at 405 and 470 nm, respectively. The limits of detection were 5 and 8 μM, respectively.     

A study of carboxylic-modified mesoporous silica in controlled delivery for drug famotidine

A series of pure silica MSU and carboxylic-modified MSU materials were prepared. The formation of mesoporous silica materials with terminal carboxylic groups on pore surface was performed by the acid-catalyzed hydrolysis of cyano to carboxylic. Then their potential applications in controlled drug delivery carriers were investigated. Drug famotidine was selected as a model molecule out of the consideration of the terminal amino groups in its molecule. The adsorption experiments show significant adsorption of famotidine on the carboxylic-modified MSU materials. And, the functionalization level of carboxylic groups has been found to be the key factor affecting the adsorption capacities of the modified MSU materials for famotidine. Subsequently, three kinds of release fluids, including simulated gastric medium, simulated intestinal medium, and simulated body fluid, were used to test the famotidine release rate from the carboxylic-modified MSU material. Obvious delayed effect has been observed for the famotidine release from the carboxylic-modified mesoporous silica material under the in vitro assays.