The Bismut-Elworthy-Li type formulae for stochastic differential equations with jumps

Consider jump-type stochastic differential equations with the drift, diffusion and jump terms. Logarithmic derivatives of densities for the solution process are studied, and the Bismut-Elworthy-Li type formulae can be obtained under the uniformly elliptic condition on the coefficients of the diffusion and jump terms. Our approach is based upon the Kolmogorov backward equation by making full use of the Markovian property of the process.Comment: 29 pages, to appear in Journal of Theoretical Probabilit

The chimeric antibody chLpMab-7 targeting human podoplanin suppresses pulmonary metastasis via ADCC and CDC rather than via its neutralizing activity

Podoplanin (PDPN/Aggrus/T1α) binds to C-type lectin-like receptor-2 (CLEC-2) and induces platelet aggregation. PDPN is associated with malignant progression, tumor metastasis, and poor prognosis in several types of cancer. Although many anti-human PDPN (hPDPN) monoclonal antibodies (mAbs), such as D2-40 and NZ-1, have been established, these epitopes are limited to the platelet aggregation-stimulating (PLAG) domain (amino acids 29-54) of hPDPN. Recently, we developed a novel mouse anti-hPDPN mAb, LpMab-7, which is more sensitive than D2-40 and NZ-1, using the Cancer-specific mAb (CasMab) method. The epitope of LpMab-7 was shown to be entirely different from that of NZ-1, a neutralizing mAb against the PLAG domain according to an inhibition assay and lectin microarray analysis. In the present study, we produced a mouse-human chimeric anti-hPDPN mAb, chLpMab-7. ChLpMab-7 showed high antibody-dependent cellular cytotoxicity (ADCC) and complement-dependent cytotoxicity (CDC). Furthermore, chLpMab-7 inhibited the growth of hPDPN-expressing tumors in vivo. Although chLpMab-7 recognizes a non-PLAG domain of hPDPN, it suppressed the hematogenous metastasis of hPDPN-expressing tumors. These results indicated that chLpMab-7 suppressed tumor development and hematogenous metastasis in a neutralization-independent manner. In conclusion, hPDPN shows promise as a target in the development of a novel antibody-based therapy

Chimeric Anti-PDPN Antibody ChLpMab-2

Human podoplanin (hPDPN ), a platelet aggregation‐inducing transmembrane glycoprotein, is expressed in different types of tumors, and it binds to C‐type lectin‐like receptor 2 (CLEC ‐2). The overexpression of hPDPN is involved in invasion and metastasis. Anti‐hPDPN monoclonal antibodies (mAbs) such as NZ ‐1 have shown antitumor and antimetastatic activities by binding to the platelet aggregation‐stimulating (PLAG ) domain of hPDPN . Recently, we developed a novel mouse anti‐hPDPN mAb, LpMab‐2, using the cancer‐specific mAb (CasMab) technology. In this study we developed chLpMab‐2, a human–mouse chimeric anti‐hPDPN antibody, derived from LpMab‐2. chLpMab‐2 was produced using fucosyltransferase 8‐knockout (KO ) Chinese hamster ovary (CHO )‐S cell lines. By flow cytometry, chLpMab‐2 reacted with hPDPN ‐expressing cancer cell lines including glioblastomas, mesotheliomas, and lung cancers. However, it showed low reaction with normal cell lines such as lymphatic endothelial and renal epithelial cells. Moreover, chLpMab‐2 exhibited high antibody‐dependent cellular cytotoxicity (ADCC ) against PDPN ‐expressing cells, despite its low complement‐dependent cytotoxicity. Furthermore, treatment with chLpMab‐2 abolished tumor growth in xenograft models of CHO /hPDPN , indicating that chLpMab‐2 suppressed tumor development via ADCC . In conclusion, chLpMab‐2 could be useful as a novel antibody‐based therapy against hPDPN ‐expressing tumors

Statistical Analysis of a Semilinear Hyperbolic System Advected by a White in Time Random Velocity Field

We study a system of semilinear hyperbolic equations passively advected by smooth white noise in time random velocity fields. Such a system arises in modeling non-premixed isothermal turbulent flames under single-step kinetics of fuel and oxidizer. We derive closed equations for one-point and multi-point probability distribution functions (PDFs) and closed form analytical formulas for the one point PDF function, as well as the two-point PDF function under homogeneity and isotropy. Exact solution formulas allows us to analyze the ensemble averaged fuel/oxidizer concentrations and the motion of their level curves. We recover the empirical formulas of combustion in the thin reaction zone limit and show that these approximate formulas can either underestimate or overestimate average concentrations when reaction zone is not tending to zero. We show that the averaged reaction rate slows down locally in space due to random advection induced diffusion; and that the level curves of ensemble averaged concentration undergo diffusion about mean locations.Comment: 18 page

