Functional co-monotony of processes with applications to peacocks and barrier options

We show that several general classes of stochastic processes satisfy a functional co-monotony principle, including processes with independent increments, Brownian diffusions, Liouville processes. As a first application, we recover some recent results about peacock processes obtained by Hirsch et al. which were themselves motivated by a former work of Carr et al. about the sensitivity of Asian Call options with respect to their volatility and residual maturity (seniority). We also derive semi-universal bounds for various barrier options.Comment: 27 page

Kashin Beck Disease: more than just osteoarthrosis

The purpose of this study was to investigate the influence of body function, activities and pain on the level of activity in adults with Kashin Beck Disease (KBD). Seventy-five KBD patients with a mean age of 54.8 years (SD 11.3) participated. Anthropometrics, range of joint motion (ROM) and muscle strength were measured as well as the time-up-and-go test and functional tests for the lower and upper extremities. Activity was assessed with the participation scale and the WHO DAS II. In the shoulder, elbow, hip and knee joints, a severe decrease in ROM and bilateral pain was noted. A decrease in muscle strength was observed in almost all muscles. The timed-up-and-go test scores decreased. No or mild restriction in activity was found in 35%, and 33% experienced a moderate restriction whereas 32% had severe to extreme restriction. Activities in the lower extremities were mildly to moderately correlated to ROM and muscle strength, whereas in the upper extremities activities were correlated to range of joint motion. Activity was significantly associated with ROM after correction for muscle strength, gender and age. Participation was borderline significantly associated with ROM after correction for muscle strength, gender, age and the activity time-up-and-go. In KBD adults, a severe decrease in activity is primarily caused by decrease in ROM. These findings have strong influence on rehabilitation and surgical interventio

Sticky Particles and Stochastic Flows

Gaw\c{e}dzki and Horvai have studied a model for the motion of particles carried in a turbulent fluid and shown that in a limiting regime with low levels of viscosity and molecular diffusivity, pairs of particles exhibit the phenomena of stickiness when they meet. In this paper we characterise the motion of an arbitrary number of particles in a simplified version of their model

Test Arrangement of Small-scale Shear Tests of Composite Slabs

AbstractComposite slab consists of the layer of concrete above the trapezoidal sheeting. The sheeting serves as a lost formwork as well as a tension bearing member after the hardening of concrete. The interaction between the sheeting and the concrete is necessary for composite action and can be ensured by prepressed embossments in the sheeting. According to nowadays codes, full scale bending tests are required in the design of the new sheeting of this type of composite slabs. An alternative longitudinal shear tests of a small part of the slab have already been derived by many authors. However, the testing arrangement is not unified. The results of the shear tests can be influenced by the magnitude and the way of application of the clamping force, the loading speed, the interface conditions and others. This paper presents a proposal of the testing arrangement and the recommendations for the testing procedure of small-scale shear tests. The recommendations are posted based on the results of several series of performed laboratory tests

Monitoramento da multidisciplinaridade no processo de transferência de tecnologia em uma universidade: proposta de análise de cluster

ABSTRACTThis paper discusses the management of the technology transfer process conducted by a Technology Transfer Office (TTO) of a federal public university. Patent co-authorship and multidisciplinarity were used as concepts to evaluate and monitor the quality of academic and practical contribution and their potential for commercial application, using descriptive statistics and cluster analysis. Considering only multidisciplinary patents, binary cluster analysis was conducted, using Jaccard similarity measurement and single linkage method to determine proximity among academic units. Apart from the analysis of the number of patents, the approach enabled discussions and questions regarding the differences between patent generation patterns, resultant from the specific organizational culture and structures. The discussions are relevant to improve the identification of opportunities in technology transfer processes by the TTO

Growth characteristics in individuals with osteogenesis imperfecta in North America: results from a multicenter study.

