The presented work investigates planar and axial channeling effects in ion-surface collisions. Therefore, energy loss and charge state distributions depending on the crystalline surface direction are recorded and analyzed. Several additional scattering parameters, like the primary energy, the outgoing charge state, the scattering angle, and the angle of incidence are varied. Multi-peak structures in the energy spectra are observed under axial channeling conditions and attributed to different trajectory classes. Using combined trajectory and inelastic energy loss calculations we are able to unambiguously assign the different peaks in the energy spectra to the different types of trajectories found in the calculations. By this, we investigate the electronic density corrugation at different metal surfaces. Die vorliegende Arbeit untersucht den Einfluß von axialem und planarem Channeling auf den Energieverlust von oberflächengestreuten Ionen. Es werden Energieverlustspektren und Ladungsverteilungen in Abhängigkeit der Parameter Primärenergie, gestreuter Ladungszustand, Streuwinkel, Einfallswinkel und der azimuthalen Ausrichtung der Oberfläche gemessen. Im Fall von axialem Channeling beobachten wir in den Energiespektren eine Multi-Peak Struktur. Diese läßt sich auf unterschiedliche Teilchentrajektorien zurückführen. Zusammen mit theoretischen Berechnungen des inelastischen Energieverlustes kann eine eindeutige Zuordnung zwischen dem gemessenen Energieverlust und der dazugehörigen Trajektorienart gemacht werden. Diese Technik erlaubt es uns, die elektronische Dichtekorrugation an Oberflächen zu studieren.

Dans ce travail de thèse le processus d'information concernant un instant de défaut τ dans un modèle de risque de crédit est décrit par un pont brownien sur l'intervalle stochastique [0, τ]. Un tel processus de pont est caractérisé comme plus adapté dans la modélisation que le modèle classique considérant l'indicatrice I[0,τ]. Après l'étude des formules de Bayes associées, cette approche de modélisation de l'information concernant le temps de défaut est reliée avec d'autres informations sur le marché financier. Ceci est fait à l'aide de la théorie du grossissement de filtration, où la filtration générée par le processus d'information est élargie par la filtration de référence décrivant d'autres informations n'étant pas directement liées avec le défaut. Une attention particulière est consacrée à la classification du temps de défaut par rapport à la filtration minimale mais également à la filtration élargie. Des conditions suffisantes, sous lesquelles τ est totalement inaccessible, sont discutées, mais également un exemple est donné dans lequel τ évite les temps d'arrêt, est totalement inaccessible par rapport à la filtration minimale et prévisible par rapport à la filtration élargie. Enfin, des contrats financiers comme, par exemple, des obligations privée et des crédits default swaps, sont étudiés dans le contexte décrit ci-dessus. / In this PhD thesis the information process concerning a default time τ in a credit risk model is described by a Brownian bridge over the random time interval [0, τ]. Such a bridge process is characterised as to be a more adapted model than the classical one considering the indicator function I[0,τ]. After the study of related Bayes formulas, this approach of modelling information concerning the default time is related with other financial information. This is done with the help of the theory of enlargement of filtration, where the filtration generated by the information process is enlarged with a reference filtration modelling other information not directly associated with the default. A particular attention is paid to the classification of the default time with respect to the minimal filtration but also with respect to the enlarged filtration. Sufficient conditions under which τ is totally inaccessible are discussed, but also an example is given of a τ avoiding the stopping times of the reference filtration, which is totally inaccessible with respect to its own filtration and predictable with respect to the enlarged filtration. Finally, common financial contracts like defaultable bonds and credit default swaps are considered in the above described settings.

