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We obtain explicit representations of locally risk-minimizing strategies of call and put options for the Barndorff-Nielsen and Shephard models, which are Ornstein--Uhlenbeck-type stochastic volatility models. Using Malliavin calculus for Levy processes, Arai and Suzuki (2015) obtained a formula for locally risk-minimizing strategies for Levy markets under many additional conditions. Supposing mild conditions, we make sure that the Barndorff-Nielsen and Shephard models satisfy all the conditions imposed in Arai and Suzuki (2015). Among others, we investigate the Malliavin differentiability of the density of the minimal martingale measure. Moreover, some numerical experiments for locally risk-minimizing strategies are introduced., Comment: 39 pages, 2figures

Nanoporous polysiloxane films were fabricated by plasma polymerization of hexamethyldisiloxane mixed with cyclohexane under different conditions. The pores were generated through the elimination of carbonaceous aggregates (porogen) by annealing at 600 degrees C. Results of spectroscopic ellipsometry, Fourier transform infrared spectroscopy, and positron annihilation lifetime spectroscopy suggest that not only film porosity but also average pore size depends on the amount of the decomposable porogen. The pore size was controllable in a range between 0.6 and 1.0 nm in radius by proper selection of the substrate temperature and precursor composition.

We show that ageing of the silica sol in a closed vessel enhanced the open porosity of calcined mesoporous silica film studied by positron. Positron annihilation lifetime spectroscopy (PALS) based on a pulsed slow positron beam was used to estimate the mesopore size. 2-dimensional PALS (2D-PALS) and ortho-positronium time-of-flight (Ps-TOF) were used to evaluate the open porosity, interconnectivity and tortuosity of mesopores in the silica films. Results revealed that little change in pore size but significant enhancement of open porosity and/or pore interconnectivity occurred in the silica film deposited after the precursor solution aged for a relative longer time.

Positron annihilation lifetime spectra were measured for mesoporous silica films, which were synthesized using triblock copolymer (EO 106 PO 70 EO 106 ) as a structure-directing agent. Different positron lifetime spectra for the deposited and calcined films indicated the formation of meso-structure after calcination, which was confirmed by Fourier transform infrared (FTIR) spectra and field emission-scanning electron microscopy (FE-SEM) observation. Open porosity or pore interconnectivity of a silica film might be evaluated by a two-dimensional positron annihilation lifetime spectrum of an uncapped film. Pore sizes and their distributions in the silica films were found to be affected by thermal treatments.

Packet loss and delay cause degradation in the quality of real-time, interactive applications such as video conferencing. Forward error correction (FEC) schemes have been proposed to make the applications more resilient to packet loss, because the time required to recover the lost packets is shorter than that required to retransmit the lost packets. On the other hand, the codec generally used in real-time applications like MPEG4 has the feature that the sending bit rate and the packet size of the traffic vary significantly according to the motion of an object in a video. If the traditional FEC coding, which is calculated on the basis of a fixed-size block, is applied to such applications, a waste of bandwidth and a delay variation are caused and the quality is degraded. In this paper, we propose suitable FEC schemes for visual communication systems using variable bit-rate (VBR) codec and evaluate the effectiveness of these schemes using our prototype implementation and experimental network.

The work presents the wheeled walking frames that are supporting equipments, to be used by elderly people or handicapped in rehabilitation. Mostly, standard frames have weakness in walking on upward/downward slope. People often need power assistance on upward, and need secure walking support without falling on downward. The purpose of this paper is to develop a speed control assisting unit for wheeled walking frames by using the generalized internal model control (GIMC) with LQ control. By selecting appropriate parameter, the control method has various type of control scheme. Effectiveness of the assisting unit is confirmed by comparative experiments on upward and downward slopes. The result shows that the proposed method is effective on speed control for the assisting unit of wheeled walking frames.

Patients with myxoma normally present with cardiovascular symptoms due to mitral valve obstruction caused by the tumor. However, some cases are difficult to diagnose because the findings of auscultation are normal and there are no cardiovascular symptoms. A 62-year-old man presented at a nearby clinic with a fever. No cardiac murmurs were heard on a physical examination. Abdominal ultrasonography was conducted to evaluate the origin of the fever, and a giant left atrial myxoma was discovered incidentally. Although many myxoma cases are found on transthoracic echocardiography, we herein describe a case of a giant left atrial myxoma incidentally discovered on abdominal ultrasonography.

