685 research outputs found
Risk-sensitive investment in a finite-factor model
A new jump diffusion regime-switching model is introduced, which allows for
linking jumps in asset prices with regime changes. We prove the existence and
uniqueness of the solution to the risk-sensitive asset management criterion
maximisation problem in this setting. We provide an ODE for the optimal value
function, which may be efficiently solved numerically. Relevant probability
measure changes are discussed in the appendix. The approach of Klebaner and
Lipster (2014) is used to prove the martingale property of the relevant density
processes.Comment: 23 pages, 1 figur
Safety of vedolizumab in liver transplant recipients : a systematic review
Background: The management of inflammatory bowel disease in patients who have previously undergone liver transplantation can be a clinical challenge. There are serious concerns among physicians regarding the use of biologics for treating such immuno-compromised patients. Objective: We performed a systematic review on vedolizumab therapy in transplant recipients to assess its safety. Methods: PubMed/Embase/Scopus were searched up to November 2018 to identify papers regarding liver transplant recipients and therapy with vedolizumab. Primary outcomes were adverse events. Secondary outcomes were liver transplant and inflammatory bowel disease outcomes. Results: Eight studies (31 patients) were included. Nine out of 31 patients experienced an infection within a mean follow-up time ranging from 5\u201320 months. No malignancies were reported. Inflammatory bowel disease clinical response was experienced by 20/26 patients. Abnormalities in liver tests were recorded in 2/22 patients. Conclusion: Vedolizumab may be considered safe for treating inflammatory bowel disease in liver transplant recipients. Caution is recommended for patients with an unstable liver graft function
Search for narrow energy-shifted lines in XMM-Newton AGN spectra
The detection of X-ray narrow spectral features in the 5-7 keV band is
becoming increasingly more common in AGN observations, thanks to the
capabilities of current X-ray satellites. Such lines, both in emission and in
absorption, are mostly interpreted as arising from Iron atoms. When observed
with some displacement from their rest frame position, these lines carry the
potential to study the motion of circumnuclear gas in AGN, providing a
diagnostic of the effects of the gravitational field of the central black hole.
These narrow features have been often found with marginal statistical
significance. We are carrying on a systematic search for narrow features using
spectra of bright type 1 AGNs available in the XMM-Newton archive. The aim of
this work is to characterise the occurrence of the narrow features phenomenon
on a large sample of objects and to estimate the significance of the features
through Monte Carlo simulations. The project and preliminary results are
presented.Comment: 6 pages,4 figures, contributed talk presented at the Workshop "The
multicoloured landscape of compact objects and their explosive origin",
Cefalu' (Sicily), 11-24 June 2006, to be published by AI
A Huge Drop in X-ray Luminosity of the Non-Active Galaxy RXJ1242.6-1119A, and First Post-Flare Spectrum - Testing the Tidal Disruption Scenario
It has been suggested that an unavoidable consequence of the existence of
supermassive black holes, and the best diagnostic of their presence in
non-active galaxies, would be occasional tidal disruption of stars captured by
the black holes. These events manifest themselves in form of luminous flares
powered by accretion of debris from the disrupted star into the black hole.
Candidate events among optically non-active galaxies emerged in the past few
years. For the first time, we have looked with high spatial and spectral
resolution at one of these most extreme variability events ever recorded among
galaxies. Here, we report measuring a factor ~200 drop in luminosity of the
X-ray source RXJ 1242-1119 with the X-ray observatories Chandra and XMM-Newton,
and perform key tests of the favored outburst scenario, tidal disruption of a
star by a supermassive black hole. We show that the detected `low-state'
emission has properties such that it must still be related to the flare. The
power-law shaped post-flare X-ray spectrum indicates a `hardening' compared to
outburst. The inferred black hole mass, the amount of liberated energy, and the
duration of the event favor an accretion event of the form expected from the
(partial or complete) tidal disruption of a star (abstract abbreviated).Comment: to appear in March 1 issue of ApJ Letters (submitted Nov. 10,
accepted in Dec. 2003); background information available at
http://www.xray.mpe.mpg.de/~skomossa
Early Science with the Large Millimeter Telescope: an energy-driven wind revealed by massive molecular and fast X-ray outflows in the Seyfert Galaxy IRAS 17020+4544
We report on the coexistence of powerful gas outflows observed in millimeter
and X-ray data of the Radio-Loud Narrow Line Seyfert 1 Galaxy IRAS 17020+4544.
