2,229 research outputs found
Adaptive Continuous time Markov Chain Approximation Model to General Jump-Diffusions
We propose a non-equidistant Q rate matrix formula and an adaptive numerical algorithm for a continuous time Markov chain to approximate jump-diffusions with affine or non-affine functional specifications. Our approach also accommodates state-dependent jump intensity and jump distribution, a flexibility that is very hard to achieve with other numerical methods. The Kologorov-Smirnov test shows that the proposed Markov chain transition density converges to the one given by the likelihood expansion formula as in Ait-Sahalia (2008). We provide numerical examples for European stock option pricing in Black and Scholes (1973), Merton (1976) and Kou
(2002)
Adaptive continuous time Markov chain approximation model to general jump-diffusions
We propose a non-equidistant Q rate matrix formula and an adaptive numerical algorithm for a continuous time Markov chain to approximate jump-diffusions with affine or non-affine functional specifications. Our approach also accommodates state-dependent jump intensity and jump distribution, a flexibility that is very hard to achieve with other numerical methods. The Kolmogorov-Smirnov test shows that the proposed Markov chain transition density converges to the one given by the likelihood expansion formula as in Ait-Sahalia (2008). We provide numerical examples for European stock option pricing in Black and Scholes (1973), Merton (1976) and Kou (2002).Markov Chains, Diffusion Approximation, Transition Density, Jump-Diffusion Approximation, Option Pricing
Diffusion enhancement and Taylor dispersion for rotationally symmetric flows in discs and pipes
In this note, we study the long-time dynamics of passive scalars driven by
rotationally symmetric flows. We focus on identifying precise conditions on the
velocity field in order to prove enhanced dissipation and Taylor dispersion in
three-dimensional infinite pipes. As a byproduct of our analysis, we obtain an
enhanced decay for circular flows on a disc of arbitrary radius.Comment: 9 pages, comments welcom
(DithioÂbenzoato-κ2 S,S′)[hydridotris(pyrazol-1-yl-κN 2)borato](triphenylÂphosphine-κP)ruthenium(II)
Reaction of [Ru(Tp)Cl(PPh3)2] (Tp = hydridotrispyrazolylÂborate) with ammonium dithioÂbenzoate in methanol leads to the formation of the title compound, [Ru(C9H10BN6)(C7H5S2)(C18H15P)]. In the crystal structure, the Ru atom is coordinated by three N atoms of the Tp ligand, one P atom of the triphenylÂphosphine ligand and the two S atoms of the dithioÂbenzoate ligand within a slightly distorted octaÂhedron. The Ru—S bonds are slightly different [2.321 (1) and 2.396 (1) Å] and the average N—Ru—N angle is 86.31°
Increased ATP generation in the host cell is required for efficient vaccinia virus production
To search for cellular genes up-regulated by vaccinia virus (VV) infection, differential display-reverse transcription-polymerase chain reaction (ddRT-PCR) assays were used to examine the expression of mRNAs from mock-infected and VV-infected HeLa cells. Two mitochondrial genes for proteins that are part of the electron transport chain that generates ATP, ND4 and CO II, were up-regulated after VV infection. Up-regulation of ND4 level by VV infection was confirmed by Western blotting analysis. Up-regulation of ND4 was reduced by the MAPK inhibitor, apigenin, which has been demonstrated elsewhere to inhibit VV replication. The induction of ND4 expression occurred after viral DNA replication since ara C, an inhibitor of poxviral DNA replication, could block this induction. ATP production was increased in the host cells after VV infection. Moreover, 4.5 μM oligomycin, an inhibitor of ATP production, reduced the ATP level 13 hr after virus infection to that of mock-infected cells and inhibited viral protein expression and virus production, suggesting that increased ATP production is required for efficient VV production. Our results further suggest that induction of ND4 expression is through a Bcl-2 independent pathway
(Benzonitrile-κN)chlorido[hydridoÂtris(pyrazol-1-yl-κN 2)borato](triphenylÂphosphine-κP)ruthenium(II) ethanol solvate. Corrigendum
Corrigendum to Acta Cryst. (2009), E65, m438
Gossypiboma of the Leg: MR Imaging Characteristics. A Case Report
We report a 22-year-old man with a solid mass in the right proximal leg, which was furned out to be a gossypiboma. MR imaging revealed a well-defined mass lesion that showed intermediate signal intensity at T1-weighted imaging (T1WI) and slightly high signal intensity at T2-weighted imaging (T2WI). Wavy, low-signal-intensity stripes were visible within the fluid-filled central cavity. At surgical exploration, a sponge, retained after previous knee surgery, was discovered, and it was found that a granuloma had developed. Pathologic examination revealed granulomatous inflammation, with lymphocyte and giant cell infiltration. The presence of wavy, low-signal-intensity gauze fibers at T2WI may be a characteristic MR appearance of gossypiboma
Effect of rehabilitation on a patient suffering from a tuberculous brain abscess with Gerstmann’s syndrome: case report
There are few reports in the literature of tuberculous brain abscess. Tuberculous brain abscess usually occurs in an immunocompromised host. Almost all previously documented cases have involved acquired immune deficiency syndrome. We encountered a 53-year-old right-handed immunocompetent male who was initially suspected of having a cerebrovascular accident due to acute-onset right hemiparesis and paresthesia. A tentative diagnosis of brain tumor versus brain abscess was made on imaging studies. The patient was finally diagnosed with a tuberculous brain abscess based upon deterioration on imaging and a positive tuberculosis culture. The tuberculous brain abscess was located in the left parietal lobe, which resulted in Gerstmann’s syndrome and right-sided apraxia. Stereotactic surgery was performed. He was also given antituberculosis chemotherapy and comprehensive rehabilitation. Considerable improvement was noted after rehabilitation. The patient even returned to a normal life and work. Our case demonstrates that an aggressive intensive inpatient rehabilitation program combined with stereotactic surgery and effective antituberculosis therapy play an important role in improving the outcome for patients with tuberculous brain abscess, Gerstmann’s syndrome, and right-sided apraxia
Local Implicit Normalizing Flow for Arbitrary-Scale Image Super-Resolution
Flow-based methods have demonstrated promising results in addressing the
ill-posed nature of super-resolution (SR) by learning the distribution of
high-resolution (HR) images with the normalizing flow. However, these methods
can only perform a predefined fixed-scale SR, limiting their potential in
real-world applications. Meanwhile, arbitrary-scale SR has gained more
attention and achieved great progress. Nonetheless, previous arbitrary-scale SR
methods ignore the ill-posed problem and train the model with per-pixel L1
loss, leading to blurry SR outputs. In this work, we propose "Local Implicit
Normalizing Flow" (LINF) as a unified solution to the above problems. LINF
models the distribution of texture details under different scaling factors with
normalizing flow. Thus, LINF can generate photo-realistic HR images with rich
texture details in arbitrary scale factors. We evaluate LINF with extensive
experiments and show that LINF achieves the state-of-the-art perceptual quality
compared with prior arbitrary-scale SR methods.Comment: CVPR 2023 camera-ready versio
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