The grain boundary diffusion process(GBDP)has proven to be an effective method for enhancing the coercivity of sintered Nd-Fe-B magnets.However,the limited diffusion depth and thicker shell struc-ture have impeded the...The grain boundary diffusion process(GBDP)has proven to be an effective method for enhancing the coercivity of sintered Nd-Fe-B magnets.However,the limited diffusion depth and thicker shell struc-ture have impeded the further development of magnetic properties.Currently,the primary debates re-garding the mechanism of GBDP with Tb revolve around the dissolution-solidification mechanism and the atomic substitution mechanism.To clarify this mechanism,the microstructure evolution of sintered Nd-Fe-B magnets during the heating process of GBDP has been systematically studied by quenching at different tem peratures.In this study,it was found that the formation of TbFe_(2) phase is related to the dis-solution of _(2)Fe_(14)B grains during GBDP with Tb.The theory of mixing heat and phase separation further confirms that the Nd_(2)Fe_(14)B phase dissolves to form a mixed phase of Nd and TbFe_(2),which then solidifies into the(Nd,Tb)_(2)Fe_(14)B phase.Based on the discovery of the TbFe_(2) phase,the dissolution-solidification mechanism is considered the primary mechanism for GBDP.This is supported by the elemental content of the two typical core-shell structures observed.展开更多
this paper,we study the exponential non-uniform Berry-Esseen bound for the maximum likelihood estimator of some time inhomogeneous diffusion process.As applications,the optimal uniform Berry-Esseen bound and optimal C...this paper,we study the exponential non-uniform Berry-Esseen bound for the maximum likelihood estimator of some time inhomogeneous diffusion process.As applications,the optimal uniform Berry-Esseen bound and optimal Cramer-type moderate deviations of the Ornstein-Uhlenbeck process andα-Brownian bridge can be obtained.The main methods are the change of measure method and asymptotic analysis technique.展开更多
The grain boundary diffusion process(GBDP)of Tb can improve the coercivity of sintered Nd-Fe-B magnets.In this study,the effect of AI on the diffusion of Tb in the GBDP was investigated.The content of diffused Tb-Al w...The grain boundary diffusion process(GBDP)of Tb can improve the coercivity of sintered Nd-Fe-B magnets.In this study,the effect of AI on the diffusion of Tb in the GBDP was investigated.The content of diffused Tb-Al was precisely controlled by adjusting the magnetron sputtering process.The Tb equivalent of Al was also studied.Results show that AI promotes the diffusion of Tb deeper into the magnet,reducing the thickness of the shell in the core-shell structure.This study is helpful for further developing the process,reducing the consumption of heavy rare earth elements(Tb),and improving the coercivity of sintered Nd-Fe-B magnets.展开更多
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 nanocomposit...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.展开更多
A class of multi dimensional degenerate diffusion processes X ε(t) in R r(r≥2) are considered and the asymptotic properties of empirical measures are investigated; here X ε(t) saitisfies the stochastic differen...A class of multi dimensional degenerate diffusion processes X ε(t) in R r(r≥2) are considered and the asymptotic properties of empirical measures are investigated; here X ε(t) saitisfies the stochastic differential equation dX ε(t)=σ(X ε(t)) d W(t)+B(X ε(t)) d t+ εσ～(X ε(t)) d W(t),ε>0. X ε(t) are small random perturbations of the degenerate diffusion process X(t), which satisfies the stochastic differential equation dX(t)=σ(X(t)) d W(t)+B(X(t)) d t. A large deviation theorem for projection measures ν on R r-n (n<r) of empirical measures μ are proved展开更多
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 ...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.展开更多
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 pat...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.展开更多
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...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.展开更多
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...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.展开更多
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 neutralizer...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.展开更多
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 pr...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.展开更多
In this article, the risk process perturbed by diffusion under interest force is considered, the continuity and twice continuous differentiability for Фδ（u,w） are discussed,the Feller expression and the integro-di...In this article, the risk process perturbed by diffusion under interest force is considered, the continuity and twice continuous differentiability for Фδ（u,w） are discussed,the Feller expression and the integro-differential equation satisfied by Фδ （u ,w） are derived. Finally, the decomposition of Фδ（u,w） is discussed, and some properties of each decomposed part of Фδ（u,w） are obtained. The results can be reduced to some ones in Gerber and Landry＇s,Tsai and Willmot＇s, and Wang＇s works by letting parameter δ and （or） a be zero.展开更多
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.
