10 resultados para jump diffusion

em Helda - Digital Repository of University of Helsinki


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Transfer from aluminum to copper metallization and decreasing feature size of integrated circuit devices generated a need for new diffusion barrier process. Copper metallization comprised entirely new process flow with new materials such as low-k insulators and etch stoppers, which made the diffusion barrier integration demanding. Atomic Layer Deposition technique was seen as one of the most promising techniques to deposit copper diffusion barrier for future devices. Atomic Layer Deposition technique was utilized to deposit titanium nitride, tungsten nitride, and tungsten nitride carbide diffusion barriers. Titanium nitride was deposited with a conventional process, and also with new in situ reduction process where titanium metal was used as a reducing agent. Tungsten nitride was deposited with a well-known process from tungsten hexafluoride and ammonia, but tungsten nitride carbide as a new material required a new process chemistry. In addition to material properties, the process integration for the copper metallization was studied making compatibility experiments on different surface materials. Based on these studies, titanium nitride and tungsten nitride processes were found to be incompatible with copper metal. However, tungsten nitride carbide film was compatible with copper and exhibited the most promising properties to be integrated for the copper metallization scheme. The process scale-up on 300 mm wafer comprised extensive film uniformity studies, which improved understanding of non-uniformity sources of the ALD growth and the process-specific requirements for the ALD reactor design. Based on these studies, it was discovered that the TiN process from titanium tetrachloride and ammonia required the reactor design of perpendicular flow for successful scale-up. The copper metallization scheme also includes process steps of the copper oxide reduction prior to the barrier deposition and the copper seed deposition prior to the copper metal deposition. Easy and simple copper oxide reduction process was developed, where the substrate was exposed gaseous reducing agent under vacuum and at elevated temperature. Because the reduction was observed efficient enough to reduce thick copper oxide film, the process was considered also as an alternative method to make the copper seed film via copper oxide reduction.

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Frictions are factors that hinder trading of securities in financial markets. Typical frictions include limited market depth, transaction costs, lack of infinite divisibility of securities, and taxes. Conventional models used in mathematical finance often gloss over these issues, which affect almost all financial markets, by arguing that the impact of frictions is negligible and, consequently, the frictionless models are valid approximations. This dissertation consists of three research papers, which are related to the study of the validity of such approximations in two distinct modeling problems. Models of price dynamics that are based on diffusion processes, i.e., continuous strong Markov processes, are widely used in the frictionless scenario. The first paper establishes that diffusion models can indeed be understood as approximations of price dynamics in markets with frictions. This is achieved by introducing an agent-based model of a financial market where finitely many agents trade a financial security, the price of which evolves according to price impacts generated by trades. It is shown that, if the number of agents is large, then under certain assumptions the price process of security, which is a pure-jump process, can be approximated by a one-dimensional diffusion process. In a slightly extended model, in which agents may exhibit herd behavior, the approximating diffusion model turns out to be a stochastic volatility model. Finally, it is shown that when agents' tendency to herd is strong, logarithmic returns in the approximating stochastic volatility model are heavy-tailed. The remaining papers are related to no-arbitrage criteria and superhedging in continuous-time option pricing models under small-transaction-cost asymptotics. Guasoni, Rásonyi, and Schachermayer have recently shown that, in such a setting, any financial security admits no arbitrage opportunities and there exist no feasible superhedging strategies for European call and put options written on it, as long as its price process is continuous and has the so-called conditional full support (CFS) property. Motivated by this result, CFS is established for certain stochastic integrals and a subclass of Brownian semistationary processes in the two papers. As a consequence, a wide range of possibly non-Markovian local and stochastic volatility models have the CFS property.

