ON INTERSECTIONS OF INDEPENDENT NONDEGENERATE DIFFUSION PROCESSES

Let X（1） = {X（1）（s）, s ∈ R＋} and X（2） = {X（2）（t）, t ∈ R＋} be two inde-pendent nondegenerate diffusion processes with values in Rd. The existence and fractal dimension of intersections of the sample paths of X （1） and X （2） are studied. More gener-ally, let E1, E2？（0,∞） and F ？Rd be Borel sets. A necessary condition and a suffcient condition for P{X（1）（E1）∩X（2）（E2）∩F 6=？}〉0 are proved in terms of the Bessel-Riesz type capacity and Hausdorff measure of E1 × E2 × F in the metric space （R＋× R＋× Rd,ρb）, whereρb is an unsymmetric metric defined in R＋× R＋× Rd. Under reasonable conditions, results resembling those of Browian motion are obtained.

Segregation of Molten Salt on Chromizing in Thermal Diffusion Process

The segregation of thermal diffusion salt bath chromizing process was analyzed. The experimental chromizing ingredients were prepared by the four groups A, B, C, and D. In order to study the segregation status of this case, the cooling molten salt in the crucible was removed by drilling from the heart core of molten salt. The core of molten salt was analyzed by X-ray fluorescence spectroscopy and XRD. Through the analysis, we can conclude that the Cr element deposited in the bottom was 4.51 times than the top. Chloride added to the molten salt will reduce segregation. Meantime we proposed some measures to overcome the segregation problem.

An Improved Cooperative Team Spraying Control of a Diffusion Process With a Moving or Static Pollution Source

This paper is concerned with a control problem of a diffusion process with the help of static mesh sensor networks in a certain region of interest and a team of networked mobile actuators carrying chemical neutralizers.The major contribution of this paper can be divided into three parts:the first is the construction of a cyber-physical system framework based on centroidal Voronoi tessellations(CVTs),the second is the convergence analysis of the actuators location,and the last is a novel proportional integral(PI)control method for actuator motion planning and neutralizing control(e.g.,spraying)of a diffusion process with a moving or static pollution source,which is more effective than a proportional(P)control method.An optimal spraying control cost function is constructed.Then,the minimization problem of the spraying amount is addressed.Moreover,a new CVT algorithm based on the novel PI control method,henceforth called PI-CVT algorithm,is introduced together with the convergence analysis of the actuators location via a PI control law.Finally,a modified simulation platform called diffusion-mobile-actuators-sensors-2-dimension-proportional integral derivative(Diff-MAS2D-PID)is illustrated.In addition,a numerical simulation example for the diffusion process is presented to verify the effectiveness of our proposed controllers.

AN ESTIMATE ON THE DISTRIBUTION AND MOMENTS OF THE LAST EXIT TIME OF AN ELLIPTIC DIFFUSION PROCESS

Let Ls be the last exit time from a compact set B of an elliptic diffusion process X. A moderate estimate for the distribution of Ls is obtained, and the sufficient and necessary condition for E^x（L^κB） 〈∞ is proved.

Criteria for Regularity of Elliptic Diffusion Processes and It’s Application

The cone condition for x to be tegular for B under the elliptic diffusionprocess was proved. We also gave a necessary and sufficient condition for 0 to be regular for thornunder the elliptic diffusion process.

ENTROPY PRODUCTION RATE OF THE MINIMAL DIFFUSION PROCESS

The entropy production rate of stationary minimal diffusion processes with smooth coefficients is calculated. As a byproduct, the continuity of paths of the minimal diffusion processes is discussed, and that the point at infinity is absorbing is proved.

Insiders' Hedging for Jump Diffusion Processes with Applications to Index Tracking

The hedging problem for insiders is very important in the financial market.The locally risk minimizing hedging was adopted to solve this problem.Since the market was incomplete,the minimal martingale measure was chosen as the equivalent martingale measure.By the F-S decomposition,the expression of the locally risk minimizing strategy was presented.Finally,the local risk minimization was applied to index tracking and its relationship with tracking error variance (TEV)-minimizing strategy was obtained.

The Estimation of the Spot Volatility for Diffusion Process

In this paper, we propose a Gasser-Müller type spot volatility estimator (abbreviated as GM type estimator) for diffusion process, which is weighted by integrals, it is different from the kernel spot volatility estimator discussed by Kristensen (2010). Under more general conditions, the asymptotic unbiasedness and the asymptotic normality of the GM type estimator are derived. The simulation results show that the GM type spot volatility estimator has good estimation effect, and its mean square error tends to be less than that of the kernel spot volatility estimator discussed by Kristensen (2010), so it provides a selection method for estimating the spot volatility in high frequency data environment.

Recent progress of grain boundary diffusion process for hot-deformed Nd-Fe-B magnets

Grain boundary diffusion process(GBDP)was first proposed for sintered Nd-Fe-B magnets to achieve the high utilization efficiency of heavy rare earth elements.Recent success of fabricating high performance nanocomposite magnets by GBDP indicates that this method also exerts huge applicable potential on hot-deformed Nd-Fe-B magnets.In this review,the development and magnetic property enhancement mechanisms of different diffusion methods proposed on hot-deformed magnets were thoroughly elucidated.Moreover,the improve room for further property enhancement and the accompanying problems of GBDP on hot-deformed magnets are also discussed in this article.