Let Z=（ Zt）t≥0 be a Bessel process of dimension δ（ δ〉0） starting at zero and let K（t） be a differentiable function on [0,∞） with K（t）〉0 （A↓t≥0）. Then we establish the relationship between L^p-norm o...Let Z=（ Zt）t≥0 be a Bessel process of dimension δ（ δ〉0） starting at zero and let K（t） be a differentiable function on [0,∞） with K（t）〉0 （A↓t≥0）. Then we establish the relationship between L^p-norm of log^1/2（1 ＋δJτ） and L^p-norm of sup Zt[t＋k（t）]^-1/2 （0≤t≤τ） for all stopping times τ and all 0〈p〈＋∞.As an interesting example, we show that ｜｜log^1/2（1＋δLm＋1（τ）｜｜p and ｜｜supZtП[1＋Lj（t]^1/2｜｜p （0≤j≤m,j∈Z;0≤t≤τ） are equivalent with 0〈p〈＋∞ for all stopping times rand all integer numbers m, where the function Lm（t） （t≥0） is inductively defined by Lm＋1（t）=log[ 1 ＋Lm（t）] with L0（t）= 1.展开更多
This paper considers how to use a group of robots to sense and control a diffusion process.The diffusion process is modeled by a partial differential equation (PDE),which is a both spatially and temporally variant sys...This paper considers how to use a group of robots to sense and control a diffusion process.The diffusion process is modeled by a partial differential equation (PDE),which is a both spatially and temporally variant system.The robots can serve as mobile sensors,actuators,or both.Centroidal Voronoi Tessellations based coverage control algorithm is proposed for the cooperative sensing task.For the diffusion control problem,this paper considers spraying control via a group of networked mobile robots equipped with chemical neutralizers,known as smart mobile sprayers or actuators,in a domain of interest having static mesh sensor network for concentration sensing.This paper also introduces the information sharing and consensus strategy when using centroidal Voronoi tessellations algorithm to control a diffusion process.The information is shared not only on where to spray but also on how much to spray among the mobile actuators.Benefits from using CVT and information consensus seeking for sensing and control of a diffusion process are demonstrated in simulation results.展开更多
In this paper, we introduce the definition of Γ-Fisher entropy. For the stochastic differential equation in Rd and the unique invariant probability measure μ, we obtain the exponential convergence of Γ-Fisher entro...In this paper, we introduce the definition of Γ-Fisher entropy. For the stochastic differential equation in Rd and the unique invariant probability measure μ, we obtain the exponential convergence of Γ-Fisher entropy with respect to μ under some condition about Γ and the drift b. Moreover, we revisit the exponential convergence of the usual Fisher entropy under the Bakry Emery condition.展开更多
The authors investigate the problem of impulse control of a partially observed diffusion process. The authors study the impulse control of Zakai type equations. The associated value function is characterized as the on...The authors investigate the problem of impulse control of a partially observed diffusion process. The authors study the impulse control of Zakai type equations. The associated value function is characterized as the only viscosity solution of the corresponding quasi-variational inequality. The authors show the optimal cost function for the problem with incomplete information can be approximated by a sequence of value functions of the previous type.展开更多
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 chose...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.展开更多
It is a well known fact that studies on growth primarily take into account human populations, although currently many scientific fields （biology, economics, etc.） also use growth models to reflect behaviours in dive...It is a well known fact that studies on growth primarily take into account human populations, although currently many scientific fields （biology, economics, etc.） also use growth models to reflect behaviours in diverse phenomena. These deterministic models are difficult to apply in real populations since, as we know, the volume of a human population depends intrinsically on a large number of other socio-economic variables, including changes in fertility patterns, improvements in living conditions, individual health factors which produce an increase or decrease in the number of years lived, the state of economic well-being, or changes in migratory fluxes. In this study, we have examined the stochastic Gompertz non-homogenous diffusion process, analysing its transition probability density function and conducting inferences on the parameters of the process through discrete sampling All of the results are applied to the population of Andalusia with data disaggregated by sex during the period of 1981 to 2002, taking purely demographic variables as exogenous factors： life expectancy at birth, foreign immigration to Andalusia and total fertility rate展开更多
This paper describes an accurate method of approximating the moments of the first-passage time for the birth and death Gross National Product GNP diffusion process when the GNP is a determined value or constant absorb...This paper describes an accurate method of approximating the moments of the first-passage time for the birth and death Gross National Product GNP diffusion process when the GNP is a determined value or constant absorbing barrier. This was done by approximating the differential equations by equivalent difference equations.展开更多
基金supported by the National Key Research and Development Program of China(2022YFB3505503)the National Natural Science Foundation of China(52201230)+2 种基金the Key R&D Program of Shandong Province(2022CXGC020307)the China Postdoctoral Science Foundation(2022M71204)the Beijing NOVA Program(Z211100002121092).
