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排序方式: 共有3819条查询结果,搜索用时 234 毫秒
1.
Jeannette H. C. Woerner 《商业与工业应用随机模型》2005,21(1):27-44
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. 相似文献
2.
《Surface and interface analysis : SIA》2003,35(2):146-150
We report the first application of pump–probe second harmonic generation (SHG) measurements to characterize optically induced magnetization in non‐magnetic multilayer semiconductors. In the experiment, spin‐polarized electrons are excited selectively by a pump beam in the GaAs layer of GaAs/GaSb/InAs structures. However, the resulting net magnetization manifests itself through the induced SHG probe signal from the GaSb/InAs interface, thus indicating a spin‐polarized electron transport across the heterostructure. We find that the magnetization dynamics are governed by an interplay between the spin density evolution at the interfaces and the spin relaxation. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献
3.
Some new oscillation criteria are established for a second order neutral delay differential equations. These results improve oscillation results of Y.V. Rogo-vchenko for the retarded delay differential equations. The relevance of our theorems is illustrated with two carefully selected examples. 相似文献
4.
We examine several interesting relationships and expressions involving Fourier-Feynman transform, convolution product and
first variation for functionals in the Fresnel class F(B) of an abstract Wiener space B. We also prove a translation theorem and Parseval's identity for the analytic Feynman integral.
This revised version was published online in June 2006 with corrections to the Cover Date. 相似文献
5.
Toshihiro Kobayashi 《Mathematical Methods in the Applied Sciences》2004,27(18):2171-2184
In this paper low‐gain adaptive stabilization of undamped semilinear second‐order hyperbolic systems is considered in the case where the input and output operators are collocated. The linearized systems have an infinite number of poles and zeros on the imaginary axis. The adaptive stabilizer is constructed by a low‐gain adaptive velocity feedback. The closed‐loop system is governed by a non‐linear evolution equation. First, the well‐posedness of the closed‐loop system is shown. Next, an energy‐like function and a multiplier function are introduced and the exponential stability of the closed‐loop system is analysed. Some examples are given to illustrate the theory. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
6.
7.
It is shown that the potential perturbation that shifts a chosen standing wave in space is a block of potential barrier and well for every wave bump between neighbouring knots. The algorithms shifting the range of the primary localization of a chosen bound state in a potential well of finite width are as well applicable to the scattering functions if states of the continuous spectrum are considered as bound states normalized to unity but distributed on an infinite interval with vanishing density. The potential perturbations of the same type on the half-axis concentrate the scattering wave at the origin, thus creating a bound state embedded into the continuous spectrum (zero width resonance). 相似文献
8.
通过紫外-可见吸收光谱、压力-面积等温线、二次谐波的测量,研究了不同活性分子混合聚集体的形成对LB膜光学性质的影响。分子极性基团间的相互作用,使激发态能量及平均偶极矩发生变化,导致LB膜的光学非线性明显地增强或减弱。 相似文献
9.
集值Lebesgue—Stieltjes积分 总被引:8,自引:2,他引:6
本文首先刻划了B(R_ )上的集值测度,其次建立了(R_ B(R_ ))上的集值Lebesgue-Stieltjes积分.最后,进—步建立了集值随机Lebesgue-Stietjes积分的理论. 相似文献
10.
Alexandru V. Asimit 《Insurance: Mathematics and Economics》2007,41(1):53-61
This paper exploits a stochastic representation of bivariate elliptical distributions in order to obtain asymptotic results which are determined by the tail behavior of the generator. Under certain specified assumptions, we present the limiting distribution of componentwise maxima, the limiting upper copula, and a bivariate version of the classical peaks over threshold result. 相似文献