Stochastic integration for uncoupled continuous-time random walks

Continuous-time random walks are pure-jump processes with several applications in physics, but also in insurance, finance and economics. Based on heuristic considerations, a definition is given for the stochastic integral driven by continuous-time random walks. The martingale properties of the integral are investigated. Finally, it is shown how the definition can be used to easily compute the stochastic integral by means of Monte Carlo simulations.Continuous-time random walks; models of tick-by-tick financial data; stochastic integration

Effects of active and passive warming of the foot sole on vibration perception thresholds

Objective Skin temperatures are known to increase cutaneous sensitivity. However, it is unclear whether the amount of improved sensitivity differs depending on the protocol of heat application. Therefore, this study aimed to investigate the effects of active (treadmill walking) and passive (infrared radiator) warming of the foot sole on vibration perception thresholds. Methods Sixty healthy and injury-free subjects voluntarily participated in this study. Vibration perception thresholds (200 Hz) and plantar temperatures were measured at the hallux and 1st metatarsal head. In experiment 1, warming and mechanically stimulating the skin was achieved by walking on a treadmill for 30 min. In a follow-up study (experiment 2), external plantar heat was administered via an infrared radiator (30 min). Results In both experiments, increasing temperatures led to increased plantar sensitivity. However, the amount of improved sensitivity was greater in experiment 1, although plantar temperature increases were lower compared to experiment 2. Conclusions Warming in conjunction with mechanical stimulation seems to have a greater potential to enhance plantar sensitivity compared to external heat supply only. Significance The possible influence of mechanical stimulation and warming towards superior plantar afferent feedback highlights its importance regarding human posture and fall prevention

A Note on Solid-State Maxwell Demon

Starting from 2002, at least two kinds of laboratory-testable, solid-state Maxwell demons have been proposed that utilize the electric field energy of an open-gap n-p junction and that seem to challenge the validity of the Second Law of Thermodynamics. In the present paper we present some arguments against the alleged functioning of such devices.Comment: 9 pages, 4 figures. Foundations of Physics, forthcoming. arXiv admin note: substantial text overlap with arXiv:1101.505

Composto orgânico de lixo e adubos orgânicos tradicionais na produção de matéria seca de milho e na fertilidade do solo.

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Comparação de configurações para leitura de potássio em ICP-OES.

O objetivo do trabalho foi comparar diferentes configurações do ICP-OES na determinação da concentração de K, em amostras de tecido vegetal, buscando reduzir o tempo de leitura das amostras e, consequentemente, o custo operacional do equipamento

Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation

We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Levy alpha-stable distribution of jumps in space and a Mittag-Leffler distribution of waiting times, and apply it to the stochastic solution of the Cauchy problem for a partial differential equation with fractional derivatives both in space and in time. The one-parameter Mittag-Leffler function is the natural survival probability leading to time-fractional diffusion equations. Transformation methods for Mittag-Leffler random variables were found later than the well-known transformation method by Chambers, Mallows, and Stuck for Levy alpha-stable random variables and so far have not received as much attention; nor have they been used together with the latter in spite of their mathematical relationship due to the geometric stability of the Mittag-Leffler distribution. Combining the two methods, we obtain an accurate approximation of space- and time-fractional diffusion processes almost as easy and fast to compute as for standard diffusion processes.Comment: 7 pages, 5 figures, 1 table. Presented at the Conference on Computing in Economics and Finance in Montreal, 14-16 June 2007; at the conference "Modelling anomalous diffusion and relaxation" in Jerusalem, 23-28 March 2008; et

Síndrome Hemolítico Urémico Atípico en Cuidados Intensivos: Caso Clínico de un Adulto

info:eu-repo/semantics/publishedVersio

Autoimmunity Overlaps Primary Biliary Cirrhosis: a Not Straightforward Diagnosis

info:eu-repo/semantics/publishedVersio

Composição química de composto de lixo orgânico urbano de Barcarena.

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