文摘The grain boundary diffusion process(GBDP)has proven to be an effective method for enhancing the coercivity of sintered Nd-Fe-B magnets.However,the limited diffusion depth and thicker shell struc-ture have impeded the further development of magnetic properties.Currently,the primary debates re-garding the mechanism of GBDP with Tb revolve around the dissolution-solidification mechanism and the atomic substitution mechanism.To clarify this mechanism,the microstructure evolution of sintered Nd-Fe-B magnets during the heating process of GBDP has been systematically studied by quenching at different tem peratures.In this study,it was found that the formation of TbFe_(2) phase is related to the dis-solution of _(2)Fe_(14)B grains during GBDP with Tb.The theory of mixing heat and phase separation further confirms that the Nd_(2)Fe_(14)B phase dissolves to form a mixed phase of Nd and TbFe_(2),which then solidifies into the(Nd,Tb)_(2)Fe_(14)B phase.Based on the discovery of the TbFe_(2) phase,the dissolution-solidification mechanism is considered the primary mechanism for GBDP.This is supported by the elemental content of the two typical core-shell structures observed.
基金supported by the NSFC(12101358,12471095)the Natural Science Foundation of Hubei Province in China(2024AFC020)the Fundamental Research Funds for the Central Universities,South-Central MinZu University(CZY23010)。
文摘this paper,we study the exponential non-uniform Berry-Esseen bound for the maximum likelihood estimator of some time inhomogeneous diffusion process.As applications,the optimal uniform Berry-Esseen bound and optimal Cramer-type moderate deviations of the Ornstein-Uhlenbeck process andα-Brownian bridge can be obtained.The main methods are the change of measure method and asymptotic analysis technique.
基金supported by the National Key R&D Program of China(2021YFB3502902)Ningbo Major Special Projects of Science and Technology Innovation 2025 Plan(2020Z045)Key Research and Development Program of Zhejiang Province(2020C05013)。
文摘The grain boundary diffusion process(GBDP)of Tb can improve the coercivity of sintered Nd-Fe-B magnets.In this study,the effect of AI on the diffusion of Tb in the GBDP was investigated.The content of diffused Tb-Al was precisely controlled by adjusting the magnetron sputtering process.The Tb equivalent of Al was also studied.Results show that AI promotes the diffusion of Tb deeper into the magnet,reducing the thickness of the shell in the core-shell structure.This study is helpful for further developing the process,reducing the consumption of heavy rare earth elements(Tb),and improving the coercivity of sintered Nd-Fe-B magnets.
基金Project supported by the Pioneer and Leading Goose R&D Program of Zhejiang(2020C01190)the Science and Technology Innovation 2025Major Project of Ningbo(2020Z064)+1 种基金the Zhejiang Province Postdoctoral Science Foundation(ZJ2021080)the Inner Mongolia Major Technology Project(2021ZD0035)。
文摘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.
文摘A class of multi dimensional degenerate diffusion processes X ε(t) in R r(r≥2) are considered and the asymptotic properties of empirical measures are investigated; here X ε(t) saitisfies the stochastic differential equation dX ε(t)=σ(X ε(t)) d W(t)+B(X ε(t)) d t+ εσ～(X ε(t)) d W(t),ε>0. X ε(t) are small random perturbations of the degenerate diffusion process X(t), which satisfies the stochastic differential equation dX(t)=σ(X(t)) d W(t)+B(X(t)) d t. A large deviation theorem for projection measures ν on R r-n (n<r) of empirical measures μ are proved
基金the National Key Research and Development Program of China(Nos.2022YFB3505004,2022YFB3503400 and 2022YFB3503401)the National Natural Science Foundation of China(Nos.52071143,52171175,U21A2052,and U1908220)+3 种基金the Key R&D project of Zhejiang Province(Nos.2023C01077 and 2021C01023)the Guangdong Basic and Applied Basic Research Foundation(Nos.2023A1515010431 and 2022A1515011453)the GDAS Project of Science and Technology Development(Nos.2019GDASYL-0103067,2022GDASZH-2022010104,and 2022GDASZH-2022030604-04)the China Postdoctoral Science Foundation funded project(2022M720845).
文摘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.
基金supported by National Natural Science Foundation of China(11371321)Zhejiang Provincial Natural Science Foundation of China(Y6100663)the Key Research Base of Humanities and Social Sciences of Zhejiang Provincial High Education Talents(Statis-tics of Zhejiang Gongshang University)
文摘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.
基金Funded by the National Natural Science Foundation of China (No.50675165)the National Key Technology R&D Program (No.2006BAF02A29)
文摘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.
基金This work is supported by NSFC (10271008 and 10531070)
文摘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.
基金supported by the National Natural Science Foundation of China(61473136,61807016)the Fundamental Research Funds for the Central Universities(JUSRP51322B)+1 种基金the 111 Project(B12018)Jiangsu Innovation Program for Graduates(KYLX15 1170)
文摘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.
