47 research outputs found

    On the monotone stability approach to BSDEs with jumps: Extensions, concrete criteria and examples

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    We show a concise extension of the monotone stability approach to backward stochastic differential equations (BSDEs) that are jointly driven by a Brownian motion and a random measure for jumps, which could be of infinite activity with a non-deterministic and time inhomogeneous compensator. The BSDE generator function can be non convex and needs not to satisfy global Lipschitz conditions in the jump integrand. We contribute concrete criteria, that are easy to verify, for results on existence and uniqueness of bounded solutions to BSDEs with jumps, and on comparison and a-priori LL^{\infty}-bounds. Several examples and counter examples are discussed to shed light on the scope and applicability of different assumptions, and we provide an overview of major applications in finance and optimal control.Comment: 28 pages. Added DOI https://link.springer.com/chapter/10.1007%2F978-3-030-22285-7_1 for final publication, corrected typo (missing gamma) in example 4.1

    Monte Carlo Analysis of Neck Linker Extension in Kinesin Molecular Motors

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    Kinesin stepping is thought to involve both concerted conformational changes and diffusive movement, but the relative roles played by these two processes are not clear. The neck linker docking model is widely accepted in the field, but the remainder of the step – diffusion of the tethered head to the next binding site – is often assumed to occur rapidly with little mechanical resistance. Here, we investigate the effect of tethering by the neck linker on the diffusive movement of the kinesin head, and focus on the predicted behavior of motors with naturally or artificially extended neck linker domains. The kinesin chemomechanical cycle was modeled using a discrete-state Markov chain to describe chemical transitions. Brownian dynamics were used to model the tethered diffusion of the free head, incorporating resistive forces from the neck linker and a position-dependent microtubule binding rate. The Brownian dynamics and chemomechanical cycle were coupled to model processive runs consisting of many 8 nm steps. Three mechanical models of the neck linker were investigated: Constant Stiffness (a simple spring), Increasing Stiffness (analogous to a Worm-Like Chain), and Reflecting (negligible stiffness up to a limiting contour length). Motor velocities and run lengths from simulated paths were compared to experimental results from Kinesin-1 and a mutant containing an extended neck linker domain. When tethered by an increasingly stiff spring, the head is predicted to spend an unrealistically short amount of time within the binding zone, and extending the neck is predicted to increase both the velocity and processivity, contrary to experiments. These results suggest that the Worm-Like Chain is not an adequate model for the flexible neck linker domain. The model can be reconciled with experimental data if the neck linker is either much more compliant or much stiffer than generally assumed, or if weak kinesin-microtubule interactions stabilize the diffusing head near its binding site

    Sur le comportement asymptotique des martingales locales

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    Une inegalite de martingales

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    Sur certains commutateurs de la theorie des martingales

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    Quelques inégalités concernant les martingales

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    Sur la representation des sauts des martingales

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    Quelques inégalités concernant les martingales

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