Least squares estimation for the subcritical Heston model based on continuous time observations

We prove strong consistency and asymptotic normality of least squares estimators for the subcritical Heston model based on continuous time observations. We also present some numerical illustrations of our results.Comment: 22 pages. arXiv admin note: text overlap with arXiv:1310.478

Classical Mechanics of Collinear Positron-Hydrogen Scattering

We study the classical dynamics of the collinear positron-hydrogen scattering system below the three-body breakup threshold. Observing the chaotic behavior of scattering time signals, we in- troduce a code system appropriate to a coarse grained description of the dynamics. And, for the purpose of systematic analysis of the phase space structure, a surface of section is introduced being chosen to match the code system. Partition of the surface of section leads us to a surprising conjec- ture that the topological structure of the phase space of the system is invariant under exchange of the dynamical variables of proton with those of positron. It is also found that there is a finite set of forbidden patterns of symbol sequences. And the shortest periodic orbit is found to be stable, around which invariant tori form an island of stability in the chaotic sea. Finally we discuss a possible quantum manifestation of the classical phase space structure relevant to resonances in scattering cross sections.Comment: 14 pages, 9 figure

Classical dynamics near the triple collision in a three-body Coulomb problem

We investigate the classical motion of three charged particles with both attractive and repulsive interaction.The triple collision is a main source of chaos in such three body Coulomb problems.By employing the McGehee scaling technique, we analyse here for the first time in detail the three-body dynamics near the triple collision in 3 degrees of freedom.We reveal surprisingly simple dynamical patterns in large parts of the chaotic phase space. The underlying degree of order in the form of approximate Markov partitions may help in understanding the global structures observed in quantum spectra of two-electron atoms.Comment: 4 pages, 3 figure