This dissertation is an analysis of the segmental phonology of the Shangani language as spoken in the South Eastern parts of Zimbabwe. It starts by presenting the language situation in Zimbabwe and comparing the language’s status in Zimbabwe with that of its sister varieties in South Africa where it is referred to as Tsonga and in Mozambique where it is referred to as XiChangana or Changana. The dissertation is based on data collected from the speakers of Shangani using a variety of research techniques. The dissertation identifies and characterizes the language’s distinctive phonemes using the minimal pair and set tests. It presents the language’s consonants, which include aspirated, breathy-voiced, pre-nasalized, labialized and palatalized consonants. It shows that in Shangani, voiceless consonants cannot be pre-nasalized and that there is an incompatibility between that labio-velar glide /w/ and most labial consonants excpt /m/. The phonemes are analysed using Chomsky and Halle’s (1968) distinctive feature theory. The study uses Clements and Keyser’s (1983) CV phonology of the syllable structure to analyse the language’s syllable structure. The language’s canonical syllable structure is CV. It is also shown that consonant clusters are gaining their way into the language through borrowing from English, Afrikaans and other languages that have consonant clusters in their inventories. Onsetless Vs are marginally attested word-initially. In agent nouns, VV sequences are in most cases retained. These sequences are not analysed as diphthongs since they occupy different V slots on the syllable tier. The second vowel in the sequence is the onsetless syllable. Affricates, NCs, Cws and Cjs are presented as unitary segments that occupy a single C slot of the CV tier. Phonological processes that are attested in the language are also presented. Secondary articulation, vowel deletion, feature spreading, vowel coalescence and nasalization are shown to be the most common phonological process in the language. Since Shangani has the CV syllable typology, most of the phonological processes are there to resolve hiatus that would have been induced by suffixation of vowel commencing stems or suffixes to vowel final prefixes or stems. The notion of domains is shown to be a diagnostic tool for identifying a process in a hiatus situation. The study shows that vowel deletion is the least preferred strategy when secondary articulation, feature spreading, vowel coalescence have been blocked by some constraints like syllable structure processes or the language’s phonotactics / African Languages / D. Litt. et Phil. (African Languages)

本論文共一冊，分八章八節。 內容：本論文所擬探討之對象為多變量統計分配函數模擬（Simulation）之最佳停止 法則問題（Optimal Stopping Rule Problem ），此類問題之目的在於如何利用盡量 小的樣本數之觀察值來求得未知母數（Unknoron Parameter）的信區間（域）（Co－ nfidence interval ）（Confidence Region），而此信賴區間（域）之寬度（Width ）及包含機率（Coverage Probability）均已事先指定。 以往研究對象多傴限於單變量統計分配函數，而多變量統計分配函數模擬之最佳停止 法則問題，仍尚在研究階段，因此本論文之重點乃在於探討如何求得滿足最佳停止法 則之最小樣本數。在此以多變量常態分配函數為重心，並進而嗜試推廣至其他多數量 統計分配函數。

This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on. The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. the price of a financial asset, is represented by a stochastic process which has continuous sample paths except for the possibility of a sudden drop to zero. In Paper I prices of European-type options in this model are studied together with the partial integro-differential equation that characterizes the price. In Paper II the price of a perpetual American put option in the same model is found in terms of explicit formulas. Both papers also study the parameter monotonicity and convexity properties of the option prices. The third and fourth articles both deal with valuation problems in a jump-diffusion model. Paper III concerns the optimal level at which to exercise an American put option with finite time horizon. More specifically, the integral equation that characterizes the optimal boundary is studied. In Paper IV we consider a stochastic game between two players and determine the optimal value and exercise strategy using an iterative technique. Paper V employs a similar iterative method to solve the statistical problem of determining the unknown drift of a stochastic process, where not only running time but also each observation of the process is costly.

