A stochastic maximum principle for systems with jumps, with applications to finance

We consider a stochastic control problem with linear dynamics with jumps, convex cost criterion, and convex state constraint, in which the control enters the drift, the diffusion, and the jump coefficients. We allow these coefficients to be random, and do not impose any L^p-bounds on the control.

We obtain a stochastic maximum principle for this model that provides both necessary and sufficient conditions of optimality. This is the first version of the stochastic maximum principle that covers the consumption–investment problem in which there are jumps in the price system.     

模拟乘法器的简易分析方法

提出了一种模拟乘法器工作原理的简易分析方法，与通用的一般方法相比，这种方法避开了较复杂的数学推导，采用大学熟悉的公式从而使分析过程简便易懂。     

MV2000T智能变送器

较全面地介绍了ABB公司MV2 0 0 0T智能变送器的市场开发背景、工作原理、技术规格、性能特点及设计选型要点     

Melting and crystallization behaviour of elastoplastic semicrystalline copolymers: poly(ether ester)

The melting and crystallization behaviour of an elastoplastic semi-crystalline poly(etherester) has been studied by differential scanning calorimetry. The shape of the melting endotherm is strongly dependent on heating rate and annealing time and results from the sum of simultaneous melting and crystallization phenomena. Samples prepared by different techniques, i.e. by solvent evaporation or by melt extrusion, behave very differently owing to specific crystal morphologies. By applying the Hoffman-Weeks plot, the equilibrium melting temperature has been extrapolated. The Avrami treatment allows the calculation of the index n and of the rate constant K from the isothermal kinetic data.     

差热法测定钢样表面氧与体内氧的方法研究

本文利用美国LECO公司生产的TC-436氧氮仪,研究了光谱纯Fe2O3,Al2O3和在大量脱氧铁存在下Al2O3的氧释放曲线,得到了它们的分解功率、分解电流和分解计算温度.成功地分离了钢样的表面氧和体内氧,并对钢样不同表面氧的组成做了初步研究.     

The effect of additives on the thermal stability of poly(vinyl chloride)

The effect of a range of organic additives on the thermal stability of poly(vinyl chloride), both with and without a chloroparaffin extender, was studied using a number of experimental techniques. Of the additives used the best overall balance was provided by pentaerythritol, which increased stability when the extender was present and had no effect when it was absent. The congo red test emerged as the most suitable technique, being consistent and inexpensive and able to screen several additives simultaneously. Isothermal differential thermal analysis correlated with the congo red test but required more expensive equipment, was time-consuming and demanded good mixing of the poly(vinyl chloride) compound to give reproducible results. Thermogravimetry was not sufficiently sensitive and the heat stability test was the least useful of all.     

Development of a Sensor Fusion Strategy for Robotic Application Based on Geometric Optimization

Fusion of multi-sensor information is an important technology, which is growing exponentially due to its tremendous application potential in many areas. Effective fusion of data from sensors is very critical in increasing an intelligent system's capability to accomplish complex tasks. Appropriate fusion technologies are needed to be developed specially when a system requires redundant sensors to be used. More the redundancy in sensors, more is the computational complexity for controlling the system and more is its intelligence level. This research presents a strategy developed for multiple sensor fusion, based on geometric optimization. Each sensor's uncertainty has been modeled using classical Lagrangian optimization techniques. However, the uniqueness and effectiveness of the present technique lies on the fact that starting from the optimized value as initial estimate the accuracy of the sensory information has further been improved up to any pre defined bounded range, by developing two architectures – FFA (fission–fusion architecture) and FDD (fusion in differential domain). Sufficient evidences and analyses have been provided in the paper to show its effectiveness in various applications.     

Photopolymerization of N,N‐dimethylaminoethylmethacrylate studied by photocalorimetry

Photopolymerization of dimethylaminoethylmethacrylate (DMAEMA) is studied in bulk and in solutions in the presence of different photoinitiators using differential photocalorimetry (DPC). The rate of DMAEMA photopolymerization is slow compared to that of alkylmethacrylates. Bimodal DPC curves of DMAEMA photopolymerization in bulk are obtained. The type I photoinitiators (IRGACURE® 651 and IRGACURE® 1700), which produce free radicals by homolytic fragmentation of photoexcited molecules, are more effective in promoting photopolymerization of DMAEMA. The type II photoinitiators (benzophenone and IRGACURE® 500), which initiate DMAEMA photopolymerization through an H‐abstraction mechanism involving an amino group from the monomer (polymer), are less efficient and favor the formation of partly crosslinked products. The effects of the photoinitiator concentration, temperature, and solvent on the kinetic data are evaluated and discussed. A scheme of photopolymerization of DMAEMA, including the formation of intermediate DMAEMA based macromonomers, is proposed. The main point of the suggested scheme is a high chain transfer to the DMAEMA monomer. © 2002 Wiley Periodicals, Inc. J Appl Polym Sci 86: 579–588, 2002     

Ionomer composites based on sepiolite/hydrogenated poly(styrene butadiene) block copolymer systems

Ionomeric composites based on sepiolite and hydrogenated poly(styrene butadiene) block copolymer were obtained and characterized from a microstructural and electrical point of view. Before blending, because of the high silanol group concentration in the sepiolite, the latter could be organophilized with suitable coupling agents. The resulting materials were easily processed into thin films or membranes 0.2–0.4 mm thick, their conductivity in some cases approaching 10^?1 S/cm. Their suitability for film formation and good electrical properties indicate potential applications as electrolytes in polymer fuel cells. © 2002 Wiley Periodicals, Inc. J Appl Polym Sci 86: 3512–3519, 2002     

一种视频信号压缩编码方法的研究

文章采用自适应预测编码加熵编码的复合编码方法，对视频信号进行压缩编码。计算机模拟结果表明，压缩比为3.5：1（2.25bits／Pixel）时可获得良好的图像质量，因此，可实现在PCM三次群信道上传输一路彩色电视信号。