271 research outputs found

    On Filtering in Markovian Term Structure Models (An Approximation Approach)

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    We study a nonlinear filtering problem to estimate, on the basis of noisy observations of forward rates, the market price of interest rate risk as well as the parameters in a particular term structure model within the Heath-Jarrow-Morton family. An approximation approach is described for the actual computation of the filter.filter approximations; Heath-Jarrow-Morton model; market price interest rate risk; markovian representations; measure transformation; nonlinear filtering; term structure of interest rates

    The effects of fecundity, mortality and distribution of the initial condition in phenological models

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    Pest phenological models describe the cumulative flux of the individuals into each stage of the life cycle of a stage-structured population. Phenological models are widely used tools in pest control decision making. Despite the fact that these models do not provide information on population abundance, they share some advantages with respect to the more sophisticated and complex demographic models. The main advantage is that they do not require data collection to define the initial conditions of model simulation, reducing the effort for field sampling and the high uncertainty affecting sample estimates. Phenological models are often built considering the developmental rate function only. To the aim of adding more realism to phenological models, in this paper we explore the consequences of improving these models taking into consideration three additional elements: the age distribution of individuals which exit from the overwintering phase, the age- and temperature-dependent profile of the fecundity rate function and the consideration of a temperature-dependent mortality rate function. Numerical simulations are performed to investigate the effect of these elements with respect to phenological models considering development rate functions only. To further test the implications of different models formulation, we compare results obtained from different phenological models to the case study of the codling moth (Cydia pomonella) a primary pest of the apple orchard. The results obtained from model comparison are discussed in view of their potential application in pest control decision support

    Modelling the potential distribution of Bemisia tabaci in Europe in light of the climate change scenario

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    BACKGROUND:Bemisia tabaci is a serious pest of agriculturalandhorticultural crops ingreenhousesandfields aroundtheworld. This paper deals with the distribution of the pest under field conditions. In Europe, the insect is currently found in coastal regions of Mediterranean countries where it is subject to quarantine regulations. To assess the risk presented by B. tabaci to Europe, the area of potential establishment of this insect, in light of the climate change scenario,was assessed by a temperature-dependent physiologically based demographicmodel (PBDM). RESULTS: The simulated potential distribution under current climate conditions has been successfully validated with the available field records of B. tabaci in Europe. Considering climate change scenarios of+1and+2 ∘C, range expansion by B. tabaci is predicted, particularly in Spain, France, Italy, Greece and along the Adriatic coast of the Balkans. Nonetheless, even under the scenario of +2 ∘C, northern European countries are not likely to be at risk of B. tabaci establishment because of climatic limitations. CONCLUSION: Model validation with field observations and evaluation of uncertainties associated with model parameter variability support the reliability of model results. The PBDM developed here can be applied to other organisms and offers significant advantages for assessing the potential distribution of invasive species

    Desecrating Celebrity. Italian Cases in Cinema, TV Series, Music and Social Media

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    The theme of “celebrity”, its cultural origins, its social meaning and media propagation, and its effects on the audience, has interested scholars of various disciplines for a long time. Just recently, however, an academic research area called “Celebrity Studies” has been established, with a consolidated tradition mostly in the Anglo-Saxon countries.The article discussed the Italian contribution to this extensive area of investigation started to appear in the second half of the last centur

    Aporie e opacità dell’otto per mille: tra interesse pubblico a un pluralismo aperto e interessi specifici alla rigidità del mercato religioso

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    SOMMARIO: 1. Il problema del conflitto di interessi nel diritto ecclesiastico dell’Italia repubblicana. - 2. Conflitto di interessi e finanziamento pubblico delle religioni. - 3. L’ombra del conflitto di interessi che accompagna nel suo cammino l’«invenzione» dell’otto per mille. - 4. Note di discussione. Contradictions and unclarities of “otto per mille”: between public interest in an open pluralism and individual interests in the rigidity of the religious market ABSTRACT: Religion, like politics and economics, risks fueling various forms of conflict of interest in the State. The constitutional choice to affirm a pluralist (or open) laicità aims precisely at avoiding and contrasting potential conflicts of interest caused by religious influences. The contradictions and the unclarities detected by several voices about the "otto per mille" economic support system could be read as indicators that Italy failed to implement a management of the public interest which should guarantee the exclusion of favoritism towards individual interests. The original fault of "otto per mille" system lies in the negotiated nature of the legislation that provides for it; the choice of a bilateral source makes clear the will of the State to operate, for purposes of its political consolidation, a substantial connection with the specific interests of some religious denominations in the acquisition and preservation of advantageous positions. It is therefore hoped an unilateral work of reform by the State, in particular the repeal of the fascist legislation about admitted cults and the promulgation of a general law on religious freedom