Résumé Dans la présente thèse, nous avons étudié la déformation anisotrope par bombardement ionique de nanoparticules d'or intégrées dans une matrice de silice amorphe ou d'arséniure d’aluminium cristallin. On s’est intéressé à la compréhension du mécanisme responsable de cette déformation pour lever toute ambigüité quant à l’explication de ce phénomène et pour avoir une interprétation consistante et unique. Un procédé hybride combinant la pulvérisation et le dépôt chimique en phase vapeur assisté par plasma a été utilisé pour la fabrication de couches nanocomposites Au/SiO2 sur des substrats de silice fondue. Des structures à couches simples et multiples ont été obtenues. Le chauffage pendant ou après le dépôt active l’agglomération des atomes d’Au et par conséquent favorise la croissance des nanoparticules. Les nanocomposites Au/AlAs ont été obtenus par implantation ionique de couches d’AlAs suivie de recuit thermique rapide. Les échantillons des deux nanocomposites refroidis avec de l’azote liquide ont été irradiés avec des faisceaux de Cu, de Si, d’Au ou d’In d’énergie allant de 2 à 40 MeV, aux fluences s'étendant de 1×1013 à 4×1015 ions/cm2, en utilisant le Tandem ou le Tandetron. Les propriétés structurales et morphologiques du nanocomposite Au/SiO2 sont extraites en utilisant des techniques optiques car la fréquence et la largeur de la résonance plasmon de surface dépendent de la forme et de la taille des nanoparticules, de leur concentration et de la distance qui les séparent ainsi que des propriétés diélectriques du matériau dans lequel les particules sont intégrées. La cristallinité de l’arséniure d’aluminium est étudiée par deux techniques: spectroscopie Raman et spectrométrie de rétrodiffusion Rutherford en mode canalisation (RBS/canalisation). La quantité d’Au dans les couches nanocomposites est déduite des résultats RBS. La distribution de taille et l’étude de la transformation de forme des nanoparticules métalliques dans les deux nanocomposites sont déterminées par microscopie électronique en transmission. Les résultats obtenus dans le cadre de ce travail ont fait l’objet de trois articles de revue. La première publication montre la possibilité de manipuler la position spectrale et la largeur de la bande d’absorption des nanoparticules d’or dans les nanocomposites Au/SiO2 en modifiant leur structure (forme, taille et distance entre particules). Les nanoparticules d’Au obtenues sont presque sphériques. La bande d’absorption plasmon de surface (PS) correspondante aux particules distantes est située à 520 nm. Lorsque la distance entre les particules est réduite, l’interaction dipolaire augmente ce qui élargit la bande de PS et la déplace vers le rouge (602 nm). Après irradiation ionique, les nanoparticules sphériques se transforment en ellipsoïdes alignés suivant la direction du faisceau. La bande d’absorption se divise en deux bandes : transversale et longitudinale. La bande correspondante au petit axe (transversale) est décalée vers le bleu et celle correspondante au grand axe (longitudinale) est décalée vers le rouge indiquant l’élongation des particules d’Au dans la direction du faisceau. Le deuxième article est consacré au rôle crucial de la déformation plastique de la matrice et à l’importance de la mobilité des atomes métalliques dans la déformation anisotrope des nanoparticules d’Au dans les nanocomposites Au/SiO2. Nos mesures montrent qu'une valeur seuil de 2 keV/nm (dans le pouvoir d'arrêt électronique) est nécessaire pour la déformation des nanoparticules d'or. Cette valeur est proche de celle requise pour la déformation de la silice. La mobilité des atomes d’Au lors du passage d’ions est confirmée par le calcul de la température dans les traces ioniques. Le troisième papier traite la tentative de formation et de déformation des nanoparticules d’Au dans une matrice d’arséniure d’aluminium cristallin connue pour sa haute résistance à l’amorphisation et à la déformation sous bombardement ionique. Le résultat principal de ce dernier article confirme le rôle essentiel de la matrice. Il s'avère que la déformation anisotrope du matériau environnant est indispensable pour la déformation des nanoparticules d’or. Les résultats expérimentaux mentionnés ci-haut et les calculs de températures dans les traces ioniques nous ont permis de proposer le scénario de déformation anisotrope des nanoparticules d’Au dans le nanocomposite Au/SiO2 suivant: - Chaque ion traversant la silice fait fondre brièvement un cylindre étroit autour de sa trajectoire formant ainsi une trace latente. Ceci a été confirmé par la valeur seuil du pouvoir d’arrêt électronique. - L’effet cumulatif des impacts de plusieurs ions conduit à la croissance anisotrope de la silice qui se contracte dans la direction du faisceau et s’allonge dans la direction perpendiculaire. Le modèle de chevauchement des traces ioniques (overlap en anglais) a été utilisé pour valider ce phénomène. - La déformation de la silice génère des contraintes qui agissent sur les nanoparticules dans les plans perpendiculaires à la trajectoire de l’ion. Afin d’accommoder ces contraintes les nanoparticules d’Au se déforment dans la direction du faisceau. - La déformation de l’or se produit lorsqu’il est traversé par un ion induisant la fusion d’un cylindre autour de sa trajectoire. La mobilité des atomes d’or a été