Quadratic BSDEs driven by a continuous martingale and application to utility maximization problem

In this paper, we study a class of quadratic Backward Stochastic Differential Equations (BSDEs) which arises naturally when studying the problem of utility maximization with portfolio constraints. We first establish existence and uniqueness results for such BSDEs and then, we give an application to the utility maximization problem. Three cases of utility functions will be discussed: the exponential, power and logarithmic ones

Measurements of inclusive W and Z cross sections in pp collisions at root s=7 TeV

This is the pre-print version of the Published Article, which can be accessed from the link below - Copyright @ 2011 Springer VerlagMeasurements of inclusive W and Z boson production cross sections in pp collisions at sqrt(s)=7 TeV are presented, based on 2.9 inverse picobarns of data recorded by the CMS detector at the LHC. The measurements, performed in the electron and muon decay channels, are combined to give sigma(pp to WX) times B(W to muon or electron + neutrino) = 9.95 \pm 0.07(stat.) \pm 0.28(syst.) \pm 1.09(lumi.) nb and sigma(pp to ZX) times B(Z to oppositely charged muon or electron pairs) = 0.931 \pm 0.026(stat.) \pm 0.023(syst.) \pm 0.102(lumi.) nb. Theoretical predictions, calculated at the next-to-next-to-leading order in QCD using recent parton distribution functions, are in agreement with the measured cross sections. Ratios of cross sections, which incur an experimental systematic uncertainty of less than 4%, are also reported

Measurement of dijet angular distributions and search for quark compositeness in pp collisions at √s=7TeV

Dijet angular distributions are measured over a wide range of dijet invariant masses in pp collisions at root s = 7 TeV, at the CERN LHC. The event sample, recorded with the CMS detector, corresponds to an integrated luminosity of 36 pb(-1). The data are found to be in good agreement with the predictions of perturbative QCD, and yield no evidence of quark compositeness. With a modified frequentist approach, a lower limit on the contact interaction scale for left-handed quarks of Lambda(+) = 5.6 TeV (Lambda(-) = 6.7 TeV) for destructive (constructive) interference is obtained at the 95% confidence level

Analyse des pratiques agricoles du bassin versant d'un petit affluent de la Charente du point de vue de leur influence sur la qualité de l'eau à l'aval : cas particulier des pesticides et des engrais

As part of a study conducted by the CEMAGREF in order to model the transfers of pollutants of agricultural origin in the Charente watershed, a unit monitoring the farms of a small watershed South of Angoulême has been created. During one full agricultural year, all farms have been monitored from the point of view of practices which have a well-known impact on the environment quality. Data were gathered about the nature of the crops, the dates and amounts of fertilizers and pesticides used. A GIS gave a geographical representation of this data and helped determine, in the field, the areas that need particular care. / Dans le cadre d'une recherche conduite par le CEMAGREF visant à modéliser les transferts de polluants d'origine agricole dans le bassin versant de la Charente, a été mis en place un observatoire des exploitations agricoles d'un petit BV au Sud d'Angoulême. Pendant une année agricole complète, l'ensemble des exploitations a été suivi dans l'exécution des différentes pratiques ayant un impact reconnu sur la qualité de l'environnement. Les données ont porté sur la nature des cultures, les dates et les quantités d'engrais ou de pesticides utilisés. Un SIG a permis d'assurer une représentation géographique de ces informations et de déterminer sur le terrain les zones méritant une attention particulière

Evaluation cartographique des risques de pollution d'origine agricole dans le bassin Adour-Garonne

A GIS is useful when developing a map of diffuse pollution risks related to agricultural practices based on three types of information: information relative to the pollution pressure (nitrogen, phosphorus and crop protection products) based on surveys conducted in small rural regions and on the soil use of each of these geographical units; information relative to the spatial organization of the receiving hydrosystems; data on the vulnerability of these hydrosystems or on factors which increase that of the environment. The results obtained from hazard maps generated by crossing these data present more or less good correlation with those presenting contamination degrees: using this information, the responsability of the agricultural practices in these contaminations can be appreciated. The quality and the precision of the data available are unequaled among the three parts of this study and the consequence of this is a more or less good validation of the applied method (good for nitrogen, average for phosphorus, very mediocre for pesticides). / L'utilisation d'un SIG permet d'établir une cartographie des risques de pollution diffuse liés aux pratiques agricoles à partir de trois grands types d'informations : des informations relatives à la pression polluante (pour l'azote, le phosphore et les produits phytosanitaires) évaluée sur la base de résultats d'enquêtes au niveau des PRA (Petite Région Agricole) et de l'utilisation du sol de chacune des ces unités géographiques ; des informations concernant l'organisation spatiale des hydrosystèmes récepteurs ; des données sur la vulnérabilité de ces hydrosystèmes ou sur les facteurs tendant à augmenter celle du milieu. Les données issues des cartes de risques générées par croisement de ces informations présentent une plus ou moins bonne corrélation avec celles présentant les degrés de contamination : ce résultat permet d'apprécier la part de responsabilité des pratiques agricoles dans ces contaminations. La qualité et la précision des informations disponibles sont inégales entre les trois parties de l'étude et ont pour conséquence une plus ou moins bonne validation de la méthode appliquée (bonne pour l'azote, moyenne pour le phosphore, très insuffisante pour les pesticides)

Estimation des débits de la Charente à l'estuaire et apports en nitrates

This presentation describes the current failure to measure reliably the flows downstream the Charente river, the difficulty to measure the nitrate concentrations at regular interval, the designing of a digital model (hydrological model, agricultural model, nitrates). / Cette intervention aborde l'impossibilité actuelle de mesurer de manière fiable les débits à l'aval de la Charente, la difficulté de suivre les concentrations en nitrates à une fréquence suffisante, la constitution d'un modèle numérique (modèle hydrologique, modèle agronomique, nitrates)

Evaluation cartographique des risques de pollution d'origine agricole dans le bassin Adour-Garonne

Available from INIST (FR), Document Supply Service, under shelf-number : GR 1219 (1); FR 1219 (2); GR 1219 (3) / INIST-CNRS - Institut de l'Information Scientifique et TechniqueSIGLEFRFranc

Realising Team-Working in the Field: An Agent-based Approach

Multi-agent systems technology is applied to enable co-operation between mobile workers in the field, minimising user intervention and increasing reachability. A component-based approach is taken to simplify the management of deployed co-operation services. A Personal Assistant running on a mobile device is introduced to show how an intelligent and autonomous agent can increase the utility of users during workforce co-operation processes. Finally, a real world trial of the technology by network installation and maintenance engineers in the UK is described. Some technical issues revealed during the trial are discussed, as is the impact of the technology on the business process