Response surface methodology toward the optimization of high-energy carotenoid extraction from Aristeus antennatus shrimp

High-energy assisted extraction techniques, like ultrasound assisted extraction (UAE) and microwave assisted extraction (MAE), are widely applied over the last years for the recovery of bioactive compounds such as carotenoids, antioxidants and phenols from foods, animals and herbal natural sources. Especially for the case of xanthophylls, the main carotenoid group of crustaceans, they can be extracted in a rapid and quantitative way with the use of UAE and MAE.     

Zero dissipation limit to rarefaction wave with vacuum for the one-dimensional non-isentropic micropolar equations

The zero dissipation limit of the one-dimensional non-isentropic micropolar equations is studied in this paper. If the given rarefaction wave which connects to vacuum at one side, a sequence of solution to the micropolar equations can be constructed which converge to the above rarefaction wave with vacuum as the viscosity and the heat conduction coefficient tend to zero. Moreover, the uniform convergence rate is obtained. The key point in our analysis is how to control the degeneracies in the vacuum region in the zero dissipation limit process.     

一类稀疏效应下捕食┐被捕食者系统极限环的存在性和唯一性

本文研究捕食者种群具有线性密度制约的一类稀疏效应下捕食－被捕食者系统ｘ＝ｘ（ａｘ－ｃｘ３－ｂｙ），ｙ＝ｙ（－α＋βｘ－γｙ）．（＊）得到：（１）当Ａ１＜Ａ１，Ａ２＜Ａ２，Ａ３＞Ａ３时，系统（＊）在第一象限内存在极限环；（２）当Ａ２＜Ａ２，Ａ３＞Ａ３时，系统（＊）在第一象限内存在唯一极限环     

带干扰的多险种风险模型

由于保险公司风险经营规模不断扩大,用单一险种的模型来描述风险过程存在局限性,本文讨论了带干扰多险种风险模型,应用鞅论方法,得出伦德伯格不等式和最终破产概率公式。     

鞅差序列的Bernstein型不等式及其应用

本文将独立随机变量序列的Bernstein型不等式推广到鞅差序列情形,给出该不等式的一个应用,并在一定条件下证明了非参数回归中函数估计的强相合性.     

Estimation of integrated volatility in stochastic volatility models

In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd.     

首次穿过边界概率及其在金融中的应用

本文把数学和管理科学有机结合,为数学应用提出问题,得出新结果,推广了J.Michel Harrison(1985)[1]第43页的命题27,并给出了在金融中的应用.     

The mesa problem for Neumann boundary value problem

In this paper, we study the singular limit of the Porous Medium equation u_t=Δu^m+g(x,u), as m→∞, in a bounded domain with Neumann boundary condition.     

Tribute to Endre Csáki and Pál Révész

Summary This article provides a glimpse of some of the highlights of the joint work of Endre Csáki and Pál Révész since 1979. The topics of this short exploration of the rich stochastic milieu of this inspiring collaboration revolve around Brownian motion, random walks and their long excursions, local times and additive functionals, iterated processes, almost sure local and global central limit theorems, integral functionals of geometric stochastic processes, favourite sites--favourite values and jump sizes for random walk and Brownian motion, random walking in a random scenery, and large void zones and occupation times for coalescing random walks.     

ASYMPTOTIC NORMALITY OF KERNEL ESTIMATES OF A DENSITY FUNCTION UNDER ASSOCIATION DEPENDENCE

Let {X_n, n≥1} be a strictly stationary sequence of random variables, whichare either associated or negatively associated, f(·) be their common density. In this paper,the author shows a central limit theorem for a kernel estimate of f(·) under certain regularconditions.