Martingale representations in dynamic enlargement setting: the role of the accessible jump times

Let M and N be an F-martingale and an H-martingale respectively on the same probability space, both enjoying the predictable representation property. We discuss how, under the assumption of the existence of an equivalent decoupling measure for F and H, the nature of the jump times of M and N affects the representation of the FVH-martingales. More precisely we show that the multiplicity of FVH depends on the behavior of the common accessible jump times of the two martingales. Then we propose an extension of Kusuoka's representation theorem to the case when the Brownian Motion is replaced by a semi-martingale which may jump at the default time with positive probability

Enlargement of filtration and predictable representation property for semi-martingales

We present two examples of loss of the predictable representation property for semi-martingales by enlargement of the reference filtration. First of all we show that the predictable representation property for a square-integrable semi-martingale X does not transfer from the reference filtration F to a larger filtration G when the information starts growing up to a positive time. Then we study the case when F coincides with the natural filtration of X and G is obtained by adding the natural filtration of a second square-integrable semi-martingale, Y. We establish conditions under which the triplet (X,Y,[X,Y]) enjoys the predictable representation property with respect to G.Comment: to appear on Stochastic

Martingale representations in progressive enlargement by multivariate point processes

We show that all local martingales with respect to the initially enlarged natural filtration of a vector of multivariate point processes can be weakly represented up to the minimum among the explosion times of the components. We also prove that a strong representation holds if any multivariate point process of the vector has almost surely infinite explosion time and discrete mark's space. Then we provide a condition under which the components of the multidimensional local martingale driving the strong representation are pairwise orthogonal

Continuous time random walks and queues: explicit forms and approximations of the conditional law with respect to local times

Abstract In the filtering problem considered here, the state process is a continuous time random walk and the observation process is an increasing process depending deterministically on the trajectory of the state process. An explicit construction of the filter is given. This construction is then applied to a suitable approximation of a Brownian motion and to a rescaled M/M/1 queueing model. In both these cases, the sequence of the observation processes converges to a local time, and a convergence result for the respective filters is given. The case of a queueing model when the observation is the idle time is also considered

Increased platelet adhesion and thrombus formation in a mouse model of Alzheimer's disease

Vascular dysfunctions and Alzheimer's disease show significant similarities and overlaps. Cardiovascular risk factors (hypercholesterolemia, hypertension, obesity, atherosclerosis and diabetes) increase the risk of vascular dementia and Alzheimer's disease. Conversely, Alzheimer's patients have considerably increased predisposition of ischemic and hemorrhagic strokes. Platelets are major players in haemostasis and thrombosis and are involved in inflammation. We have investigated morphology and function of platelets in 3xTg-AD animals, a consolidate murine model for Alzheimer's disease. Platelets from aged 3xTg-AD mice are normal in number and glycoprotein expression, but adhere more avidly on matrices such as fibrillar collagen, von Willebrand factor, fibrinogen and amyloid peptides compared to platelets from age-matching wild type mice. 3xTg-AD washed platelets adherent to collagen also show increased phosphorylation of selected signaling proteins, including tyrosine kinase Pyk2, PI3 kinase effector Akt, p38MAP kinase and myosin light chain kinase, and increased ability to form thrombi under shear. In contrast, aggregation and integrin αIIbβ3 activation induced by several agonists in 3xTg-AD mice are similar to wild type platelets. These results demonstrated that Alzheimer's mutations result in a significant hyper-activated state of circulating platelets, evident with the progression of the disease

Dynamics of Viral Infection and Evolution of SARS-CoV-2 Variants in the Calabria Area of Southern Italy

In this study, we report on the results of SARS-CoV-2 surveillance performed in an area of Southern Italy for 12 months (from March 2021 to February 2022). To this study, we have sequenced RNA from 609 isolates. We have identified circulating VOCs by Sanger sequencing of the S gene and defined their genotypes by whole-genome NGS sequencing of 157 representative isolates. Our results indicated that B.1 and Alpha were the only circulating lineages in Calabria in March 2021; while Alpha remained the most common variant between April 2021 and May 2021 (90 and 73%, respectively), we observed a concomitant decrease in B.1 cases and appearance of Gamma cases (6 and 21%, respectively); C.36.3 and Delta appeared in June 2021 (6 and 3%, respectively); Delta became dominant in July 2021 while Alpha continued to reduce (46 and 48%, respectively). In August 2021, Delta became the only circulating variant until the end of December 2021. As of January 2022, Omicron emerged and took over Delta (72 and 28%, respectively). No patient carrying Beta, Iota, Mu, or Eta variants was identified in this survey. Among the genomes identified in this study, some were distributed all over Europe (B1_S477N, Alpha_L5F, Delta_T95, Delta_G181V, and Delta_A222V), some were distributed in the majority of Italian regions (B1_S477N, B1_Q675H, Delta_T95I and Delta_A222V), and some were present mainly in Calabria (B1_S477N_T29I, B1_S477N_T29I_E484Q, Alpha_A67S, Alpha_A701S, and Alpha_T724I). Prediction analysis of the effects of mutations on the immune response (i.e., binding to class I MHC and/or recognition of T cells) indicated that T29I in B.1 variant; A701S in Alpha variant; and T19R in Delta variant were predicted to impair binding to class I MHC whereas the mutations A67S identified in Alpha; E484K identified in Gamma; and E156G and ΔF157/R158 identified in Delta were predicted to impair recognition by T cells. In conclusion, we report on the results of SARS-CoV-2 surveillance in Regione Calabria in the period between March 2021 and February 2022, identified variants that were enriched mainly in Calabria, and predicted the effects of identified mutations on host immune response

