370 research outputs found

    Discretionary stopping of stochastic differential equations with generalised drift

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    We consider the problem of optimally stopping a general one-dimensional stochastic differential equation (SDE) with generalised drift over an infinite time horizon. First, we derive a complete characterisation of the solution to this problem in terms of vari- ational inequalities. In particular, we prove that the problem’s value function is the difference of two convex functions and satisfies an appropriate variational inequality in the sense of distributions. We also establish a verification theorem that is the strongest one possible because it involves only the optimal stopping problem’s data. Next, we derive the complete explicit solution to the problem that arises when the state process is a skew geometric Brownian motion and the reward function is the one of a financial call option. In this case, we show that the optimal stopping strategy can take sev- eral qualitatively different forms, depending on parameter values. Furthermore, the explicit solution to this special case shows that the so-called “principle of smooth fit” does not hold in general for optimal stopping problems involving solutions to SDEs with generalised drift

    The impact of obesity and timely antiviral administration on severe influenza outcomes among hospitalized adults

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    Peer Reviewedhttps://deepblue.lib.umich.edu/bitstream/2027.42/141541/1/jmv24946.pdfhttps://deepblue.lib.umich.edu/bitstream/2027.42/141541/2/jmv24946_am.pd

    Gallium hydride vapor phase epitaxy of GaN nanowires

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    Straight GaN nanowires (NWs) with diameters of 50 nm, lengths up to 10 μm and a hexagonal wurtzite crystal structure have been grown at 900°C on 0.5 nm Au/Si(001) via the reaction of Ga with NH3 and N2:H2, where the H2 content was varied between 10 and 100%. The growth of high-quality GaN NWs depends critically on the thickness of Au and Ga vapor pressure while no deposition occurs on plain Si(001). Increasing the H2 content leads to an increase in the growth rate, a reduction in the areal density of the GaN NWs and a suppression of the underlying amorphous (α)-like GaN layer which occurs without H2. The increase in growth rate with H2 content is a direct consequence of the reaction of Ga with H2 which leads to the formation of Ga hydride that reacts efficiently with NH3 at the top of the GaN NWs. Moreover, the reduction in the areal density of the GaN NWs and suppression of the α-like GaN layer is attributed to the reaction of H2 with Ga in the immediate vicinity of the Au NPs. Finally, the incorporation of H2 leads to a significant improvement in the near band edge photoluminescence through a suppression of the non-radiative recombination via surface states which become passivated not only via H2, but also via a reduction of O2-related defects

    Towards a generalized methodology for smart antenna measurements

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    The huge expansion of mobile communications and the need for high data rate services require more efficient use of the spectrum to increase the capacity of networks and enhance the quality of services. Within that frame, the adoption of Smart Antenna techniques in future wireless systems is expected to have a significant impact on the aforementioned needs. Following the proliferation of the use of Smart Antennas systems there is a growing need for characterization of such systems which is still an open issue. In this work, a generalized methodology for Smart Antenna characterization measurements is introduced. Simulation results from the application of the proposed measurement procedure using a reference array to characterise the smart antenna algorithm subsystem are presented

    The nitridation of ZnO nanowires

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    ZnO nanowires (NWs) with diameters of 50 to 250 nm and lengths of several micrometres have been grown by reactive vapour transport via the reaction of Zn with oxygen on 1 nm Au/Si(001) at 550°C under an inert flow of Ar. These exhibited clear peaks in the X-ray diffraction corresponding to the hexagonal wurtzite crystal structure of ZnO and a photoluminescence spectrum with a peak at 3.3 eV corresponding to band edge emission close to 3.2 eV determined from the abrupt onset in the absorption-transmission through ZnO NWs grown on 0.5 nm Au/quartz. We find that the post growth nitridation of ZnO NWs under a steady flow of NH3 at temperatures ≤600°C promotes the formation of a ZnO/Zn3N2 core-shell structure as suggested by the suppression of the peaks related to ZnO and the emergence of new ones corresponding to the cubic crystal structure of Zn3N2 while maintaining their integrity. Higher temperatures lead to the complete elimination of the ZnO NWs. We discuss the effect of nitridation time, flow of NH3, ramp rate and hydrogen on the conversion and propose a mechanism for the nitridation
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