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A Closed Form Solution to One Dimensional Robin Boundary Problems

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Acta Mathematicae Applicatae Sinica 2012年第3期28卷 549-556页

作者： Chang-li YANG ai-lin ZHU Physics Department East China Normal University200062ShanghaiChina School of Finance and Statistics East China Normal University200062ShanghaiChina

Many cellular and subcellular biological processes can be described in terms of diffusing and chemically reacting species （e.g. enzymes）. In this paper, we will use reflected and absorbed Brownian motion and stochastic differential equations to construct a closed form solution to one dimensional Robin boundary problems. Meanwhile, we will give a reasonable explanation to the closed form solution from a stochastic point of view. Finally, we will extend the problem to Robin boundary problem with two boundary conditions and give a specific solution by resorting to a stopping time.

关键词： partial differential equations Robin boundary problem diffusion processes Girsanov's formula

Advancements in the Worldwide Detection of Severe Fever with Thrombocytopenia Syndrome Virus Infection from 2009 to 2023

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China CDC weekly 2023年第31期5卷 687-693页

作者： lin ai Wei Wang Zheng Teng Institute of Microbiology Laboratory Shanghai Municipal Center for Disease Control and PreventionShanghaiChina Institute of Microbiology Laboratory Shanghai Institute of Preventive MedicineShanghaiChina.

Severe fever with thrombocytopenia syndrome(SFTS)is a growing concern as an emerging tick-borne infectious disease originating from the SFTS virus(SFTSV),a recent addition to the Phlebovirus genus under the family of *** is typically identified by symptoms such as fever,thrombocytopenia,leukopenia,and gastrointestinal problems,accompanied by a potentially high case fatality ***,early and accurate diagnosis is essential for effective treatment and disease *** review delves into the existing methodologies for SFTS detection,including pathogenic,molecular,and immunological technologies.

关键词： diagnosis fever Fever

President lin Songtian meets with representatives of Indian mainstream media, business and cultural bodies

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Voice of Friendship 2021年第2期 22-23页

作者： ai lin 不详

On April 14,CPAFFC President lin Songtian met a group of guests from India at the headquarters of the Chinese People’s Association for Friendship with Foreign *** group comprised journalists from the Press Trust of India,Hindustan Times and Prasar Bharati,as well as representatives of Indian businesses and cultural bodies,including the Federation of Indian Chambers of Commerce&Industry,Ispat.

关键词： Indian journal India

CPAFFC President lin Songtian on China-India relations——an interview with The ***

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Voice of Friendship 2020年第4期 13-15页

作者： ai lin 不详

On Oct10,CPAFFC President lin Songtian gave an exclusive interview to ***,briefing it on the online activities hosted by the CPAFFC on the 11 0th birth anniversaiy of *** *** and answered questions about China-India relations,public opinion and people-topeople cooperation between the two countries and China-India cooperation in fighting COVID-19.

关键词： interview fighting India

CPAFFC Vice-President lin Yi attends video seminar celebrating the 70th anniversary of the establishment of diplomatic relations between China and Pakistan

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Voice of Friendship 2021年第3期 17-18页

作者： ai lin 不详

On July 14,the All Pakistan-China Friendship Association hosted a video seminar commemorating 70 years of China-Pakistan relations and recalling the past and building a community with a shared future for the new era.

关键词： anniversary diplomatic Pakistan

Optimal Reinsurance and Investment Strategy with Delay in Heston’s SV Model

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Journal of the Operations Research Society of China 2021年第2期9卷 245-271页

作者： Chun-Xiang A ai-lin Gu Yi Shao School of Mathematics and Statistics Zhaoqing UniversityZhaoqing 526061GuangdongChina School of Applied Mathematics Guangdong University of TechnologyGuangzhou 510520China

In this paper,we consider an optimal investment and proportional reinsurance problem with delay,in which the insurer’s surplus process is described by a jump-diffusion *** insurer can buy proportional reinsurance to transfer part of the insurance claims *** addition to reinsurance,she also can invests her surplus in a financial market,which is consisted of a risk-free asset and a risky asset described by Heston’s stochastic volatility(SV)*** the performance-related capital flow,the insurer’s wealth process is modeled by a stochastic differential delay *** insurer’s target is to find the optimal investment and proportional reinsurance strategy to maximize the expected exponential utility of combined terminal *** explicitly derive the optimal strategy and the value ***,we provide some numerical examples to illustrate our results.