Thin Hf0.3Al0.7Ox films fabricated by an atomic-layer-deposition technique were characterized using monoenergetic positron beams. From the measurements of the Doppler broadening spectra of annihilation radiation and the lifetime spectra of positrons for 3- and 7-nm-thick HfAlOx films deposited on SiON(0.9 nm)/Si, it was found that positrons in the HfAlOx films annihilate from the trapped state by open spaces that exist intrinsically in their amorphous structure. The line-shape parameter S and the positron lifetime corresponding to the HfAlOx films decreased with increasing oxygen content (0.004–1%) in the annealing atmosphere. This fact was attributed to the shrinkage of the open spaces due to the change in the matrix structure of amorphous HfAlOx. The increase in oxygen content was also found to decrease the transient current of n+-polycrystalline-Si/HfAlOx/SiON/Si. The decrease in the mean size of the open spaces and the resultant hardening of the matrix structure are considered to suppress the dielectric polarization of HfAlOx.

Free volume and density gradient widths of the free surface of high molecular mass polystyrene was characterized by use of a pulsed low-energy positron lifetime beam. A density gradient in terms of mass density (g/cm(3)) versus depth (nm) was obtained from the experimental beam data using a novel approach, yielding a width of the density gradient of approximately 3.5 nm. The procedure accounted for the broadening of the positron implantation probe as a function of energy as well as correcting for the increase in positron implantation depths due to the presence of a lower density at the surface region. Moreover, the spectra in the low implantation energy range were found to contain a long-lived lifetime that yielded very large estimates of the free volume effects at the surface. Accounting for this lifetime in the evaluation procedure, resulted in a much improved agreement with the results of other experimental and theoretical investigations in the literature. (C) 2004 Elsevier Ltd. All rights reserved. (Less)

Density gradient widths at the polymer−vacuum surfaces of poly(methyl methacrylate), styrene-co-acrylonitrile, and styrene-co-maleic anhydride were quantified to 2, 5, and 4 nm, respectively, by use of a pulsed low-energy positron lifetime beam and to approximately 1.5 nm for all three polymers on the basis of theoretical predictions from pressure−volume−temperature (PVT) data, making use of the Cahn−Hilliard theory of inhomogeneous systems in conjunction with the Sanchez−Lacombe lattice fluid theory. Excellent agreement between the two methods was found for the homopolymer, whereas for the copolymers, the former method gave larger density gradient widths, a result attributed to the surface orientation of the less polar polymer segments, which the theoretical predictions did not take into account. As has been previously proposed, the discrepancy between the depth ranges of the surface effects on density and the glass transition temperature (Tg) is suggested to result from a coupling between the dynamics o...

We developed SiOCNH films that act as a barrier to copper (Cu) thermal diffusion by plasma-enhanced chemical vapor deposition (PE-CVD) using hexamethyldisiloxane (HMDSO) and ammonia (NH3) gases. The k value is in the range of 3.87 to 5.48, which is lower than that of PE-CVD silicon nitride (SiN) and slightly larger than that of PE-CVD SiOCH. The leakage current is on the order of 10-9 to 10-10 A/cm2 at 1 MV/cm2, as low as the value of PE-CVD SiN film. The film can prevent Cu thermal diffusion at 450°C for 4 h in N2 ambient. The Cu thermal diffusion depth is less than 10 nm at a NH3 flow rate larger than 50 cc/min. The barrier ability of the SiOCNH film deposited using HMDSO and NH3 gases against Cu thermal diffusion is due to the average pore size being smaller than 0.52 nm, which is slightly larger than that of a CuO molecule, and the film density being larger than 1.83 g/cm3.

In this paper, additive effects of a control method derived by combining the internal model control and LQ control are proposed. Robust stability for parameter perturbation is also discussed from LQ control point of view. Then the proposed method is applied to tracking control for a two-finger robot hand. Effectiveness of the proposed method is confirmed by comparative experiments. The results show that the proposed method is effective on tracking control and improving the disturbance estimation property.

