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.     

莫莫格湿地生态演变及水源解决途径探析

湿地的生态演变是区域性生态演变的前奏，而水是生态环境的控制性因素。     

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.     

依靠弯道控导河势流路

在天然河道中，河势演变虽具有一定的随机性，但仍有一定的规律可循，在一个河段内，一般可归纳出2－3条基本流路，为控制河势变化，需要选择出一条基本流路进行河道整治，当连续发生枯水期或洪水期时，部分河段的河势可能出现大的变化，为防止不利河势向下游传播，可修建较长的龙头弯道工程，利用龙头弯道工程分段调整，控导河势，保持河势稳定。     

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