Thanks to the large collecting power of the Large Millimeter Telescope, a
prominent line arising from the 12CO(1-0) transition was revealed in recent
observations of this source. The complex profile is composed by a narrow
double-peak line and a broad wing. While the double-peak structure may be
arising in a disk of molecular material, the broad wing is interpreted as the
signature of a massive outflow of molecular gas with an approximate bulk
velocity of -660 km/s. This molecular wind is likely associated to a
multi-component X-ray Ultra-Fast Outflow with velocities reaching up to ~0.1c
and column densities in the range 10^{21-23.9} cm^-2 that was reported in the
source prior to the LMT observations. The momentum load estimated in the two
gas phases indicates that within the observational uncertainties the outflow is
consistent with being propagating through the galaxy and sweeping up the gas
while conserving its energy. This scenario, which has been often postulated as
a viable mechanism of how AGN feedback takes place, has so far been observed
only in ULIRGs sources. IRAS 17020+4544 with bolometric and infrared luminosity
respectively of 5X10^{44} erg/s and 1.05X10^{11} L_sun appears to be an example
of AGN feedback in a NLSy1 Galaxy (a low power AGN). New proprietary
multi-wavelength data recently obtained on this source will allow us to
corroborate the proposed hypothesis.Comment: Accepted for publication on ApJ Letters, 9 pages, 4 figure
A characterization of the NGC 4051 soft X-ray spectrum as observed by XMM-Newton
Soft X-rays high resolution spectroscopy of obscured AGNs shows the existence
of a complex soft -ray spectrum dominated by emission lines of He and H-like
transitions of elements from Carbon to Neon, as well as L-shell transitions due
to iron ions. In this paper we characterize the XMM-Newton RGS spectrum of the
Seyfert 1 galaxy NGC 4051 observed during a low flux state and infer the
physical properties of the emitting and absorbing gas in the soft X-ray regime.
X-ray high-resolution spectroscopy offers a powerful diagnostic tool since the
observed spectral features strongly depend on the physical properties of matter
(ionization parameter U, electron density n_e, hydrogen column density N_H),
which in turn are tightly related to the location and size of the X-ray
emitting clouds. We carried out a phenomenological study to identify the atomic
transitions detected in the spectra. This study suggests that the spectrum is
dominated by emission from a photoionised plasma. Then, we used the
photoionization code Cloudy to produce synthetic models for the emission line
component and the warm absorber observed during phases of high intrinsic
luminosity. The low state spectrum cannot be described by a single
photoionization component. A multi-ionization phase gas with ionization
parameter in the range log U = 0.63-1.90 and column density log N_H =
22.10-22.72 cm^-2 is required, while the electron density n_e remains
unconstrained. A warm absorber medium is required by the fit with parameters
log U = 0.85, log N_H = 23.40 and log n_e \ut< 5. The model is consistent with
an X-ray emitting regions at a distance > 5 x 10^-2 pc from the central engine.Comment: Accepted for publication on section 4 "Extragalactic astronomy" of
Astronomy and Astrophysics, 2010, 12 pages, 8 Figures, 4 Tables, in printer
format. A few typos corrected
The X-ray afterglows of gamma-ray bursts GRB 001025A and GRB 010220 observed with XMM-Newton
The X-ray afterglows of GRB 001025A and GRB 010220 were detected by
XMM-Newton with an average 0.2--10.0 keV flux of 4.4 and 3.3x10^{-14} erg
cm^{-2} s^{-1} respectively; the afterglow of GRB 001025A is observed to decay.
Afterglows at other wavelengths were not detected for either burst. A set of
broadened soft X-ray emission lines are detected in the afterglow of GRB
001025A, at 5.0 sigma significance above a Galactic-absorbed power-law
continuum. The spectra of both afterglows are significantly better fit by a
variable abundance thermal plasma model than by an absorbed power-law and are
consistent with the observations of GRB 011211, indicating that thermal
emission from light elements may be common in the early X-ray afterglows of
GRBs.Comment: 5 pages, 2 figures; accepted for publication in A&A letter
Exome sequencing in a consanguineous family clinically diagnosed with early-onset Alzheimer's disease identifies a homozygous CTSF mutation
We have previously reported the whole genome genotyping analysis of 2 consanguineous siblings clinically diagnosed with early onset Alzheimer's disease (AD). In this analysis, we identified several large regions of homozygosity shared between both affected siblings, which we suggested could be candidate loci for a recessive genetic lesion underlying the early onset AD in these cases. We have now performed exome sequencing in one of these siblings and identified the potential cause of disease: the CTSF c.1243G>A:p.Gly415Arg mutation in homozygosity. Biallelic mutations in this gene have been shown to cause Type B Kufs disease, an adult-onset neuronal ceroid lipofuscinosis with some cases resembling the impairment seen in AD
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