Nanopore structure of silica thin films prepared by magnetron sputtering under various conditions was investigated by spectroscopic ellipsometry and variable-energy positron annihilation. Film overall porosity, evaluated by ellipsometry, was found to decrease, asymptotically to zero, with decreasing argon pressure and film thickness. This result is in qualitative agreement with our oxygen gas permeability data of silica films on polymeric substrate. Positron annihilation showed that nanometer-size pores were present in films prepared at an argon pressure of 1.5 Pa, whereas subnanometer-size pores were present in films prepared at an argon pressure of 0.25 Pa. In both cases, the pore sizes were decreased with decreasing film thickness.

We have developed a silicon oxi-carbide and nitride (SiOCNH) barrier film to protect against copper (Cu) thermal diffusion by plasma-enhanced chemical vapor deposition (PECVD) using hexamethyldisiloxane, nitrous oxide ( N 2 O ) , and ammonia ( NH 3 ) gases. We tried to enhance the Cu barrier property and etching selectivity for low dielectric constant (low-k) film by adding nitrogen (N) into the barrier silicon oxicarbide (SiOCH) film. The film protects against Cu thermal diffusion at 450°C for 4 h in N 2 . The k value is lower than that for PECVD silicon nitride (SiN) and silicon carbide (SiC) films, but is slightly larger than that of PECVD SiOCH film; it is in the range of 4.17 to 5.21. The leakage current is as low as the value of PECVD SiN film; it is in the range of 10 − 9 to 10 − 10 A / cm 2 at 1 MV/cm. This value decreases with increasing NH 3 flow rate. However, Cu thermal diffusion increased with increasing NH 3 flow rate. The diffusion depth is less than 20 nm. The diffusion behavior can be explained by the result that diffusion is controlled by the small pore size, high density, and small compressive stress in SiOCNH film. The average pore size is smaller than 0.49 nm, which is generally smaller than that of SiOCH film deposited using N 2 O gas. The film density is greater than 2.14 g/cm3, which is larger than that of SiOCH film. The etching selectivity to silicon oxide deposited by PECVD using tetraethoxysilane (PECVD tetraethylorthosiloxane, TEOS SiO 2 ) film is ∼15. The dynamic hardness is almost the same as the value of quartz and is 2.0 to 2.5 times larger than the value of PECVD TEOS SiO 2 film. The Young’s modulus was ∼2.0 and 2.5 times larger than the values of quartz and PECVD TEOS SiO 2 film, respectively. The adhesion strength on Cu is the same as that of PECVD SiOCH film and slightly smaller than that of PECVD SiN film. The desorption of ammonium ( NH 3 + ) ions from SiOCNH film, which is known as the cause of poisoned via-holes, is very low. © 2003 The Electrochemical Society. All rights reserved.

Silicon (1 0 0) wafers have been implanted with 1×10 15 He + or Ar + ions/cm 2 and the vacancy (V)–He or –Ar complexes induced have been investigated with positron lifetime and coincidence Doppler broadening measurements using a positron beam. He + ion implantation into Si gives rise to formation of V 2 He complexes, which are transformed into V x He y ( x – y =1) complexes by annealing at 300°C. The amorphous phase induced by Ar irradiation of Si is transformed into a crystalline phase around 700°C. The crystallization accompanies formation of V–Ar complexes with six vacant sites, and these complexes are found to be stable above 800°C. These results have proved that positrons are very useful probes to study the chemical state of vacancy-inert gas atoms complexes.

In complicated coating systems, positrons have shown sensitivity in detecting the early stage of deterioration due to weathering, specially, in probing a specific location or depth of coatings from the surface through interfaces and the bulk. Existing extensive experimental positron data show that positron annihilation signals respond quantitatively to the deterioration process due to weathering. Now it is possible to detect the very early stage of coating deterioration at the atomic and molecular scale by using positrons, typically in days as compared to years by conventional methods. This paper summarizes recent positron studies in polymeric coatings. Correlations between positron data and a variety of chemical, physical and engineering data from ESR, AFM, cross-link density, gloss, and cyclic loading are presented.

