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SELF-INTERSECTION LOCAL TIME OF ADDITIVE LEVY PROCESS 被引量:2
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作者 钟玉泉 胡迪鹤 《Acta Mathematica Scientia》 SCIE CSCD 2002年第2期261-268,共8页
This article discusses the problem of existence of jointly continuous self-intersection local time for an additive levy process. Here, 'local time' is understood in the sense of occupation density, and by an a... This article discusses the problem of existence of jointly continuous self-intersection local time for an additive levy process. Here, 'local time' is understood in the sense of occupation density, and by an additive Levy process the authors mean a process X = {X(t),t∈ R+N} which has the decomposition X = Xi X2 … XN, each Xl has the lower index αl, α= min{α1,…, αN}. Let Z = (Xt2 - Xt1, …, Xtr - Xtr-1). They prove that if Nrα > d(r-1), then a jointly continuous local time of Z, i.e. the self-intersection local time of X, can be obtained. 展开更多
关键词 Additive Levy process local time self-intersection local time Levy process isotropic stable process
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LOCAL TIME ANALYSIS OF ADDITIVE LVY PROCESSES WITH DIFFERENT LVY EXPONENTS 被引量:2
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作者 钟玉泉 《Acta Mathematica Scientia》 SCIE CSCD 2009年第5期1155-1164,共10页
Let X1 XN be independent, classical Levy processes on R^d with Levy exponents ψ1,…, ψN, respectively. The corresponding additive Levy process is defined as the following N-parameter random field on R^d, X(t) △=... Let X1 XN be independent, classical Levy processes on R^d with Levy exponents ψ1,…, ψN, respectively. The corresponding additive Levy process is defined as the following N-parameter random field on R^d, X(t) △= X1(t1) + ... + XN(tN), At∈N. Under mild regularity conditions on the ψi's, we derive estimate for the local and uniform moduli of continuity of local times of X = {X(t); t ∈R^N}. 展开更多
关键词 additive Levy processes local time HSlder laws
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The mean correcting martingale measures for exponential additive processes
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作者 YAO Luo-gen YANG Gang YANG Xiang-qun 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2016年第1期81-88,共8页
The mean correcting martingale measure for the stochastic process defined as the exponential of an additive process is constructed. Necessary and sufficient conditions for the existence of mean correcting martingale a... The mean correcting martingale measure for the stochastic process defined as the exponential of an additive process is constructed. Necessary and sufficient conditions for the existence of mean correcting martingale are also obtained. The investigation of this paper will establish a unified way that is applicable both to the case of Ldvy processes and that of the sums of independent random variables. As an application, we present the necessary and sufficient conditions that the discounted stock price process is a martingale. 展开更多
关键词 Mean correcting martingale measure additive processes option pricing.
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Local Time of Additive Levy Process
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作者 ZHONG Yu-quan HU Di-he ( College of Mathematics and Computer Science, Wuhan University, Wuhan 430072, China Department of Base, Panzhihua University, Sichuan 617000, China) 《Wuhan University Journal of Natural Sciences》 CAS 2000年第1期7-12,共6页
We studied the problem of existence of jointly continuous local time for an additive process. Here, 'local time' is understood in the sence of occupation density, and by an additive Levy process we mean a proc... We studied the problem of existence of jointly continuous local time for an additive process. Here, 'local time' is understood in the sence of occupation density, and by an additive Levy process we mean a process X = {X(t), t ∈ R^d_+ ) } which has the decomposition X= X_1, X_2 ... X_N. We prove that if the product of it slower index and N is greater than d, then a jointly continuous local time can he obtained via Berman's method. 展开更多
关键词 additive Levy process local time Levy process isotropic stable process
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Influence of Process Parameters and Sr Addition on the Microstructure and Casting Defects of LPDC A356 Alloy for Engine Blocks 被引量:10
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作者 Giulio Timelli Daniele Caliari Jovid Rakhmonov 《Journal of Materials Science & Technology》 SCIE EI CAS CSCD 2016年第6期515-523,共9页
The effects of Sr addition and pressure increase on the microstructure and casting defects of a low-pressure die cast (LPDC) AISi7Mg0.3 alloy have been studied. Metallographic and image analysis techniques have been... The effects of Sr addition and pressure increase on the microstructure and casting defects of a low-pressure die cast (LPDC) AISi7Mg0.3 alloy have been studied. Metallographic and image analysis techniques have been used to quantitatively examine the microstructural changes and the amount of porosity occurring at different Sr levels and pressure parameters. The results indicate that an increase in the filling pressure induces lower heat dissipation of the liquid close to the die/core surfaces, with the formation of slightly greater dendrite arms and coarser eutectic Si particles. On the other hand, the increase in the Sr level leads to finer microstructural scale and eutectic Si. The analysed variables, within the experimental conditions, do not affect the morphology of eutectic Si particles. Higher applied pressure and Sr content generate castings with lower amount of porosiW. However, as the filling pressure increases the flow of metal inside the die cavity is more turbulent, leading to the formation of oxide films and cold shots. In the analysed range of experimental conditions, the design of experiment methodology and the analysis of variance have been used to develop statistical models that accurately predict the average size of secondary dendrite arm spacing and the amount of porosity in the low-pressure die cast AISiTMg0.3 alloy. 展开更多
关键词 Aluminium alloys Engine block Microstructure Casting defects Sr addition process parameters
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我国垃圾焚烧发电CDM项目开发难点与实践分析 被引量:3
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作者 左漪 王圣 曹若岩 《电力环境保护》 2009年第3期54-57,共4页
基于我国目前垃圾焚烧发电CDM项目的开发现状,从不同的角度比较和分析了该类项目的特点,总结了其项目公示阶段出现的问题并对方法学修正内容进行了说明。同时,以实际项目为例,着重探讨了额外性论证中的投资比较分析、普及性分析等难点问... 基于我国目前垃圾焚烧发电CDM项目的开发现状,从不同的角度比较和分析了该类项目的特点,总结了其项目公示阶段出现的问题并对方法学修正内容进行了说明。同时,以实际项目为例,着重探讨了额外性论证中的投资比较分析、普及性分析等难点问题,最终得出结论并提出建议。 展开更多
关键词 垃圾焚烧发电 CDM 额外性 公示 方法学
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对“上诉不加刑”原则的设计意义及实践价值之理性思考 被引量:1
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作者 朱志权 吴晓军 刘小春 《东华理工学院学报(社会科学版)》 2005年第3期237-240,共4页
“上诉不加刑”原则是我国的刑事诉讼二审程序中的一项特殊原则,对激励被告人及其近亲属提起上诉,从而提高审判质量具有积极的一面。但在设计制度本身和司法实践中又存在缺陷,只有被告一方上诉的上诉人往往在审判监督程序中被曲线加刑... “上诉不加刑”原则是我国的刑事诉讼二审程序中的一项特殊原则,对激励被告人及其近亲属提起上诉,从而提高审判质量具有积极的一面。但在设计制度本身和司法实践中又存在缺陷,只有被告一方上诉的上诉人往往在审判监督程序中被曲线加刑。这不仅直接影响了一审被告人上诉的积极性,还影响到我国法制的统一和权威。 展开更多
关键词 上诉不加刑 曲线加刑 审判监督程序
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