1,721,008 research outputs found
Exponential utility maximization under partial information
No full textBackward stochastic differential equation, Semimartingale market model, Exponential utility maximization problem, Partial information, sufficient filtration, 90A09, 60H30, 90C39, C61, G11,
A Bayesian-martingale approach to the general disorder problem
No full textAbstractWe consider a Bayesian-martingale approach to the general change-point detection problem. In our setting the change-point represents a random time of bifurcation of two probability measures given on the space of right-continuous functions. We derive a reflecting backward stochastic differential equation (RBSDE) for the value process related to the disorder problem and show that in classical cases of the Wiener and Poisson disorder problems this RBSDE is equivalent to free-boundary problems for parabolic differential and differential–difference operators respectively
A semimartingale backward equation related to the p-optimal martingale measure and the lower price of a contingent claim
No full textHellenistic Gymnasia in the Heart of Athens: Change and Continuity
Full text linkWährend die alten Gymnasia (Akademie, Lykaion, Kynosarges) außerhalb der Stadtmauern Athens lagen, wurden kurz nach 229 v. Chr. zwei neue Gymnasia im Zentrum der Stadt errichtet: das Diogeneion und das Ptolemaion. In diesem Beitrag werden die Geschichte, Architektur und Funktion dieser beiden Gymnasia untersucht, auf Basis einer systematischen Analyse aller relevanten literarischen, epigraphischen und archäologischen Quellen. Die Komplexe waren wichtig für das Stadtbild, weil sie dem chaotischen, altmodischen Zentrum einen Hauch von Modernität verliehen. Ihre exakte Lage bleibt zwar umstritten, aber sie waren topographisch und ideologisch fest mit dem alten Stadtzentrum verbunden und dienten als Zentren für die Ausbildung der Epheben in der gesamten hellenistischen und römischen Zeit
Expression and distribution of leptin and ghrelin in the digestive ap-paratus of DIO (diet-induced obesity) zebrafish
No full textExpression and distribution of leptin and ghrelin in the digestive ap-paratus of DIO (diet-induced obesity) zebrafish
Maruccio L, Russo F, Arcamone N, Mania M, Randazzo B, Ciriaco E
In this report we analyzed the expression and distribution of leptin and ghrelin in the digestive apparatus of DIO zebrafish. Leptin is anorexigenic peptide while ghrelin is orexigenic one. They act as antagonists. In this study in order to develop an obesity phenotype adult zebrafish were divided into two dietary groups. The con-trol group was fed with Artemia (5 mg cysts/fish/day) once per day. The overfeeding group was fed three times per day with Artemia (60 mg cysts/fish/day). For calorie restriction, the zebrafish was fed with Artemia (2.5 mg cysts/fish/day) for 2 weeks after being overfed for 8 weeks. At the end of this period, after 24h of fasting, the zebrafish digestive apparatus were sampled for immunohistochemistry, western blotting and qRT-PCR techniques. Leptin and ghrelin immunoreactivity were found in the enteric nervous system and neuroen-docrine cells in overfeeding and control zebrafish intestine. The number of immunopositive cells is greater in DIO zebrafish than in control ones. In both groups leptin immunoreactive nervous fibers were found around ducts and vessels of liver. The presence of proteins were confirmed by western blotting analysis. By qRT-PCR, leptin and ghrelin mRNA levels are higher in the overfeeding zebrafish intestine and in control zebrafish liver. The immunological detection of ghrelin and leptin in control zebrafish are in agreement with literature data. In DIO zebrafish the results are similar to those found for obese mammals. In conclusion, this study represent a starting point to investigate the mechanisms involved in the regulation of appetite and energy balance in DIO zebrafish
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
The Bellman Equation Related to the Minimal Entropy Martingale Measure
No full textWe derive a backward stochastic differential equation and a Bell-man equation characterizing the minimal entropy martingale measure for market models, where asset prices are driven by Markov diffusion processes. A relation between these equations is established
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
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