The Long-Baseline Neutrino Experiment: Exploring Fundamental Symmetries of the Universe

The preponderance of matter over antimatter in the early Universe, the dynamics of the supernova bursts that produced the heavy elements necessary for life and whether protons eventually decay --- these mysteries at the forefront of particle physics and astrophysics are key to understanding the early evolution of our Universe, its current state and its eventual fate. The Long-Baseline Neutrino Experiment (LBNE) represents an extensively developed plan for a world-class experiment dedicated to addressing these questions. LBNE is conceived around three central components: (1) a new, high-intensity neutrino source generated from a megawatt-class proton accelerator at Fermi National Accelerator Laboratory, (2) a near neutrino detector just downstream of the source, and (3) a massive liquid argon time-projection chamber deployed as a far detector deep underground at the Sanford Underground Research Facility. This facility, located at the site of the former Homestake Mine in Lead, South Dakota, is approximately 1,300 km from the neutrino source at Fermilab -- a distance (baseline) that delivers optimal sensitivity to neutrino charge-parity symmetry violation and mass ordering effects. This ambitious yet cost-effective design incorporates scalability and flexibility and can accommodate a variety of upgrades and contributions. With its exceptional combination of experimental configuration, technical capabilities, and potential for transformative discoveries, LBNE promises to be a vital facility for the field of particle physics worldwide, providing physicists from around the globe with opportunities to collaborate in a twenty to thirty year program of exciting science. In this document we provide a comprehensive overview of LBNE's scientific objectives, its place in the landscape of neutrino physics worldwide, the technologies it will incorporate and the capabilities it will possess.Comment: Major update of previous version. This is the reference document for LBNE science program and current status. Chapters 1, 3, and 9 provide a comprehensive overview of LBNE's scientific objectives, its place in the landscape of neutrino physics worldwide, the technologies it will incorporate and the capabilities it will possess. 288 pages, 116 figure

A qualitative study of professional and client perspectives on information flows and decision aid use

<p>Abstract</p> <p>Background</p> <p>This paper explores the meanings given by a diverse range of stakeholders to a decision aid aimed at helping carers of people in early to moderate stages of dementia (PWD) to select community based respite services. Decision aids aim to empower clients to share decision making with health professionals. However, the match between health professionals' perspectives on decision support needs and their clients' perspective is an important and often unstudied aspect of decision aid use.</p> <p>Methods</p> <p>A secondary analysis was undertaken of qualitative data collected as part of a larger study. The data included twelve interviews with carers of people with dementia, three interviews with expert advisors, and three focus groups with health professionals. A theoretical analysis was conducted, drawing on theories of 'positioning' and professional identity.</p> <p>Results</p> <p>Health professionals are seen to hold varying attitudes and beliefs about carers' decision support needs, and these appeared to be grounded in the professional identity of each group. These attitudes and beliefs shaped their attitudes towards decision aids, the information they believed should be offered to dementia carers, and the timing of its offering. Some groups understood carers as needing to be protected from realistic information and consequently saw a need to filter information to carer clients.</p> <p>Conclusion</p> <p>Health professionals' beliefs may cause them to restrict information flows, which can limit carers' ability to make decisions, and limit health services' ability to improve partnering and shared decision making. In an era where information is freely available to those with the resources to access it, we question whether health professionals should filter information.</p

Decision aids for respite service choices by carers of people with dementia: development and pilot RCT

<p>Abstract</p> <p>Background</p> <p>Decision aids are often used to assist individuals confronted with a diagnosis of a serious illness to make decisions about treatment options. However, they are rarely utilised to help those with chronic or age related conditions to make decisions about care services. Decision aids should also be useful for carers of people with decreased decisional capacity. These carers' choices must balance health outcomes for themselves and for salient others with relational and value-based concerns, while relying on information from health professionals. This paper reports on a study that both developed and pilot tested a decision aid aimed at assisting carers to make evaluative judgements of community services, particularly respite care.</p> <p>Methods</p> <p>A mixed method sequential study, involving qualitative development and a pilot randomised controlled trial, was conducted in Tasmania, Australia. We undertook 13 semi-structured interviews and three focus groups to inform the development of the decision aid. For the randomised control trial we randomly assigned 31 carers of people with dementia to either receive the service decision aid at the start or end of the study. The primary outcome was measured by comparing the difference in carer burden between the two groups three months after the intervention group received the decision aid. Pilot data was collected from carers using interviewer-administered questionnaires at the commencement of the project, two weeks and 12 weeks later.</p> <p>Results</p> <p>The qualitative data strongly suggest that the intervention provides carers with needed decision support. Most carers felt that the decision aid was useful. The trial data demonstrated that, using the mean change between baseline and three month follow-up, the intervention group had less increase in burden, a decrease in decisional conflict and increased knowledge compared to control group participants.</p> <p>Conclusions</p> <p>While these results must be interpreted with caution due to the small sample size, all intervention results trend in a direction that is beneficial for carers and their decisional ability. Mixed method data suggest the decision aid provides decisional support that carers do not otherwise receive. Decision aids may prove useful in a community health services context.</p> <p>Trial registration number</p> <p>ISRCTN: <a href="http://www.controlled-trials.com/ISRCTN32163031">ISRCTN32163031</a></p