A Heat Kernel Approach to Interest Rate Models

We construct default-free interest rate models in the spirit of the well-known Markov funcional models: our focus is analytic tractability of the models and generality of the approach. We work in the setting of state price densities and construct models by means of the so called propagation property. The propagation property can be found implicitly in all of the popular state price density approaches, in particular heat kernels share the propagation property (wherefrom we deduced the name of the approach). As a related matter, an interesting property of heat kernels is presented, too

Magnetic relaxation and collective vortex creep in FeTe0.6_{0.6}Se0.4_{0.4} single crystal

We study the vortex dynamics in high-quality FeTe$_{0.6}$Se$_{0.4}$ single crystal by performing magnetization measurements of the screening current density \emph{J}$_s$ and flux creep rate \emph{S}. Temperature dependence of \emph{S} shows a plateau in the intermediate temperature region with a high creep rate $\sim$ 0.03, which is interpreted in the framework of the collective creep theory. A crossover from elastic to plastic creep is observed. The glassy exponent and barrier height for flux creep are directly determined by extended Maley's method. \emph{J}$_s$ with flux creep, obtained from magnetic hysteresis loops, is successfully reproduced based on the collective creep analysis. We also approach critical current density without flux creep by means of the generalized inversion scheme, which proves that the $\delta$\emph{l} and $\delta$\emph{T}$_c$ pinning coexist in FeTe$_{0.6}$Se$_{0.4}$ single crystal.Comment: 6 pages, 5 figure

Magnetic and transport properties of iron-platinum arsenide Ca10(Pt4-{\delta}As8)(Fe2-xPtxAs2)5 single crystal

We report superconducting properties of single crystalline Ca10(Pt4-{\delta}As8)(Fe2-xPtxAs2)5 by X-ray diffraction, magnetization, resistivity, and magneto-optical imaging measurements. The magnetization measurements reveal fish-tail hysteresis loop and relatively high critical current density Jc ~ 0.8\times105 A/cm2 at low temperatures. The exponential temperature dependence of Jc, which arises from nonlinear effective flux-creep activation energy, has been observed. Upper critical field determined by resistive transition shows a relatively large anisotropy. The magneto-optical images reveal homogenous current flow within the crystal.Comment: 6 pages, 6 figures, Accepted for publication in Phys. Rev.

ナノ構造超伝導体における磁束侵入過程の観察

学位の種別:課程博士University of Tokyo(東京大学