570 research outputs found

    Perpetual Options and Canadization Through Fluctuation Theory

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    In this article it is shown that one is able to evaluate the price of perpetual calls, puts, Russian and integral options directly as the Laplace transform of a stopping time of an appropriate diusion using standard uctuation theory. This approach is oered in contrast to the approach of optimal stopping through free boundary problems [see volume 39,1 of Theory of Probability and its Applications]. Following ideas in [5], we discuss the Canadization of these options as a method of approximation to their nite time counterparts. Fluctuation theory is again used in this case

    Reducing Radiation Dose to the Female Breast during CT Coronary Angiography: A Simulation Study Comparing Breast Shielding, Angular Tube Current Modulation, Reduced kV, and Partial Angle Protocols Using an Unknown-location Signal-detectability Metric

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    Purpose: The authors compared the performance of five protocols intended to reduce dose to the breast during computed tomography (CT) coronary angiography scans using a model observer unknown-location signal-detectability metric. Methods: The authors simulated CT images of an anthropomorphic female thorax phantom for a 120 kV reference protocol and five “dose reduction” protocols intended to reduce dose to the breast: 120 kV partial angle (posteriorly centered), 120 kV tube-current modulated (TCM), 120 kV with shielded breasts, 80 kV, and 80 kV partial angle (posteriorly centered). Two image quality tasks were investigated: the detection and localization of 4-mm, 3.25 mg/ml and 1-mm, 6.0 mg/ml iodine contrast signals randomly located in the heart region. For each protocol, the authors plotted the signal detectability, as quantified by the area under the exponentially transformed free response characteristic curve estimator (AˆFE), as well as noise and contrast-to-noise ratio (CNR) versus breast and lung dose. In addition, the authors quantified each protocol\u27s dose performance as the percent difference in dose relative to the reference protocol achieved while maintaining equivalentAˆFE. Results: For the 4-mm signal-size task, the 80 kV full scan and 80 kV partial angle protocols decreased dose to the breast (80.5% and 85.3%, respectively) and lung (80.5% and 76.7%, respectively) withAˆFE= 0.96, but also resulted in an approximate three-fold increase in image noise. The 120 kV partial protocol reduced dose to the breast (17.6%) at the expense of increased lung dose (25.3%). The TCM algorithm decreased dose to the breast (6.0%) and lung (10.4%). Breast shielding increased breast dose (67.8%) and lung dose (103.4%). The 80 kV and 80 kV partial protocols demonstrated greater dose reductions for the 4-mm task than for the 1-mm task, and the shielded protocol showed a larger increase in dose for the 4-mm task than for the 1-mm task. In general, the CNR curves indicate a similar relative ranking of protocol performance as the correspondingAˆFEcurves, however, the CNR metric overestimated the performance of the shielded protocol for both tasks, leading to corresponding underestimates in the relative dose increases compared to those obtained when using theAˆFEmetric. Conclusions: The 80 kV and 80 kV partial angle protocols demonstrated the greatest reduction to breast and lung dose, however, the subsequent increase in image noise may be deemed clinically unacceptable. Tube output for these protocols can be adjusted to achieve a more desirable noise level with lesser breast dose savings. Breast shielding increased breast and lung dose when maintaining equivalentAˆFE. The results demonstrated that comparisons of dose performance depend on both the image quality metric and the specific task, and that CNR may not be a reliable metric of signal detectability

    A Tale of Two Trials: The Impact of 5α-Reductase Inhibition on Prostate Cancer (Review)