confirmée par le calcul de la température équivalente à l’énergie déposée dans le matériau par les ions incidents. Le scénario ci-haut est compatible avec nos données expérimentales obtenues dans le cas du nanocomposite Au/SiO2. Il est appuyé par le fait que les nanoparticules d’Au ne se déforment pas lorsqu’elles sont intégrées dans l’AlAs résistant à la déformation. / Abstract In the present thesis, we study the anisotropic deformation of gold nanoparticles embedded in amorphous silica or crystalline aluminum arsenide, under ion bombardment. We try to comprehend the mechanism responsible for this deformation and to remove any ambiguity related to the explanation of this phenomenon. A hybrid process combining sputtering and plasma enhanced chemical vapour deposition was used to fabricate Au/SiO2 layers on fused silica substrates. Structures with single and multilayer were obtained. Heating during or after deposition activates the Au atom agglomeration and favours the growth of the nanoparticles. Also, a Au/AlAs nanocomposite was obtained by ion implantation of AlAs films, followed by rapid thermal annealing. The samples of the two nanocomposites, cooled with liquid nitrogen, were irradiated with 2 to 40 MeV Cu, Si, Au or In ion beams, at fluences ranging from 1×1013 to 4×1015 ions/cm2, using a Tandem or Tandetron accelerator. The structural and morphological properties of the Au/SiO2 nanocomposite were extracted by optical means; the frequency and the width of surface plasmon resonance band depend on the nanoparticle shape and size, their concentration, the inter-particle distance and the dielectric properties of material in which the particles are embedded. The aluminum arsenide crystallinity was studied by two techniques: Raman spectroscopy and Rutherford backscattering spectrometry in channelling configuration (RBS/ channelling). The Au concentration in the nanocomposite layers was deducted from RBS results. The size distribution and metallic nanoparticles shape transformation in both nanocomposites were observed by electronic transmission microscopy. The results obtained within the framework of this work are the subject of three journal papers. The first publication shows the possibility of manipulating the width and spectral position of the gold nanoparticle absorption band in Au/SiO2 nanocomposites by modifying their structure (form, size and inter-particle distance). The obtained Au nanoparticles are nearly spherical. The surface plasmon (PS) absorption band corresponding to the distant particles is located at 520 nm. After ion irradiation, the spherical nanoparticles transform into ellipsoids aligned along the ion beam. The absorption band splits into two bands: transversal and longitudinal. The band corresponding to the ellipsoids small axis (transversal) is blue-shifted and that corresponding to the long axis (longitudinal) is red-shifted indicating the elongation of particles in the beam direction. The second paper is consecrated to the crucial role of the plastic deformation of the matrix and to the importance of the metal atomic mobility in the anisotropic nanoparticles deformation in Au/SiO2 nanocomposites. Our measurements show that a threshold value of 2 keV/nm (electronic stopping power) is necessary for the deformation of Au nanoparticles. This value is close to that required for silica deformation. Mobility of the Au atoms at the time of the ion passage is confirmed by temperature calculation within the ionic track. The third paper treats the attempt of formation and deformation of Au nanoparticles in crystalline aluminum arsenide matrix known by its high resistance to amorphisation and deformation under ionic bombardment. The principal result of the last article confirms the essential role of the matrix. It proves that the anisotropic deformation of surrounding material is indispensable for gold nanoparticles deformation. The experimental results mentioned above and temperature calculations within ionic tracks allowed us to propose the following anisotropic deformation scenario of Au nanoparticles embedded in Au/SiO2 nanocomposite: - Each ion crossing the silica melts (very briefly) a narrow cylinder around its trajectory forming thus a latent track. This is consistent with the observed threshold value in the electronic stopping power. - The cumulative effect of many separate ion impacts leads to the anisotropic growth of the silica matrix which contracts in the direction of the beam and elongates in the perpendicular direction. The overlap model of the ionic tracks was used to validate this phenomenon. - The deformation of silica generates strains which act on the nanoparticles in the plane perpendicular to the ion trajectory. In order to accommodate these strains, the Au nanoparticles deform in the beam direction. - The deformation of nanoparticles occurs each time an ion traverses the gold particle and melts a cylinder around its trajectory. The mobility of the gold atoms was confirmed by a calculation of the equivalent temperature from the deposited energy in the material by incident ions. The scenario above is compatible with our experimental data obtained in the case of the Au/SiO2 nanocomposite. It is further supported by the fact that the Au nanoparticules do not deform when they are integrated in AlAs which is resistant to the deformation.