Grain boundary construction and properties enhancement for hot deformed(Ce,La,Y)-Fe-B magnet by a two-step diffusion process

The rare earth-iron-boron magnets based on high abundance rare earths(REs)show potential for costeffective permanent magnets but their hard magnetic properties have to be greatly improved.The grain boundary diffusion process(GBDP)is known as an effective way to improve the coercivity of Nd-Fe-B magnets,however,the conventional diffusion method faces a challenge for Ce-based magnets since there is no enough continuous GB layer as the diffusion channel.Here,a two-step(Nd-Cu doping followed by Nd-Cu diffusion)GBDP was introduced for hot deformed(Ce,La,Y)-Fe-B magnet,and the excellent magnetic properties ofμ0Hc=0.63 T,μ0Mr=0.68 T,and(BH)max=72.4 kJ/m^(3)were achieved.The Nd-Cu doping helps the formation of RE-rich GB layer,and then it acts as the diffusion channel for increasing the ef-ficiency of the subsequent Nd-Cu diffusion and results in the increased volume fraction of continuously distributed GB phase,whose paramagnetism was verified by 57Fe Mössbauer spectrometry.Those paramagnetic GB phases help to form the discontinuous domain walls,as observed by Lorentz transmission electron microscopy,and break the magnetic exchange coupling of RE2Fe14B grains.It thus contributes to the coercivity enhancement of the hot deformed magnet with two-step diffusion,which is further proved by micromagnetic simulation.This study proposes a potential technique to prepare anisotropic hot deformed(Ce,La,Y)-Fe-B magnet with high cost-performance.

Nash inequality for diffusion processes associated with Dirichlet distributions

For any N≥2 andα=(α1…,αN+1)∈(0,∞)^N+1,letμa^(N)be the Dirichlet distribution with parameterαon the set△(N):={x^μa∈[0,1]^N:∑1≤i≤N^xi≤1}.The multivariate Dirichlct diffusion is associated with the Dirichlet formεa^(N)(f,f):=∑n=i^N∫△(N)(1-∑1≤i≤N^xi)xn(Эnf)^2(x)μα^(N)(dx)with Domain D(εa^(N))being the closure of C^1(△^(N)).We prove the Nash inequalityμa^(N)(f^2)≤Cεa^(N)(f,f)^p/(p+1)μa^(N)(|f|)^2/(p+1),f∈D(εa^(N)),μa^(N)(f)=0 for some constant C>0 and p=(aN+1-1)++∑i^N=11∨(2ai),where the constant p is sharp when max1≤i≤N ai≤1/2 and aN+1≥1.This Nash inequality also holds for the corresponding Fleming-Viot process.

Large deviations for empirical measures of switching diffusion processes with small parameters

We consider the asymptotic property of the diffusion processes with Markovian switching. For a general case, we prove a large deviation principle for empirical measures of switching diffusion processes with small parameters.

Ergodicity of Reversible Reaction Diffusion Processes with General Reaction Rates

In this paper,a class of reaction diffusion processes with general reaction rates is studied.A necessary and sufficient condition for the reversibility of this calss of reaction diffusion processes is given,and then the ergodicity of these processes is proved.

Construction of Generalized Diffusion Processes: the Resolvent Approach

In this paper,we define the generalized diffusion operator L=d/dMd/dS for two suitable measures on the line,which includes the generators of the birth-death processes,the one-dimensional diffusion and the gap diffusion among others.Via the standard resolvent approach,the associated generalized diffusion processes are constructed.

Two ARCH Models and Their Limitations as Diffusion Processes

Two typical ARCH models: the ASDARCH model and the APARCH model are analyzed. Let Y k and σ 2 k denote the log returns and the volatility. When the time interval h goes to zero, (Y k,σ 2 k), as a discrete time Markov chain system, weakly converges to a continuous time diffusion process. The continuous time approximation of the ASDARCH model is done using two different methods. With some transformation, these two results are equivalent to high frequency data. The continuous time approximation of the APARCH model is obtained by a different procedure.

The Lifetime of Diffusion Processes with Application to Conditioned Diffusions

Let τ_D denote the lifetime of a diffusion process on domain DR^d. This paper presents a sufficient condition for the exponential moment of τ_D to be finite. Here, both of the domain and the diffusion operator are general. As an application, the main result of Gao(1995) for conditioned diffusions is improved on.

Small Random Perturbations of One-Dimensional Diffusion Processes

In the present paper we consider the small random perturbations of one-dimensional diffosion processes. By virtue of stochastic analysis methods, we investigate the asymptotics of the mean exit times and probabilistical estimates of the exit times as the perturbations tend to zero.

Sharp Error Estimate for Maximum Likelihood Estimator of Nonstationary Diffusion Processes

We consider the maximum likelihood estimator of the unknown parameter in aclass of nonstationary diffusion processes. We give further a precise estimate for the error of theestimator.

Large Deviations for Parameter Estimators of Some Time Inhomogeneous Diffusion Process

The goal of this paper is to study large deviations for estimator and score function of some time inhomogeneous diffusion process. Large deviation in the non-steepness case with explicit rate functions is obtained by using parameter-dependent change of measure.

ARONSON'S ESTIMATES AND CONDITIONAL DIFFUSION PROCESSES

Using time reversal for diffusions and Aroson's estimates, we obtain several results on the compact properties of a conditional diffusion process in a small time interval. In particular, we establish the large deviation property for a conditional diffusion process.