PurposeOsteogenesis imperfecta (OI) predisposes people to recurrent fractures, bone deformities, and short stature. There is a lack of large-scale systematic studies that have investigated growth parameters in OI.MethodsUsing data from the Linked Clinical Research Centers, we compared height, growth velocity, weight, and body mass index (BMI) in 552 individuals with OI. Height, weight, and BMI were plotted on Centers for Disease Control and Prevention normative curves.ResultsIn children, the median z-scores for height in OI types I, III, and IV were -0.66, -6.91, and -2.79, respectively. Growth velocity was diminished in OI types III and IV. The median z-score for weight in children with OI type III was -4.55. The median z-scores for BMI in children with OI types I, III, and IV were 0.10, 0.91, and 0.67, respectively. Generalized linear model analyses demonstrated that the height z-score was positively correlated with the severity of the OI subtype (P < 0.001), age, bisphosphonate use, and rodding (P < 0.05).ConclusionFrom the largest cohort of individuals with OI, we provide median values for height, weight, and BMI z-scores that can aid the evaluation of overall growth in the clinic setting. This study is an important first step in the generation of OI-specific growth curves

Correlation between Macular Neovascularization (MNV) Type and Druse Type in Neovascular Age-Related Macular Degeneration (AMD) Based on the CONAN Classification

To investigate associations and predictive factors between macular neovascularization (MNV) lesion variants and drusen types in patients with treatment-naïve neovascular age-related macular degeneration (AMD). Methods: Multimodal imaging was retrospectively reviewed for druse type (soft drusen, subretinal drusenoid deposits (SDDs) or mixed) and MNV type (MNV 1, MNV 2, MNV 1/2 or MNV 3). The Consensus on Neovascular AMD Nomenclature (CONAN) classification was used for characterizing MNV at baseline. Results: One eye of each eligible patient was included (n = 191). Patients with predominant SDDs had an increased adjusted odds ratio (aOR) for MNV 2 (23.4453, p = 0.0025) and any type of MNV 3 (8.7374, p < 0.0001). Patients with MNV 1/2 had an aOR for predominant SDDs (0.3284, p = 0.0084). Patients with MNV1 showed an aOR for SDDs (0.0357, p < 0.0001). Eyes with SDDs only without other drusen types showed an aOR for MNV 2 (9.2945, p < 0.0001). Conclusions: SDDs represent a common phenotypic characteristic in AMD eyes with treatment-naïve MNV. The aOR for eyes with predominant SDDs to develop MNV 2 and MNV 3 was much higher, possibly due to their location in the subretinal space. The predominant druse type may help to predict which type of MNV will develop during the course of AMD

Differential expression and sex chromosome association of CHD3/4 and CHD5 during spermatogenesis

ATP-dependent nucleosome remodelers of the CHD family play important roles in chromatin regulation during development and differentiation. The ubiquitously expressed CHD3 and CHD4 proteins are essential for stem cell function and serve to orchestrate gene expression in different developmental settings. By contrast, the closely related CHD5 is predominantly expressed in neural tissue and its role is believed to be restricted to neural differentiation. Indeed, loss of CHD5 contributes to neuroblastoma. In this study, we first demonstrate that CHD5 is a nucleosome-stimulated ATPase. We then compare CHD3/4 and CHD5 expression in mouse brain and show that CHD5 expression is restricted to a subset of cortical and hippocampal neurons whereas CHD3/4 expression is more widespread. We also uncover high levels of CHD5 expression in testis. CHD5 is transiently expressed in differentiating germ cells. Expression is first detected in nuclei of postmeiotic round spermatids, reaches a maximum in stage VIII spermatids and then falls to undetectable levels in stage IX spermatids. Surprisingly, CHD3/4 and CHD5 show complementary expression patterns during spermatogenesis with CHD3/ 4 levels progressively decreasing as CHD5 expression increases. In spermatocytes, CHD3/4 localizes to the pseudoautosomal region, the X centromeric region and then spreads into the XY body chromatin. In postmeiotic cells, CHD5 colocalises with macroH2A1.2 in association with centromeres and part of the Y chromosome. The subnuclear localisations of CHD4 and CHD5 suggest specif