A Delayed Black and Scholes Formula I

In this article we develop an explicit formula for pricing European options when the underlying stock price follows a non-linear stochastic differential delay equation (sdde). We believe that the proposed model is sufficiently flexible to fit real market data, and is yet simple enough to allow for a closed-form representation of the option price. Furthermore, the model maintains the no-arbitrage property and the completeness of the market. The derivation of the option-pricing formula is based on an equivalent martingale measure

Associação entre características de desempenho de tilápia-do-nilo ao longo do período de cultivo.

O objetivo deste trabalho foi estimar as herdabilidades e a estrutura de correlações genéticas entre as características de desempenho de tilápia-do-nilo (Oreochromis niloticus) da linhagem GIFT, em diferentes estágios do ciclo de produção. As tilápias foram cultivadas em tanques - rede. Mediu-se ganho em peso diário total, peso vivo e ganho em peso diário, em quatro períodos, com intervalos de aproximadamente 30 dias. Foram realizadas análises unicaracter para as medidas, em todas as biometrias e, nas análises bicaracter, as medidas de mesma característica foram combinadas duas a duas e com o ganho em peso diário total. As estimações de herdabilidade variaram de 0,15 a 0,11 para peso vivo, 0,16 a 0,09 para ganho em peso diário e 0,17 a 0,12 para ganho em peso diário total, nas análises unicaracter. Os valores estimados de correlação genética para peso vivo e ganho em peso diário, associados ao ganho em peso diário total, variaram entre 0,37 a 0,98 e 0,74 a 0,8 respectivamente. A forte associação genética estimada entre peso vivo em biometrias intermediárias e ganho em peso diário total sugere que a seleção para velocidade de crescimento pode ser realizada de forma precoce

Analytic Controllability of Time-Dependent Quantum Control Systems

The question of controllability is investigated for a quantum control system in which the Hamiltonian operator components carry explicit time dependence which is not under the control of an external agent. We consider the general situation in which the state moves in an infinite-dimensional Hilbert space, a drift term is present, and the operators driving the state evolution may be unbounded. However, considerations are restricted by the assumption that there exists an analytic domain, dense in the state space, on which solutions of the controlled Schrodinger equation may be expressed globally in exponential form. The issue of controllability then naturally focuses on the ability to steer the quantum state on a finite-dimensional submanifold of the unit sphere in Hilbert space -- and thus on analytic controllability. A relatively straightforward strategy allows the extension of Lie-algebraic conditions for strong analytic controllability derived earlier for the simpler, time-independent system in which the drift Hamiltonian and the interaction Hamiltonia have no intrinsic time dependence. Enlarging the state space by one dimension corresponding to the time variable, we construct an augmented control system that can be treated as time-independent. Methods developed by Kunita can then be implemented to establish controllability conditions for the one-dimension-reduced system defined by the original time-dependent Schrodinger control problem. The applicability of the resulting theorem is illustrated with selected examples.Comment: 13 page

Elliptic flow in Pb+Pb collisions at sqrt{s_{NN}} = 2.76 TeV: hybrid model assessment of the first data

We analyze the elliptic flow parameter v_2 in Pb+Pb collisions at sqrt{s_{NN}} = 2.76 TeV and in Au+Au collisions at sqrt{s_{NN}} =200 GeV using a hybrid model in which the evolution of the quark gluon plasma is described by ideal hydrodynamics with a state-of-the-art lattice QCD equation of state, and the subsequent hadronic stage by a hadron cascade model. For initial conditions, we employ Monte-Carlo versions of the Glauber and the Kharzeev-Levin-Nardi models and compare results with each other. We demonstrate that the differential elliptic flow v_2(p_T) hardly changes when the collision energy increases, whereas the integrated v_2 increases due to the enhancement of mean transverse momentum. The amount of increase of both v_2 and mean p_T depends significantly on the model of initialization.Comment: 5 pages, 5 figure

Fluctuation Relations for Diffusion Processes

The paper presents a unified approach to different fluctuation relations for classical nonequilibrium dynamics described by diffusion processes. Such relations compare the statistics of fluctuations of the entropy production or work in the original process to the similar statistics in the time-reversed process. The origin of a variety of fluctuation relations is traced to the use of different time reversals. It is also shown how the application of the presented approach to the tangent process describing the joint evolution of infinitesimally close trajectories of the original process leads to a multiplicative extension of the fluctuation relations.Comment: 38 page