On drift parameter estimation in models with fractional Brownian motion

We consider a stochastic differential equation involving standard and fractional Brownian motion with unknown drift parameter to be estimated. We investigate the standard maximum likelihood estimate of the drift parameter, two non-standard estimates and three estimates for the sequential estimation. Model strong consistency and some other properties are proved. The linear model and Ornstein–Uhlenbeck model are studied in detail. As an auxiliary result, an asymptotic behaviour of the fractional derivative of the fractional Brownian motion is established.     

论行政权力运行绩效的偏离与回归——关于行政权力制约的一种新的解说

行政权力的公共性特征使公众对它抱有期望 ,然而行政权力的人格化却使行政权力的运行绩效背离公众期望 ,出现了偏差。要使这种偏离回归 ,需要从行政权力产生的源头、行政权力体制的结构和行政权力的惩戒等三个方面采取相应措施     

简述一种能自动调节的模糊PID控制器

本文给出一种新型模糊PID控制嚣的原理、设计和模拟分析.该控制器可广泛应用于各种复杂控制系统.     

无阻尼单摆运动方程反函数形式的精确解

利用函数进行变换,将单摆的二阶非线性微分方程化为一阶非线性微分方程进行积分求解,再利用三角函数变换,最后求出用Legendre椭圆积分表示的无阻尼单摆运动方程反函数形式的精确解。     

相变界面流动技术的计算精度

对用于固液相变问题数值模拟的界面流动技术的精度进行了讨论，分析表明对移动界面项使用一阶有限差分不能精确地描述界面的运动，特别是在解决如爆融情况下的高热流问题，建议使用二阶方法，其在所有情况下均可保证足够的精度。     

考虑黏性及压缩效应的旋涡运动特性

采用扩散速度法处理黏性作用项的离散涡法，数值模拟了旋涡在黏性不可压流场中的运动；推导了可压缩流中的旋涡运动方程，对不可压缩流中的Biot-Savart方程进行了可压缩修正，进而用离散涡方法求解出非定常、不稳定、可压缩流场中的旋涡运动。分析了胀量及黏性扩散作用对旋涡运动的影响，通过大量长时间行为的数值试验得出了一系列结果。结果表明：为了真实地反映旋涡在实际流体中的运动规律，必须考虑黏性及压缩性的影响。     

太阳能驱动旅游船速度控制器的设计

介绍了太阳能驱动旅游船动力系统的构成.在分析了电机于液体负载下的运动特点后,基于BUCK式DC/DC变换器,设计了适合在液体负载下工作的太阳能驱动旅游船的速度调整控制器,给出了实验和应用结果.     

Some Asymptotic Formulas for a Brownian Motion With a Regular Variation From a Parabolic Domain

Consider a Brownian motion with a regular variation starting at an interior point of a domain D in R^{d + 1}, d ? 1 and let τ_D denote the first time the Brownian motion exits from D. Estimates with exact constants for the asymptotics of log?P(τ_D > T) are given for T → ∞, depending on the shape of the domain D and the order of the regular variation. Furthermore, the asymptotically equivalence are obtained. The problem is motivated by the early results of Lifshits and Shi, Li in the first exit time, and Karamata in the regular variation. The methods of proof are based on their results and the calculus of variations.     

On the power of durbin-watson statistic against fractionally integrated processes

This paper provides the theoretical explanation and Monte Carlo experiments of using a modified version of Durbin-Watson ( D W ) statistic to test an 1 ( 1 ) process against I ( d ) alternatives, that is, integrated process of order d, where d is a fractional number. We provide the exact order of magnitude of the modified D W test when the data generating process is an I ( d ) process with d E (0. 1.5). Moreover, the consistency of the modified DW statistic as a unit root test against I ( d ) alternatives with d E ( 0 , l ) U ( 1 , 1.5) is proved in this paper. In addition to the theoretical analysis, Monte Carlo experiments show that the performance of the modified D W statistic reveals that it can be used as a unit root test against I ( d ) alternatives.     

影视作品字幕翻译中跨文化交际信息的转换

文章从跨文化交际信息转换的视角入手,阐述在影视作品字幕翻译中如何处理由于东西方文化差异造成的语言差异,主张对字幕翻译源语言在不同语境中采用不同的翻译手段,即直译、意译、缩译等手法,解决由于文化差异造成的语义缺省和语义冲突,达到语言文化"功能对等"信息转换的目的.