The positron annihilation lifetimes by slow positron beam are measured in the thin Fe films, which are grown under the hydrogen pressures 5.0×10 −10 and 4.5×10 −7 Torr, in positron-incident energies 2 and 3 keV. We have suggested experimentally the presence of hydrogen-induced vacancies in thin Fe films.

Positron-annihilation induced Auger-electron spectroscopy (PAES) was used to study the surface of a well-aligned carbon nanotube film grown on a Si substrate. Since the nanotubes are aligned perpendicular to the substrate, the surface analysis of the film provides information on the tip of the nanotube. We compared the Auger spectra obtained by PAES and 3 keV electron-induced AES (EAES) and found that PAES has an extremely high sensitivity to small quantities of impurities such as Cl, N, and O. The result can be explained by the fact that the positrons implanted at low energy (50 eV) have high probabilities of being trapped by the impurities adsorbed at the tip of the nanotubes. Depth-resolved positron lifetime spectroscopy and Doppler-broadening spectroscopy were also carried out to get information on the depth profiles of defects and impurities in the carbon nanotube (CNT) film.

Oxygen-related defects in Separation-by-IMplanted OXygen (SIMOX) wafers and their annealing behavior are studied by variable-energy positron annihilation spectroscopy. After implantation of 180 keV oxygen into Si substrates at a dose of 4×1017 cm−2, two kinds of vacancy-type defects are observed by positrons, i.e. vacancy clusters and vacancy-oxygen complexes. Their sizes are larger than and close to V6, respectively. According to the annealing behavior of the vacancy cluster, there are three annealing stages. A detailed discussion of the annealing behavior of the two defects is presented.

Some properties of a limiting solution derived from a standard LQ regulator problem are discussed in the case where the input weighting matrix tends to zero, for a discrete time system. The explicit limiting solution is given in some literature. It is shown that the limiting solution is closely connected with a disturbance decoupling problem. Moreover it is pointed out that the limiting feedback gain with the help of feedforward gain constructs the decoupled system with the maximum number of blocks.

AgPb 6 CO 9 crystal has been simulated by means of molecular dynamics calculational method. A new simple interatomics potential model for this crystal was developed so that the crystal structure re...

Phase diagrams of theoretical models for CuO 2 plane and CuO chains are presented by using a two-band model. Field-induced superconductivity Two-band model High-Tc superconductivity

Recently, K.Ch.Chatzisavvas et al. have proposed the one- and two-qubit device by means of Josephson junction. In this work, we extend their work to realize the three-qubit device, and construct explicitly the CCNOT gate of the three-qubit device.

The transfer matrices of AgO 2 plane and Ag 2 O 6 chain are estimated by using the restricted open-shell B3LYP method. For AgO 2 plane, the charge transfer energy Δ between two sites is compared with that of CuO 2 plane. For Ag 2 O 6 chain, the band structures are estimated by changing value of A, and the conductivity of this chain is discussed in relation to the superconductivity from the analysis of band structures.

In this paper, we will describe a new low cost solder bumping technology for use on wafers. The wafer IMS (injection molded solder) process can form fine pitch solder bumps on wafers, while offering greater solder alloy flexibility. This method is also applicable to form uniform solder bump heights when a wafer has different size and shape of I/O pads. The wafer IMS bumping process uses a solder injection head that melts the desired bulk solder alloy composition and then dispenses the molten solder into resist material cavities on wafers within a nitrogen environment. The injected molten solder contacts and wets to the metal pads without flux, thus forming intermetallic compounds at the solder/pad interface. After stripping the resist material, solder bumps exhibit straight side walls and round tops as the solders have solidified inside the cavities of this resist film. This particular geometry is unique and offers a ready-for-substrate bonding condition without an additional reflow step. In the case of using Cu pillars, one resist material is used for both Cu electroplating and molten solder injection. After patterning the resist material, the Cu pillars are electroplated to the desired height, and the remaining cavities of resist material are filled by the injection of molten solder. The final bump height is defined by the thickness of the resist material. Therefore, any non-uniformity of Cu pillar height across a wafer is masked by the final solder bump uniformity. A prototype tool for wafer IMS bumping technology has been developed and solder bumping has successfully been demonstrated with Sn-3.0Ag-0.5Cu solder on 200mm wafers. The test wafer employed interconnects pads of four different diameters and three different shapes. Other solder compositions have also been tried successfully.

