171,151 research outputs found
Sertularella uruguayensis Mane-Garzon & Milstein 1973
No full textSertularella uruguayensis Mañé-Garzón & Milstein, 1973 Distribution in South America: polyp—Atlantic Ocean, Uruguay, at ca. at ca. 34.4°S 53.8°W (Mañé-Garzón & Milstein 1973; Milstein 1976; Scarabino 2006; Genzano et al. 2009a). Habitat: polyp—on intertidal zone, on rock (Mañé-Garzón & Milstein 1973; Milstein 1976; Scarabino 2006).Published as part of M. P. Oliveira 1,16, S P. Miranda 2, *,, Es W. Mianzan 10,, Ro E. Migotto 11,, Ne B. Nascimento 2,11, Eli Nogueira Júnior 12,, Er Quiñones 13,, Izio Scarabino 14,, Tín Schiariti 10,, Io N. Stampar 15,, Tronolone 2, , Quíria B. & Onio C. Marques 2,11, 2016, Census of Cnidaria (Medusozoa) and Ctenophora from South American marine waters, pp. 1-256 in Zootaxa 4194 (1) on page 123, DOI: 10.11646/zootaxa.4194.1.
Russell bodies: a general response of secretory cells to synthesis of a mutant immunoglobulin which can neither exit from, nor be degraded in, the endoplasmic reticulum
No full textStochastic C-Stability and B-Consistency of Explicit and Implicit Milstein-Type Schemes
No full textBeyn W-J, Isaak E, Kruse R. Stochastic C-Stability and B-Consistency of Explicit and Implicit Milstein-Type Schemes. Journal of Scientific Computing. 2017;70(3):1042-1077.This paper focuses on two variants of the Milstein scheme, namely the split-step backward Milstein method and a newly proposed projected Milstein scheme, applied to stochastic differential equations which satisfy a global monotonicity condition. In particular, our assumptions include equations with super-linearly growing drift and diffusion coefficient functions and we show that both schemes are mean-square convergent of order 1. Our analysis of the error of convergence with respect to the mean-square norm relies on the notion of stochastic C-stability and B-consistency, which was set up and applied to Euler-type schemes in Beyn et al. (J Sci Comput 67(3):955-987, 2016. doi:10.1007/s10915-015-0114-4). As a direct consequence we also obtain strong order 1 convergence results for the split-step backward Euler method and the projected Euler-Maruyama scheme in the case of stochastic differential equations with additive noise. Our theoretical results are illustrated in a series of numerical experiments
Regulation of membrane IgM expression in secretory B cells: translational and posttranslational events
No full textThe response of the oral microcirculation to pharmacological and surgical interventions
No full textDan Milstein beschrijft de gevolgen van farmacologische en chirurgische interventies op de orale microcirculatie. Hij beoordeelde dit door gebruik te maken van sidestream dark-field, een speciaal videomicroscoopsystem. Milstein bekeek de acute dosis afhankelijke respons van de orale mucosale (betrekking hebbend op het slijmvlies) microcirculatie als gevolg van intraveneuze toediening van cytostatica. Ook keek hij naar de groei van bloedvaten na een chirurgisch behandeling. Milstein concludeert onder meer dat door cytostatica opgewekte microcirculatoire respons kan leiden tot een verzadiging van de orale mucosa met cytostatica door toename van de oppervlakte van het blootgestelde gebied. Deze functionele reactie van de microcirculatie op cytostatica zou een bijdrage kunnen leveren bij het tot stand komen van orale complicaties. Ook leidde het toedienen van cytotstatica en de combinatie ervan met een bisfosfonaat tot een significante vertraging van de capillaire regeneratie van het slijmvlies tot na de derde postoperatieve week
High order discretization schemes for stochastic volatility models
No full textIn usual stochastic volatility models, the process driving the volatility of the asset price evolves according to an autonomous one-dimensional stochastic differential equation. We assume that the coefficients of this equation are smooth. Using Itô's formula, we get rid, in the asset price dynamics, of the stochastic integral with respect to the Brownian motion driving this SDE. Taking advantage of this structure, we propose - a scheme, based on the Milstein discretization of this SDE, with order one of weak trajectorial convergence for the asset price, - a scheme, based on the Ninomiya-Victoir discretization of this SDE, with order two of weak convergence for the asset price. We also propose a specific scheme with improved convergence properties when the volatility of the asset price is driven by an Orstein-Uhlenbeck process. We confirm the theoretical rates of convergence by numerical experiments and show that our schemes are well adapted to the multilevel Monte Carlo method introduced by Giles [2008a, 2008b].discretization schemes, stochastic volatility models, weak trajectorial convergence, multilevel Monte Carlo
Another Milstein Hall
No full textA certain Chinese encyclopedia wrote: Animal are divided into: (a) belonging to the emperor (b) embalmed (c) tame (d) sucking pig (e) sirens (f ) fabulous (g) stray dogs (h) included in the present classification (i) frenzied (j) innumerable (k) drawn with a very fine camelhair brush (l) et cetera (m) having just broken the water pitcher (n) that from a long way off look like flies. –– Jorge Louis Borges
Jorge Louis Borges’ list of animals supposedly drawn from his fictional Chinese Encyclopedia the Celestial Emporium of Benevolent Knowledge, highlights the potent absurdities and lacunae to be identified in any taxonomic system.
This thesis speculates that architectural form-making flows not only from geometric or programmatic precepts but also from an ever fluctuating understanding of part-to-part relationships that resists any easy attempts at categorization. Following the historical precedent set by OMA’s Milstein Hall this thesis investigates Rem Koolhaas’ formal, programmatic and rhetorical transgressions to reveal the slippery nature of the relationship between form and content in architecture.
This thesis speculates on the contingencies inherent in such slipperiness to arrive at another Milstein Hall
Sensitivities for Bermudan Options by Regression Methods
No full textIn this article we propose several pathwise and finite difference based methods for calculating sensitivities of Bermudan options using regression methods and Monte Carlo simulation. These methods rely on conditional probabilistic representations which allow, in combination with a regression approach, for efficient simultaneous computation of sensitivities at many initial positions. Assuming that the price of a Bermudan option can be evaluated sufficiently accurate, we develop a method for constructing deltas based on least squares. We finally propose a testing procedure for assessing the performance of the developed methods.American and Bermudan options, Optimal stopping times, Monte Carlo simulation, Deltas, Conditional probabilistic representations, Regression methods
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