Minimal fqf^q-martingale measures for exponential L\'evy processes

Let $L$ be a multidimensional L\'evy process under $P$ in its own filtration. The $f^q$-minimal martingale measure $Q_q$ is defined as that equivalent local martingale measure for $\mathcal {E}(L)$ which minimizes the $f^q$-divergence $E[(dQ/dP)^q]$ for fixed $q\in(-\infty,0)\cup(1,\infty)$. We give necessary and sufficient conditions for the existence of $Q_q$ and an explicit formula for its density. For $q=2$, we relate the sufficient conditions to the structure condition and discuss when the former are also necessary. Moreover, we show that $Q_q$ converges for $q\searrow1$ in entropy to the minimal entropy martingale measure.Comment: Published in at http://dx.doi.org/10.1214/07-AAP439 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Geometric Lévy Process Pricing Model

We consider models for stock prices which relates to random processes with independent homogeneous increments (Levy processes). These models are arbitrage free but correspond to the incomplete financial market. There are many different approaches for pricing of financial derivatives. We consider here mainly the approach which is based on minimal relative entropy. This method is related to an utility function of exponential type and the Esscher transformation of probabilistic measures.

Differential diagnosis of nonepileptic twilight state with convulsive manifestations after febrile seizures

Background Nonepileptic twilight state with convulsive manifestations (NETC) is a nonepileptic state following a febrile seizure (FS), which may be misdiagnosed as a prolonged seizure and result in overtreatment. We aimed to describe clinical manifestations of NETC and to determine characteristics that are helpful to distinguish NETC from other pathological conditions. Methods We conducted a retrospective chart review from January 2010 to December 2016 and selected the patients who presented with symptoms resembling status epilepticus with fever and a confirmed diagnosis using an electroencephalogram (EEG). We compared the NETC clinical features and venous blood gas analysis results with those of other conditions that mimic NETC. We also compared the characteristics of NETC with past reports. Results Our NETC patients presented with short durations of the preceding generalized convulsions followed by tonic posturing, closed eyes, no cyanosis, responsiveness to painful stimulation, and no accumulation of CO2 in the venous blood gas. Most of these characteristics were consistent with past reports. Prolonged FS or acute encephalopathy with biphasic seizures and late reduced diffusion (AESD) showed several of these features, but all the characteristics were not consistent with our study. Conclusions Prolonged FS and AESD need to be differentiated from NETC, and close clinical observation makes it possible to partially distinguish NETC from the other conditions. EEG is recommended for patients with symptoms that are inconsistent with these features

Investigation of organic matter in the Allende meteorite using scanning transmission X-ray microscope at photon factory

第6回極域科学シンポジウム[OA] 南極隕石11月16日（月）　国立極地研究所１階交流アトリウ

Recurrent Meningitis in an 11-year-old Girl with a Petrous Apex Cystic Lesion

Cases of recurrent meningitis in elderly patients with a spontaneous cerebrospinal fistula have been reported, and in some of these patients, cystic lesions were thought to be the underlying cause. We report a case of recurrent meningitis in an 11-year-old Japanese girl with an arachnoid cyst in the petrous apex. Pulsation of the cystic lesion was thought to cause bone erosion, leading to the formation of a fistula. Magnetic resonance imaging was useful in evaluating the arachnoid cyst and fistula. During 2 years of follow-up, the osteolytic lesion enlarged and the rate of bone erosion was higher than expected