This dissertation is an analysis of the segmental phonology of the Shangani language as spoken in the South Eastern parts of Zimbabwe. It starts by presenting the language situation in Zimbabwe and comparing the language’s status in Zimbabwe with that of its sister varieties in South Africa where it is referred to as Tsonga and in Mozambique where it is referred to as XiChangana or Changana. The dissertation is based on data collected from the speakers of Shangani using a variety of research techniques. The dissertation identifies and characterizes the language’s distinctive phonemes using the minimal pair and set tests. It presents the language’s consonants, which include aspirated, breathy-voiced, pre-nasalized, labialized and palatalized consonants. It shows that in Shangani, voiceless consonants cannot be pre-nasalized and that there is an incompatibility between that labio-velar glide /w/ and most labial consonants excpt /m/. The phonemes are analysed using Chomsky and Halle’s (1968) distinctive feature theory. The study uses Clements and Keyser’s (1983) CV phonology of the syllable structure to analyse the language’s syllable structure. The language’s canonical syllable structure is CV. It is also shown that consonant clusters are gaining their way into the language through borrowing from English, Afrikaans and other languages that have consonant clusters in their inventories. Onsetless Vs are marginally attested word-initially. In agent nouns, VV sequences are in most cases retained. These sequences are not analysed as diphthongs since they occupy different V slots on the syllable tier. The second vowel in the sequence is the onsetless syllable. Affricates, NCs, Cws and Cjs are presented as unitary segments that occupy a single C slot of the CV tier. Phonological processes that are attested in the language are also presented. Secondary articulation, vowel deletion, feature spreading, vowel coalescence and nasalization are shown to be the most common phonological process in the language. Since Shangani has the CV syllable typology, most of the phonological processes are there to resolve hiatus that would have been induced by suffixation of vowel commencing stems or suffixes to vowel final prefixes or stems. The notion of domains is shown to be a diagnostic tool for identifying a process in a hiatus situation. The study shows that vowel deletion is the least preferred strategy when secondary articulation, feature spreading, vowel coalescence have been blocked by some constraints like syllable structure processes or the language’s phonotactics / African Languages / D. Litt. et Phil. (African Languages)

Neste trabalho consideramos três tópicos principais. Nos dois primeiros generalizamos alguns dos resultados clássicos da Teoria da Confiabilidade na otimização dos procedimentos de burn-in e de políticas de garantia, respectivamente, sob o modelo de tempo de vida geral, quando um sistema coerente é observado ao nível de seus componentes, e estendemos os conceitos de intensidade de falha na forma de banheira e do modelo de falha geral através da definiçâo de processos progressivamente mensuráveis sob a pré-t-história completa dos componentes do sistema. Uma regra de parada monótona é usada na metodologia de otimizaçâo proposta. No terceiro tópico modelamos os custos de garantia descontados por reparo mínimo de um sistema coerente ao nível de seus componentes, propomos o estimador martingal do custo esperado para um período de garantia fixado e provamos as suas propriedades assintóticas mediante o Teorema do Limite Central para Martingais. / In this work we consider three main topics. In the first two, we generalize some classical results on Reliability Theory related to the optimization in burn-in procedures and warranty policies, using the general lifetime model of a coherent system observed on the component level and extending the definitions of bathtub shaped failure rate and general failure model to progressively measurable processes under the complete pre-t-history. A monotone stopping rule is applied within the proposed methodology. In the third topic, we define the discounted warranty cost process for a coherent system minimally repaired on the component level and we propose a martingale estimator to the expected warranty cost for a fixed period and setting its asymptotic properties by means of Martingale Central Limit Theorem.