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Carotid atherosclerotic disease is a major cause of stroke, but it may remain clinically asymptomatic. The factors that turn the asymptomatic plaque into a symptomatic one are not fully understood, neither are the subtle effects that a high-grade carotid stenosis may have on the brain. The purpose of this study was to evaluate brain microcirculation, diffusion, and cognitive performance in patients with a high-grade stenosis in carotid artery, clinically either symptomatic or asymptomatic, undergoing carotid endarterectomy (CEA). We wanted to find out whether the stenoses are associated with diffusion or perfusion abnormalities of the brain or variation in the cognitive functioning of the patients, and to what extent the potential findings are affected by CEA, and compare the clinically symptomatic and asymptomatic subjects as well as strictly healthy controls. Coagulation and fibrinolytic parameters were compared with the rate microembolic signals (MES) in transcranial Doppler (TCD) and the macroscopic appearance of stenosing plaques in surgery. Patients (n=92) underwent CEA within the study. Blood samples pertaining to coagulation and fibrinolysis were collected before CEA, and the subjects underwent repeated TCD monitoring for MES. A subpopulation (n= 46) underwent MR imaging and repeated neuropsychological examination (preoperative, as well 4 and 100 days after CEA). In MRI, the average apparent diffusion coefficients were higher in the ipsilateral white matter (WM), and altough the interhemispheric difference was abolished by CEA, the levels remained higher than in controls. Symptomatic stenoses were associated with more sluggish perfusion especially in WM, and lower pulsatility of flow in TCD. All patients had poorer cognitive performance than healthy controls. Cognitive functions improved as expected by learning effect despite transient postoperative worsening in a few subjects. Improvement was greater in patients with deepest hypoperfusion, primarily in executive functions. Symptomatic stenoses were associated with higher hematocrit and tissue plasminogen activator antigen levels, as well as higher rate of MES and ulcerated plaques, and better postoperative improvement of vasoreactivity and pulsatility. In light of the findings, carotid stenosis is associated with differences in brain diffusion, perfusion, and cognition. The effect on diffusion in the ipsilateral WM, partially reversible by CEA, may be associated with WM degeneration. Asymptomatic and symptomatic subpopulations differ from each other in terms of hemodynamic adaptation and in their vascular physiological response to removal of stenosis. Although CEA may be associated with a transient cognitive decline, a true improvement of cognitive performance by CEA is possible in patients with the most pronounced perfusion deficits. Mediators of fibrinolysis and unfavourable hemorheology may contribute to the development of a symptomatic disease in patients with a high-grade stenosis.

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The main method of modifying properties of semiconductors is to introduce small amount of impurities inside the material. This is used to control magnetic and optical properties of materials and to realize p- and n-type semiconductors out of intrinsic material in order to manufacture fundamental components such as diodes. As diffusion can be described as random mixing of material due to thermal movement of atoms, it is essential to know the diffusion behavior of the impurities in order to manufacture working components. In modified radiotracer technique diffusion is studied using radioactive isotopes of elements as tracers. The technique is called modified as atoms are deployed inside the material by ion beam implantation. With ion implantation, a distinct distribution of impurities can be deployed inside the sample surface with good con- trol over the amount of implanted atoms. As electromagnetic radiation and other nuclear decay products emitted by radioactive materials can be easily detected, only very low amount of impurities can be used. This makes it possible to study diffusion in pure materials without essentially modifying the initial properties by doping. In this thesis a modified radiotracer technique is used to study the diffusion of beryllium in GaN, ZnO, SiGe and glassy carbon. GaN, ZnO and SiGe are of great interest to the semiconductor industry and beryllium as a small and possibly rapid dopant hasn t been studied previously using the technique. Glassy carbon has been added to demonstrate the feasibility of the technique. In addition, the diffusion of magnetic impurities, Mn and Co, has been studied in GaAs and ZnO (respectively) with spintronic applications in mind.

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Researchers within the fields of economic geography and organizational management have extensively studied learning and the prerequisites and impediments for knowledge transfer. This paper combines two discourses within the two subjects: the-communities-of-practice and the learning region approaches, merging them through the so-called ecology of knowledge-approach, which is used to examine the knowledge transfer from the House of Fabergé to the Finnish jewellery industry. We examine the pre-revolution St Petersburg jewellery cluster and the post-revolution Helsinki, and the transfer of knowledge between these two locations through the components of communities of people, institutions and industry. The paper shows that the industrial dynamics of the Finnish modern-day goldsmith industry was inherently shaped both through the transfer and the non-transfer of knowledge. It also contends that the “knowledge-economy” is not anchored in and exclusive for the high technology sector of the late 20th century.