EUV, X-ray and EB mainly induce ionization in resist materials and its energy deposition process is different from ArF exposure. Linear energy transfer (LET) effect for resist sensitivity is very important issue from the viewpoint of radiation induced chemical reactions for high-volume nanofabrication. Therefore the knowledgebase of radiation chemistry is required for understanding the resist performances for EUV lithography. In order to acquire the knowledge of resist materials for EUV / EB lithography from a viewpoint of the free-volume, the positron annihilation lifetime spectroscopy was carried out using positron probe microanalyzer (PPMA) installed at AIST. The size of free-volume can be evaluated from the lifetime of ortho-Positronium (o-Ps). The lifetime and intensity of o-Ps in EB-exposed positive-tone non-chemically amplified (non-CA, ZEP) and CA (UV-III) EUV / EB resists were observed. Moreover, to evaluate the relationship between line edge roughness (LER) and free-volume, EB lithography was carried out, and then sensitivities (E0 and Esize) and LER were measured. For both non-CA and CA resist materials, the changes of free-volume due to evaporation of outgas, polarity change or chain scission would hardly influence on their LER and resolution.

The positron re-emission microscope (PRM) [1,2] images positrons that are re-emitted from surface after thermalization and diffusion of positrons implanted into material. By using PRM, it is able to nondestructively observe spatial distribution of vacancy-type defects at atomic levels below the detection limits of electron microscopy. Compared with scanning positron microscopy, PRM potentially has better lateral resolution with faster imaging time by more than one order of magnitude. However, in the previous studies of PRM [1-3], a long imaging time (more than 8 hours) was needed to acquire one image because radioisotope (RI) was used as a positron source. For practical use, a substantial reduction of the imaging time is required.

Nagayasu Oshima1,∗, Yasuhiro Kamada2, Hideo Watanabe3, Atsushi Kinomura1,†, and Ryoichi Suzuki1 1Research Institute of Instrumentation Frontier (RIIF), National Institute of Advanced Industrial Science and Technology (AIST), Tsukuba, Ibaraki 305–8568, Japan 2NDE and Science Research Center, Faculty of Engineering, Iwate University, 4–3–5 Ueda, Morioka 020–8551, Japan 3Research Institute for Applied Mechanics, Kyushu University, Kasuga 816–8580, Japan †Present address: Research Reactor Institute, Kyoto University, Kumatori-cho, Osaka 590–0494, Japan

A new slow positron beamline with two measurement ports has been installed at AIST. Positrons are generated using the 70 MeV AIST LINAC and are guided to the measurement ports using a solenoid magnetic field. Both beam ports are arranged vertically with the positron beam incident on the sample from above and samples loaded horizontally. Port No. 1 is designed for positron annihilation lifetime spectroscopy (PALS) and Doppler broadening of annihilation radiation (DBAR) measurements with a ∼10 mm diameter positron beam. The beamline on port No. 2 contains a transmission type remoderator for a brightness enhanced positron microbeam, similar to the existing positron probe microanalyzer (PPMA) at AIST.

The depth distributions of oxygen-related defects in separation-by-implanted oxygen wafers were determined from measurements of Doppler broadening spectra of the annihilation radiation. Vacany–oxygen complexes were introduced by implanting 180-keV oxygen at (2–6)×1017 cm−2 into Si substrates. Their sizes decreased below the subsurface region (

To assess the unique properties of low-temperature (LT) grown Si on which high-quality SiGe pseudo-substrates were obtained, positron annihilation spectroscopy (PAS) measurements were done for Si layers deposited at growth temperatures between 200°C and 700°C by molecular beam epitaxy before and after annealing between 400°C and 700°C. PAS showed, for the first time, that LT-Si possessed extremely large vacancy clusters with very high-density (open space greater than 10 atoms, ⩾1018 cm−3). Since these vacancy clusters are considered to weaken the mechanical strength of the thin LT-Si layer, the formation process of high-quality SiGe pseudo-substrate on LT-Si was understood by using a model of a strained compliant substrate/epitaxial film system.

