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Journals and Conferences
A Milstein-type scheme was proposed to improve the rate of convergence of its approximation of the solution to a stochastic differential equation driven by a vector of continuous semimartingales. A necessary and sufficient condition was provided for this rate to be 1/n when the SDE is driven by a vector of continuous local martingales, or continuous… (More)
With the increasing applications of carbon nanotubes (CNTs) worldwide, considerable concerns have been raised regarding their inevitable releases into natural waters and ecotoxicity. It was supposed that CNTs may interact with some existing pollutants like zinc in aquatic systems and exhibit different effects when compared with their single treatments.… (More)
Perfluorooctane sulfonate (PFOS) and zinc have been detected in aquatic environment widely. In order to study the combined effects of PFOS and Zn, a series of experiments was conducted to explore the acute mortality, bioaccumulation and antioxidant status of Limnodrilus hoffmeisteri. The acute toxicity was evaluated by calculating 24h-EC50 values, and it… (More)
The goals of this study were to bring forward new data and insights into the effect of activation methods, operational variables and reaction pathways during sulfate radicals-based oxidation of benzophenone-3 (BP-3) in aqueous solution. Heat, transition metal ions (Fe2+, Cu2+, Co2+), UV and visible light irradiation were used to activate persulfate (PS) to… (More)
The aim of the current study was to investigate the possible correlation between the C677T methylenetetrahydrofolate reductase (MTHFR) polymorphism and venous thromboembolism (VTE) in a population-based case-control study. Homocysteine (Hcy) was quantified by Abbott IMx immunoassay; screening for C677T MTHFR substitution… (More)
As one of the first generation of fluoroquinolone antibiotics, flumequine (FLU) has been detected ubiquitously in surface waters and municipal wastewaters. In light of FLU's possible adverse effects on aquatic species, the removal of this antibiotic has received worldwide attention. In this study, the kinetics, transformation products, mechanisms and… (More)
This paper presents an efficient algorithm for the allocation of computing resources to the problem of Monte Carlo simulation of continuous-time security prices. The asymptotic optimal tradeoff m = c n between increasing n, the number of time intervals and, increasing m, the number of simulations, given a limited budget of computer time, is found for the… (More)
We develop a modified willow tree algorithm for option pricing. Our numerical results show that it approximates the true prices more quickly and precisely than the binomial tree, especially in d-factor models for d = 2, 3, 4, 5. A bound on the theoretical rate of convergence of the modified willow tree algorithm is established.
We present some sufficient and necessary conditions under which some linear (or nonlinear) estimators dominate (are better than) others in the sense of PMC. Its applications in linear regressions are also discussed. Furthermore, we obtain results about the eigenvalues of two matrices, which seem to be hard to be proved through pure matrix theory.
The aim of the current study was to investigate the possible correlation between the C677T methylenetetrahydrofolate reductase (MTHFR) polymorphism and venous thromboembolism (VTE) in a population-based case-control study. Homocysteine (Hcy) was quantified by Abbott IMx immunoassay; screening for C677T MTHFR substitution was performed by polymerase chain… (More)