Some Simple ML Estimators in Stochastic Differential Equations

For many stochastic differential equations often met in financial theory, it is the drift and the dispersion which are the principal parameters of the model. In such cases it is shown that the parameters can be estimated by ordinary methods from normal distribution theory.Stochastic differential equations; ML estimates; financial models

Radiation chemistry of solid-state carbohydrates using EMR

We review our research of the past decade towards identification of radiation-induced radicals in solid state sugars and sugar phosphates. Detailed models of the radical structures are obtained by combining EPR and ENDOR experiments with DFT calculations of g and proton HF tensors, with agreement in their anisotropy serving as most important criterion. Symmetry-related and Schonland ambiguities, which may hamper such identification, are reviewed. Thermally induced transformations of initial radiation damage into more stable radicals can also be monitored in the EPR (and ENDOR) experiments and in principle provide information on stable radical formation mechanisms. Thermal annealing experi-ments reveal, however, that radical recombination and/or diamagnetic radiation damage is also quite important. Analysis strategies are illustrated with research on sucrose. Results on dipotassium glucose-1-phosphate and trehalose dihydrate, fructose and sorbose are also briefly discussed. Our study demonstrates that radiation damage is strongly regio-selective and that certain general principles govern the stable radical formation