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    The use of 5α-reductase inhibitors (5α-RIs) as prostate cancer chemoprevention agents is controversial. Two large randomized trials, the Prostate Cancer Prevention Trial (PCPT) and the Reduction by Dutasteride of Prostate Cancer Events (REDUCE) Trial, have both shown a decreased incidence of prostate cancer in patients administered with 5α-RIs. Both studies showed, however, an increased risk of higher-grade prostate cancer. Numerous studies have since analyzed the inherent biases in these landmark studies and have used mathematical modeling to estimate the true incidence of prostate cancer and the risk for high-grade prostate cancer in patients undergoing 5α-RI treatment. All primary publications associated with the PCPT and REDUCE studies were reviewed in detail. Pertinent references from the above publications were assessed and a literature search of all published articles associated with PCPT, REDUCE or 5α-RIs as chemopreventative agents through October 2013 was performed using Pubmed/Medline. PCPT and REDUCE both showed a significant decrease in the incidence of prostate cancer following the administration of 5α-reductase inhibitor, as compared with placebo, suggesting that 5α-RIs may be effective agents for prostate cancer chemoprevention. Inherent biases in the design of these two studies may have caused an artificial increase in the number of high-grade cancers reported. Mathematical models, that integrated data from these trials, revealed neither an increased nor decreased risk of high-grade disease when taking these biases into consideration. Moderately strong evidence exists that 5α-RIs may reduce the risk of prostate cancer. PCPT and REDUCE showed a decreased prevalence of prostate cancer in patients taking 5α-RIs. Urologists should have a working knowledge of these studies and discuss with patients the risks and benefits of 5α-RI treatment. Further studies to evaluate the cost-effectiveness of chemoprevention with 5α-RIs and appropriate patient selection are warranted

    A Bayesian Inverse Approach to Proton Therapy Dose Delivery Verification

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    This study presents a proof-of-concept for a novel Bayesian inverse method in a one-dimensional setting, aimed at proton beam therapy treatment verification. Our methodology is predicated on a hypothetical scenario wherein strategically positioned sensors detect prompt-{\gamma}'s emitted from a proton beam when it interacts with defined layers of tissue. Using this data, we employ a Bayesian framework to estimate the proton beam's energy deposition profile. We validate our Bayesian inverse estimations against a closed-form approximation of the Bragg Peak in a uniform medium and a layered lung tumour.Comment: 22 pages, 12 figure

    Coupling of alpha(1)-Adrenoceptors to ERK1/2 in the Human Prostate

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    Introduction: alpha(1)-Adrenoceptors are considered critical for the regulation of prostatic smooth muscle tone. However, previous studies suggested further alpha(1)-adrenoceptor functions besides contraction. Here, we investigated whether alpha(1)-adrenoceptors in the human prostate may activate extracellular signal-regulated kinases (ERK1/2). Methods: Prostate tissues from patients undergoing radical prostatectomy were stimulated in vitro. Activation of ERK1/2 was assessed by Western blot analysis. Expression of ERK1/2 was studied by immunohistochemistry. The effect of ERK1/2 inhibition by U0126 on phenylephrine-induced contraction was studied in organ-bath experiments. Results: Stimulation of human prostate tissue with noradrenaline (30 mu M) or phenylephrine (10 mu M) resulted in ERK activation. This was reflected by increased levels of phosphorylated ERK1/2. Expression of ERK1/2 in the prostate was observed in smooth muscle cells. Incubation of prostate tissue with U0126 (30 mu M) resulted in ERK1/2 inhibition. Dose-dependent phenylephrine-induced contraction of prostate tissue was not modulated by U0126. Conclusions: alpha(1)-Adrenoceptors in the human prostate are coupled to ERK1/2. This may partially explain previous observations suggesting a role of alpha(1)-adrenoceptors in the regulation of prostate growth. Copyright (C) 2011 S. Karger AG, Base

    On the harmonic measure of stable processes

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    Using three hypergeometric identities, we evaluate the harmonic measure of a finite interval and of its complementary for a strictly stable real L{\'e}vy process. This gives a simple and unified proof of several results in the literature, old and recent. We also provide a full description of the corresponding Green functions. As a by-product, we compute the hitting probabilities of points and describe the non-negative harmonic functions for the stable process killed outside a finite interval
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