Effects of the Cu2–xSe surface phase, the post-growth air-annealing and the Na incorporation on the growth and properties of CuInSe2 films have been systematically investigated by various defect-sensitive characterization techniques such as low temperature photoluminescence and positron annihilation. The presence of the Cu–Se surface phase, the post-growth air-annealing and the Na incorporation all provided significant changes in photoluminescence spectra. Decrease in positron lifetime and reduction of twin density were found to occur simultaneously, along with the changes in photoluminescence spectra. Change in photoluminescence spectra and the corresponding decrease in positron lifetime indicate the annihilation of Se-vacancies; the control of Se-vacancy is a key issue to be addressed for improving the electrical, optical and structural properties of CuInSe2 films.

Vacancy-type defects introduced by the carburization of Si were studied by means of monoenergetic positron beams. Doppler broadening spectra of the annihilation radiation were measured for Si substrates with carbon films at temperatures between 298 and 1473 K. The line-shape parameter S, which corresponds to the annihilation of positrons near the interface between the carbon film and the Si substrate, started to increase above 1173 K. This was attributed to the trapping of positrons by vacancy-type defects introduced by carburization. The major species of the defects detected by positron annihilation was identified to be vacancy clusters in the Si substrate.

Hyperventilation with dry air increases airway surface fluid (ASF) osmolality and causes acute mucosal injury, leukocyte infiltration, and delayed airway obstruction and hyperreactivity in canine peripheral airways. The purpose of this study was to determine whether ASF hypertonicity per se can account for these hyperventilation-associated effects. We first measured ASF osmolality before and after normal (NSC) and hypertonic (HSC) saline aerosol challenges to document the magnitude of hypertonicity produced by these stimuli. We then measured canine peripheral airway resistance and reactivity to hypocapnia and aerosolized histamine before and after NSC and HSC. Cells and eicosanoid mediators recovered in bronchoalveolar lavage fluid at 5 and 24 h after NSC and HSC were examined. We found that HSC but not NSC caused acute ASF hyperosmolality, increased mediator release, and delayed airway hyperreactivity in the absence of mucosal injury and leukocyte infiltration. These observations suggest that ASF hyperosmolality contributes to the development of the late-phase response to hyperventilation and further suggest that hyperventilation-induced mucosal injury independently initiates leukocyte infiltration and late-phase airway obstruction.

Depth distributions and species of defects were determined from measurements of Doppler broadening spectra of annihilation radiation and lifetime spectra of positrons for 6H-SiC implanted with 200 keV P+ at a dose of 1×1015 cm−2. The annealing behavior of an amorphous layer was divided into four stages. Stages I (100–500 °C) and II (500–1100 °C) were identified as the relaxation of amorphous networks and the agglomeration of open spaces owing to rearrangements of atoms, respectively. In states III (1100–1500 °C) and IV (1500–1700 °C), corresponding to the recrystallization of the amorphous layer, the mean size of the open volume of defects decreased with increasing annealing temperature; these defects were identified as open spaces adjacent to extended defects. Vacancy-type defects were found in the subsurface region (

The depth distributions and species of defects in Si on insulator (SOI) fabricated by low-dose oxygen implantation were determined from measurements of Doppler broadening spectra of the annihilation radiation and lifetime spectra of positrons. The temperature range for the annealing of the defects in the subsurface region (

An intense positron microbeam was formed using an electron linear accelerator. The beam is pulsed to apply positron lifetime spectroscopy to very small samples and to obtain positron lifetime images by scanning it. Positron lifetimes are measured with time resolution of 3 s −1 which is 10 times higher than that achieved by the radioisotope based microbeam.

MeV implantation of gold ions into MgO(100) followed by annealing is a method to form gold nanoparticles for obtaining modified optical properties. We show from variable-energy positron spectroscopy that clusters of 2 Mg and 2 O vacancies (v{sub 4}) are attached to the gold nanoparticle surfaces within the projected range (R{sub p}) . We also find that v{sub 4} vacancy clusters are created at depths less than R{sub p} , and extend into the region greater than R{sub p} due to damage induced by knock-on collisions. (c) 1999 The American Physical Society.