基金Research supported in part by Tianyuan Fund ofr Mathematics of NSFC (10526021)A Grant from Ministry of Education
文摘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.
文摘In this article, the risk process perturbed by diffusion under interest force is considered, the continuity and twice continuous differentiability for Фδ（u,w） are discussed,the Feller expression and the integro-differential equation satisfied by Фδ （u ,w） are derived. Finally, the decomposition of Фδ（u,w） is discussed, and some properties of each decomposed part of Фδ（u,w） are obtained. The results can be reduced to some ones in Gerber and Landry＇s,Tsai and Willmot＇s, and Wang＇s works by letting parameter δ and （or） a be zero.
基金Supported by the National Natural Science Foundation of China(201130486)and a Grant from the Ministry of Education of China
文摘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.
基金Project supported by the National Natural Science Foundation of China (No. 10571025) and the Key Project of Chinese Ministry of Education (No. 106076)
文摘Let Z=（ Zt）t≥0 be a Bessel process of dimension δ（ δ〉0） starting at zero and let K（t） be a differentiable function on [0,∞） with K（t）〉0 （A↓t≥0）. Then we establish the relationship between L^p-norm of log^1/2（1 ＋δJτ） and L^p-norm of sup Zt[t＋k（t）]^-1/2 （0≤t≤τ） for all stopping times τ and all 0〈p〈＋∞.As an interesting example, we show that ｜｜log^1/2（1＋δLm＋1（τ）｜｜p and ｜｜supZtП[1＋Lj（t]^1/2｜｜p （0≤j≤m,j∈Z;0≤t≤τ） are equivalent with 0〈p〈＋∞ for all stopping times rand all integer numbers m, where the function Lm（t） （t≥0） is inductively defined by Lm＋1（t）=log[ 1 ＋Lm（t）] with L0（t）= 1.
基金supported in part by NSF grants #0552758,#0851709, and #0540179.
文摘This paper considers how to use a group of robots to sense and control a diffusion process.The diffusion process is modeled by a partial differential equation (PDE),which is a both spatially and temporally variant system.The robots can serve as mobile sensors,actuators,or both.Centroidal Voronoi Tessellations based coverage control algorithm is proposed for the cooperative sensing task.For the diffusion control problem,this paper considers spraying control via a group of networked mobile robots equipped with chemical neutralizers,known as smart mobile sprayers or actuators,in a domain of interest having static mesh sensor network for concentration sensing.This paper also introduces the information sharing and consensus strategy when using centroidal Voronoi tessellations algorithm to control a diffusion process.The information is shared not only on where to spray but also on how much to spray among the mobile actuators.Benefits from using CVT and information consensus seeking for sensing and control of a diffusion process are demonstrated in simulation results.
基金Supported by the National Natural Science Foundation of China (11001208)the Fundamental Research Funds for the Central Universities
文摘In this paper, we introduce the definition of Γ-Fisher entropy. For the stochastic differential equation in Rd and the unique invariant probability measure μ, we obtain the exponential convergence of Γ-Fisher entropy with respect to μ under some condition about Γ and the drift b. Moreover, we revisit the exponential convergence of the usual Fisher entropy under the Bakry Emery condition.
文摘The authors investigate the problem of impulse control of a partially observed diffusion process. The authors study the impulse control of Zakai type equations. The associated value function is characterized as the only viscosity solution of the corresponding quasi-variational inequality. The authors show the optimal cost function for the problem with incomplete information can be approximated by a sequence of value functions of the previous type.
基金National Natural Science Foundations of China (No. 11071076,No. 11126124)
文摘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.
文摘It is a well known fact that studies on growth primarily take into account human populations, although currently many scientific fields （biology, economics, etc.） also use growth models to reflect behaviours in diverse phenomena. These deterministic models are difficult to apply in real populations since, as we know, the volume of a human population depends intrinsically on a large number of other socio-economic variables, including changes in fertility patterns, improvements in living conditions, individual health factors which produce an increase or decrease in the number of years lived, the state of economic well-being, or changes in migratory fluxes. In this study, we have examined the stochastic Gompertz non-homogenous diffusion process, analysing its transition probability density function and conducting inferences on the parameters of the process through discrete sampling All of the results are applied to the population of Andalusia with data disaggregated by sex during the period of 1981 to 2002, taking purely demographic variables as exogenous factors： life expectancy at birth, foreign immigration to Andalusia and total fertility rate
文摘This paper describes an accurate method of approximating the moments of the first-passage time for the birth and death Gross National Product GNP diffusion process when the GNP is a determined value or constant absorbing barrier. This was done by approximating the differential equations by equivalent difference equations.
