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.     

光隔离器及其相关的磁光材料

本文简要介绍了磁光隔离器的理论、结构和分类 ,并提出了该器件今后发展的几个问题 ,最后介绍了几种磁光材料     

基于HOP的可调光编码／解码器的研究

提出了一种基于全息光处理器的可调光编码/解码器的实现方案。全息光处理器可以在空间进行编/解码，每个通信网络单元可以采用任意速率的数字或模拟的调制信号，它非常适合于多媒体的通信网络环境，通过对全息光处理器的折射率大小和位置的控制，当一个输入光脉冲经过光处理器中具有特定折射率的空间位置后，便可在处理器的输出端口得到合适的输出信号。本文给出了这种基于全息光处理器的可调光编码/解码器的仿真实验，结果是可行的，与以前文献中提出的结构相比，减小了硬件实现的复杂性，降低了成本和功耗，便于集成。     

只读式超分辨光盘的膜层设计和分析

超分辨技术是一种无需减小记录波长或增大数值孔径而提高存储密度的方法。Ge Sb Te是一种良好的相变光存储材料 ,在超分辨光盘中可作为掩膜。利用多层膜反射率的矩阵法计算了掩膜为Ge2 Sb2 Te5薄膜的超分辨只读式光盘的光学参数与各膜层厚度之间的关系 ,最后得到了较为理想的膜层厚度匹配。采用磁控溅射法制备了只读式超分辨光盘 ,测量了光盘的光学性质。     

矩形光脉冲光电响应后沿拖曳性状研究

本文对矩形光脉冲光电响应后沿拖曳的形成机制进行了详尽的实验研究和理论分析，认为形成该光电响应时滞后曳的主要根源在于光生电子与空穴的多声子慢态复合．我们给出了削减后沿拖曳、提高光电响应速度的有效措施，从而促进解决宽带光通讯的速度瓶颈问题．     

图书馆管理策略的原则和方法

对图书馆管理策略和基本涵义及其地位与作用进行研究，探讨了科学制定图书馆管理策略的原则和方法。     

混合集成型光学拾音器的设计与制作

通过混合集成型结构光学拾音器的光学设计和芯片设计，制作了包含微光学棱镜，光电探测器和信号放大电路的混合集成型光学拾音器。经过测试，发现有较好的信号输出特性，表明混合集成型光学拾音器已基本研制成功。     

YAG激光熔覆的研究现状与发展趋势

本文介绍了YAG激光熔覆的特点，并与CO2激光进行了比较，显示了YAG激光熔覆的优势和潜力。叙述了YAG激光熔覆的研究进展及其应用前景。     

Facile optical resolution of amino acid esters via hydrolysis by an industrial enzyme in organic solvents

Racemic amino acid esters were optically resolved via hydrolysis in organic solvents by the catalysis of an industrial alkaline protease, “Alcalase”. The products which were composed mainly of L-amino acids were insoluble and easily separated by filtration. The activity of the enzyme and enantiomeric excess of the products were significantly dependent on the nature of solvent and the water content in the reaction media. Generally, high values of enantiomeric excess were obtained at low water contents. Many natural and unnatural amino acids were resolved by this method.     

温度调谐LBO晶体光参量振荡器

本文详细研究０．５３２μｍ激光泵浦、温度调谐Ⅱ型非临界相位匹配ＬＢＯ光参量振荡器。当温度从２０℃升高到２００℃时，其信号波和闲置波的调谐范围分别为１．００２～０．８９８μｍ和１．１３４～１．３０６μｍ。本装置最吸引人之处是本征输出线宽比Ⅰ型情形小一个量级。