In dieser Arbeit wird eine, zeitabhängige, nicht störungstheoretische numerische Methode entwickelt, welche Ionisation und Anregung von Atomen oder Molekülen in Stößen mit entweder PB oder P beschreibt und auf der impact-parameter Methode basiert. Es wird eine spektrale close-coupling Methode verwendet, um die zeitabhängige Schrödinger-Gleichung zu lösen, in welcher die Wellenfunktion in (effektive) Ein- oder Zwei-Elektronen-Eigenzustände des Targets entwickelt wird. Dies beinhaltet auch eine erstmalige volle Zwei-Elektronen-Beschreibung von H2 in PB-Stößen. Rechnungen werden für PB-Stöße mit H, H2+ und H2 sowie He und den Alkaliatomen Li, Na, K und Rb durchgeführt. Daten für P-Stöße werden für H2 und die Alkaliatomen Li, Na und K erzielt. Die Methode wird durch einen detaillierten Vergleich der erhaltenen Ergebnisse für P-Stöße und für PB + He mit Literaturdaten verifiziert. Andererseits ergänzen die totalen und differentiellen Wirkungsquerschnitte für Ionisation und Anregung der Targets in PB-Stößen die spärliche Literatur. Sowohl die Resultate für verschiedene Targets als auch für PB- und P-Stöße werden miteinander verglichen. Ein Schwerpunkt dieser Arbeit liegt auf der Untersuchung von PB + H2, welche die Abhängigkeit der Wirkungsquerschnitte vom Kernabstand und von der relativen Ausrichtung der molekularen Achse beinhaltet. Weiterhin werden Ergebnisse mit Ein-Elektronen-Modellpotentialen erzielt und mit der vollen Zwei-Elektronen-Beschreibung von H2 verglichen. Außerdem werden Energieverluste in PB-Stößen bestimmt. / In this work a nonperturbative, time-dependent numerical approach is developed which describes ionization and excitation of atoms or molecules by either PB or P impact based on the impact-parameter method. A spectral close-coupling method is employed for solving the time-dependent Schrödinger equation in which the scattering wave function is expanded in (effective) one- or two-electron eigenstates of the target. This includes for the first time a full two-electron, two-center description of the H2 molecule in PB collisions. The radial part of the one-electron eigenstates is expanded in B splines while the two-electron basis is obtained with a configuration-interaction approach. Calculations are performed for PB collisions with H, H2+, and H2 as well as with He and alkali-metal atoms Li, Na, K, and Rb. Additionally, data are obtained for P collisions with H2, Li, Na, and K. The developed method is tested and validated by detailed comparison of the present findings for P impacts and for PB + He collisions with literature data. On the other hand, total and differential cross sections for ionization and excitation of the targets by PB impact complement the sparse literature data of this kind. Results gained from different targets as well as from PB and P impact are compared with each other and assessed. Furthermore, results obtained with one-electron model potentials are compared to the full two-electron description of H2. Finally, stopping powers for PB impacts are determined.

Neste trabalho consideramos três tópicos principais. Nos dois primeiros generalizamos alguns dos resultados clássicos da Teoria da Confiabilidade na otimização dos procedimentos de burn-in e de políticas de garantia, respectivamente, sob o modelo de tempo de vida geral, quando um sistema coerente é observado ao nível de seus componentes, e estendemos os conceitos de intensidade de falha na forma de banheira e do modelo de falha geral através da definiçâo de processos progressivamente mensuráveis sob a pré-t-história completa dos componentes do sistema. Uma regra de parada monótona é usada na metodologia de otimizaçâo proposta. No terceiro tópico modelamos os custos de garantia descontados por reparo mínimo de um sistema coerente ao nível de seus componentes, propomos o estimador martingal do custo esperado para um período de garantia fixado e provamos as suas propriedades assintóticas mediante o Teorema do Limite Central para Martingais. / In this work we consider three main topics. In the first two, we generalize some classical results on Reliability Theory related to the optimization in burn-in procedures and warranty policies, using the general lifetime model of a coherent system observed on the component level and extending the definitions of bathtub shaped failure rate and general failure model to progressively measurable processes under the complete pre-t-history. A monotone stopping rule is applied within the proposed methodology. In the third topic, we define the discounted warranty cost process for a coherent system minimally repaired on the component level and we propose a martingale estimator to the expected warranty cost for a fixed period and setting its asymptotic properties by means of Martingale Central Limit Theorem.