日本とその近隣諸国で分離されたShigella sonneiのコリシン型,生化学型および薬剤耐性パターン

A modification of Abbott and Shannon\u27s colicin typing method for Shigella sonnei which was established recently as a standard method in Japan was described. This method increases by three or four indicators of E. coli K-12 mutant origin, and it is not only to make a clear distinction between either types 6 and 11 or types 4 and 14, but also to establish three new colicin types 4A, 9A and 13A. Typing results of 1,148 strains representing "foci" which were isolated in Japan especially in the western part, were presented. In Japan at present, type 14 is at the top of epidemic strains, type 6 ranks next, and types O, 8, 13A, 4, 2, etc. follow in order, among them only types 8 and 13A show some difference in interregional distribution. Besides, 39 strains isolated in the neighboring countries of Japan were used for typing. There was a most distinct difference in colicin type between here and there. The strains examined biochemically were determined by 78 percent as type RM of Gillies (xylose negative, raffinose and melibiose positive), and by 96 percent as type "a" of Szturm-Rubinsten (ONPG positive, rhamnose and xylose negative). Both the biochemical types were equally distributed among colicin types other than type 12; in colicin type 12, strains showing various fermentation patterns were found. The resistance of the strains to sulfa-drug and three antibiotics raised gradually since 1963 and thereabout, and it was at its maximum in 1967 irrespective of colicin type. Only strains of colicin type 14, which appeared for the first time in 1963 showed the maximum from the beginning. In the transition stage of resistance acquisition, it was possible to use resistance pattern as a subsidiary epidemiological marker in combination with colicin type provided that epidemics had been caused by colicin types 6, O, 8, etc. Two examples of application of this combination use were presented; the first case deals with epidemiological analysis of a mass outbreak, and the second with epidemiological connection among many epidemics in a district within a definite period of time.日本で改良され,標準法として一般に実施されているAbbott-ShannonのShigella sonneiコリシン型別法(いわゆる型別部会法)を紹介した.本法は大腸菌K-12変異菌から誘導した抵抗変異株3ないし4株を原法指示菌に追加したもので,原法では区別が困難であった6型と11型,および4型と14型を明瞭に分け,また新コリシン型3種,4A,9A,13Aを追加したものである.主として西日本で分離された,ホーカスを代表する1,148株のS. sonneiが本法による型別に供された.現在の日本では14型が首位,6型これに次ぎ,O型,8型,13A,4≦,2型などがこの順に検出され,うち8型と13Aは国内的に地理的分布上のかなりの差異を示した.ほかに近隣諸国分離の39株を型別したが,その成績は日本のそれと大いに差異があった.生化学的型別の結果は,78%までがGilliesのRM型(キシローゼ陰性,ラフィノーゼ,メリビオーゼ陽性),96%までがSzturm-Rubinstenのa型(ONPG陽性,ラムノーゼ,キシローゼ陰性)であった.この両型はともに12型以外の各コリシン型に平均的に分布し,12型においてのみ各種の糖分解型式を示すものが見出された.これらの菌株のサルファ剤と3種の抗生物質に対する抵抗性は1963年頃から次第に高まり,1967年に至ってコリシン型に関係なくすべてが最高の抵抗を示した.ただし14型だけはそれが最初に現われた1963年には,4剤に対して既に最高の抵抗を示していた.この耐性獲得の途上にある時期では,6型,O型,8型などによる流行の場合に限って,薬剤耐性パターンをコリシン型と組合せて一つの補助的な疫学的マーカーとして利用することが可能であった.この組合せ使用の二つの応用例を記述したが,一つはある集団発生の疫学的分析に関するものであり,もう一つは,ある地方ある期間内における各流行例間の関連に関するものであった

Examination of density and mixing ratio of barium preparations, using an originally created phantom

胃Ⅹ線検査に造影剤として用いられる硫酸バリウム懸濁液の濃度を,簡便に,客観的に決定する目的で,歯科用アルギン酸塩印象材を用いて,コインの図柄を写しとったファントムを制作した｡これを使って二種類の硫酸バリウム製剤の適正濃度(PD)を調べた結果,BARITOP PとBARICON MEALを単体,若くは混合した場合には,おおよそ,PD(W/V%)=0.75C+165(ただし,CはBARICON MEALの混合比(%))となった｡また,BARICON MEALはコントラストが高く,精密検査に有利だと考えられ,BARITOP PとBARICON MEALを混合すると濃度の許容範囲が広がるため,通常の検査に都合がよいと考えられた｡更に,このファントムは簡便に作成することができ,しかも,硫酸バリウム懸濁 液との親和性も良いことから,硫酸バリウム製剤やⅩ線TV装置の評価,増感紙･フィルム系の評価等にも応用できると考えられた｡A phantom copied designs of coins was created with alginate dental impression material to establish a objective, simple and easy method for deciding density of barium sulfate suspensions which are used for stomach X-ray examination as contrast media. As a result of examining proper density (PD) of two kind of barium preparations with this phantom, in case of BARITOP P and BARICON MEAL, PD were almost shown by the next equation : PD(W/V%)=0.75C+165(C meant content of BARICON MEAL (%)). As BARICON MEAL resulted in hight contrast, it was thought to be suitable for a close examination. Mixture of BARITOP P and BARICON MEAL was thought to be suited to a routine examination becouse of wide permissible level of density. This phantom would be able to apply to the test of balium preparations, X-ray TV systems, screen/film systems and so on