关键词： Proportional reinsurance Stochastic differential delay equation(SDDE) Heston’s stochastic volatility(SV)model Hamilton–Jacobi–Bellman(HJB)equation

Refolding of reduced/denatured bovine pancreatic insulin with ion-exchange chromatography coupled with MALDI-TOF MS

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Chinese Chemical Letters 2009年第12期20卷 1487-1490页

作者： Cui E. lin Quan B ai Institute of Modern Separation Science Key Laboratory of Synthetic and Natural Functional Molecule Chemistry of Ministry of Education Northwest University Xi'an 710069 China

The refolding of the reduced/denatured insulin from bovine pancreas as the model protein was investigated with weak anion exchange chromatography （WAX） coupled with MALDI-TOF MS. The results indicated that the disulfide bonds almost cannot be formed correctly with the common mobile phase by WAX. However, with the urea gradient elution and in the presence of GSSG/ Cyst as the ratio 1：6 in the mobile phase employed, the disulfide exchange of reduced/denatured insulin can be accelerated resulting in forming the correct three disulfide bonds. The protein refolding efficiency of reduced/denatured insulin can be increased from 3 % to 34%. The effects of urea gradient and the oxidant and reductant groups, such as GSSG/GSH, Cyst, and GSSG/Cyst, on the forming the disulfide bonds of reduced/denatured insulin were investigated in detail. The results were further tested by the separation of the WAX fraction of reduced/denatured insulin with RPLC and MALDI-TOF MS.

关键词： Protein refolding Liquid chromatography Reduced/denaturation Insulin MALDI-TOF MS

Valuation and Hedging Strategy of Currency Options under Regime-Switching Jump-Diffusion Model

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Acta Mathematicae Applicatae Sinica 2017年第4期33卷 871-892页

作者： Shou-ting CHEN Xun-di DIAO ai-lin ZHU School of Mathematics and Physical Science Xuzhou Institute of Technology Xuzhou 221008 China Antai College of Economics & Management Shanghai Jiao Tong University Shanghai 200030 China Risk Management Department Bank of Suzhou Suzhou 215100 China

The main purpose of this thesis is in analyzing and empirically simulating risk minimizing European foreign exchange option pricing and hedging strategy when the spot foreign exchange rate is governed by a Markov-modulated jump-diffusion model. The domestic and foreign money market interest rates, the drift and the volatility of the exchange rate dynamics all depend on a continuous-time hidden Markov chain which can be interpreted as the states of a macro-economy. In this paper, we will provide a practical lognormal diffusion dynamic of the spot foreign exchange rate for market practitioners. We employing the minimal martingale measure to demonstrate a system of coupled partial-differential-integral equations satisfied by the currency option price and attain the corresponding hedging schemes and the residual risk. Numerical simulations of the double exponential jump diffusion regime-switching model are used to illustrate the different effects of the various parameters on currency option prices.

关键词： spot foreign exchange rate regime switching jump0diffusion processes minimal martingale mea-sure European currency options pricing and hedging strategy.

Stamping Robust Design Method and Its Application

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上海交通大学学报 2004年第z2期38卷 161-165页

作者： Z.Q. lin Jian ai Weigang Zhang Shuhui Li School of Mechanical Engineering Shanghai Jiaotong Univ. Shanghai200030 China Baoshan Iron&Steel Co. ltd Baoshan Shanghai China School of Mechanical Engineering Shanghai Jiaotong Univ. Shanghai200030 China School of Mechanical Engineering Shanghai Jiaotong Univ. Shanghai200030 China

The application of the robust design to stamping is discussed in the paper. The regression equation of the quality index and its influencing factors can be attained by using method of central composite design. Stamping computer simulation takes the place of real stamping experiments to fulfill the special experimental conditions. The real stamping experiments prove the correctness and the feasibility of the stamping robust design method-central composite design.

关键词： robust design central composite design computer simulation integrated quality index