83 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

    Efficient Interpolation for the Theory of Arrays

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    Existing techniques for Craig interpolation for the quantifier-free fragment of the theory of arrays are inefficient for computing sequence and tree interpolants: the solver needs to run for every partitioning (A,B)(A, B) of the interpolation problem to avoid creating ABAB-mixed terms. We present a new approach using Proof Tree Preserving Interpolation and an array solver based on Weak Equivalence on Arrays. We give an interpolation algorithm for the lemmas produced by the array solver. The computed interpolants have worst-case exponential size for extensionality lemmas and worst-case quadratic size otherwise. We show that these bounds are strict in the sense that there are lemmas with no smaller interpolants. We implemented the algorithm and show that the produced interpolants are useful to prove memory safety for C programs.Comment: long version of the paper at IJCAR 201

    Effects of chronic clomipramine on central DADLE antinociception

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    Equipotent antinociceptive doses, as determined by a tail-flick response, for centrally administered (periaqueductal gray) morphine (M) and d-Ala2, d-Leu5 enkephalin (DADLE) were established as 5 μg and 19 μg, respectively. Chronic (28 day) subcutaneous infusion of clomipramine (CMI) via an Alzet minipump attenuated both central M-and DADLE-induced analgesia by day 15; attenuation persisted for the duration of the infusion (day 29). Within 7 days following removal of the pump, antinociceptive responses to M and DADLE returned to near pre-CMI Ievels. Our results indicate a similarity between M and DADLE with regard to attenuation of their antinociceptive action by chronic CMI. This attenuation may be due to decreased mu opioid receptor sensitivity or density resulting from chronic tricyclic antidepressant administration. © 1990

    Superhedging and Dynamic Risk Measures under Volatility Uncertainty

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    Wind-driven waterbodies: a new category of lake within an alternative sedimentologically-based lake classification

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    Lakes are common natural systems for which sedimentation is considered to be relatively simple, generally dominated by fluvial processes along the margin and prevailing low-energy settling in the central, deeper parts. However, for many lakes, higher-energy wind-driven processes dominate. As such, a new category of lakes is proposed, herein referred to as wind-driven waterbodies (WWB). WWB display a sedimentation largely dominated by wave related processes and wind-induced lake-scale water circulation evidenced by the construction of beach ridges, spits or cuspate spits along their shorelines, and by sediment drifts, sedimentary shelf progradation and erosional surfaces in their deeper, offshore domains. WWB are observed worldwide, they share a common physiography that favours wind-forced hydrodynamics and related sedimentation patterns. This physiography is expressed by the IWWB index, a ratio of the maximum representative fetch relative to mean basin depth. It is proposed that an index value greater than three favours the evolution of a lake as a WWB. The WWB concept represents a new end-member in an alternative, sedimentologically-based lake classification that is proposed in this paper

    Reactivity of the Donor-Stabilized Silylenes [iPrNC(Ph)NiPr](2)Si and [iPrNC(NiPr2)NiPr](2)Si: Activation of CO2 and CS2

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    Activation of CO2 by the bis(amidinato)silylene 1 and the analogous bis(guanidinato)silylene 2 leads to the structurally analogous six-coordinate silicon(IV) complexes 4 (previous work) and 8, respectively, the first silicon compounds with a chelating carbonato ligand. Likewise, CS2 activation by silylene 1 affords the analogous six-coordinate silicon(IV) complex 10, the first silicon compound with a chelating trithiocarbonato ligand. CS2 activation by silylene 2, however, yields the five-coordinate silicon(IV) complex 13 with a carbon-bound CS22− ligand, which also represents an unprecedented coordination mode in silicon coordination chemistry. Treatment of the dinuclear silicon(IV) complexes 5 and 6 with CO2 also affords the six-coordinate carbonatosilicon(IV) complexes 4 and 8, respectively

    Ordered Particle Arrays via a Langmuir Transfer Process: Access to Any Two-Dimensional Bravais Lattice

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    We demonstrate how to directly transform a close-packed hexagonal colloidal monolayer into nonclose-packed particle arrays of any two-dimensional symmetry at the air/water interface. This major advancement in the field of nanoparticle self-assembly is based on a simple one-dimensional stretching step in combination with the particle array orientation. Our method goes far beyond existing strategies and allows access to all possible two-dimensional Bravais lattices. A key element of our work is the possibility to macroscopically stretch a particle array in a truly one-dimensional manner, which has not been possible up to now. We achieve this by stretching the nanoparticle array at an air/water interface during the transfer process. The degree of stretching is simply controlled by the wettability of the transfer substrate. To retain the symmetry of the transferred structure, the capillary forces upon drying have to be circumvented. We demonstrate two concepts based on thermal fixation for this. It allows for the first time to fabricate nonclose-packed, nonhexagonal colloidal monolayers on a macroscopic length scale
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