    A temperature-dependent physiologically based model for the invasive apple snail Pomacea canaliculata

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    In order to set priorities in management of costly and ecosystem-damaging species, policymakers and managers need accurate predictions not only about where a specific invader may establish but also about its potential abundance at different geographical scales. This is because density or biomass per unit area of an invasive species is a key predictor of the magnitude of environmental and economic impact in the invaded habitat. Here, we present a physiologically based demographic model describing and explaining the population dynamics of a widespread freshwater invader, the golden apple snail Pomacea canaliculata, which is causing severe environmental and economic impacts in invaded wetlands and rice fields in Southeastern Asia and has also been introduced to North America and Europe. The model is based on bio-demographic functions for mortality, development and fecundity rates that are driven by water temperature for the aquatic stages (juveniles and adults) and by air temperature for the aerial egg masses. Our model has been validated against data on the current distribution in South America and Japan, and produced consistent and realistic patterns of reproduction, growth, maturation and mortality under different scenarios in accordance to what is known from real P. canaliculata populations in different regions and climates. The model further shows that P. canaliculata will use two different reproductive strategies (semelparity and iteroparity) within the potential area of establishment, a plasticity that may explain the high invasiveness of this species across a wide range of habitats with different climates. Our results also suggest that densities, and thus the magnitude of environmental and agricultural damage, will be largely different in locations with distinct climatic regimes within the potential area of establishment. We suggest that physiologically based demographic modelling of invasive species will become a valuable tool for invasive species managers

    EFSA’s environmental risk assessment of the apple snail for the EU: a novel approach

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    In the context of a pest risk assessment, the potential consequences caused by a harmful organism needs to be estimated including the environmental consequences, besides the evaluation of other risk components. This publication describes a novel approach that was developed by the Panel on Plant Health (Panel) of the European Food Safety Authority (EFSA) and used to perform the environmental risk assessment for the apple snails for the EU. Apple snails are considered to be serious rice pests and can cause devastating effects on the flora and fauna of natural wetlands. In 2010 the Island apple snail, Pomacea maculata, started its invasion in the rice fields in the Ebro Delta in Spain where it is currently still spreading. Today, the snail is not only present in rice paddies but also in some nearby wetlands, and it has been found moving upwards along the Ebro riverbeds. In 2012, on the request of the European Commission, the EFSA Panel on Plant Health (Panel) evaluated a Spanish pest risk analysis on the apple snail (Spanish Ministry of Environment and Rural and Marine Affairs, 2011) and concluded that the risk posed by the apple snail to the natural environment was not sufficiently addressed and recommended that further study should be performed. Consequently the Panel was requested by EFSA to perform an environmental risk assessment on the apple snail for the EU. The snail population density was identified as the driver of the ecosystem change, and therefore the factor playing the major role in determining the impact of the snail on the environment. The Panel developed a population dynamics model to estimate the potential population densities of snail eggs, juveniles and adults, and to identify the potential snail hot spots in Europe. As a result maps were generated to represent the potential snail density distribution in the EU territory (EFSA PLH Panel, 2013). The environmental risk assessment procedure developed by the Panel and presented in its guidance document (EFSA Panel on Plant Health, 2011) was used to assess the negative impact of the snail invasion on the shallow freshwater areas containing macrophytes such as wetlands, shallow lakes, river deltas and the littoral zone of deeper lakes and rivers in Europe (EFSA PLH Panel, 2014). This work has been published in two scientific opinions by the EFSA Panel on Plant Health and the key aspectsfrom these scientific opinions are presented in this paper

    Stability and optimal control for some classes of tritrophic systems

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    The objective of this paper is to study an optimal resource management problem for some classes of tritrophic systems composed by autotrophic resources (plants), bottom level consumers (herbivores) and top level consumers (humans). The first class of systems we discuss are linear chains, in which biomass flows from plants to herbivores, and from herbivores to humans. In the second class of systems humans are omnivorous and hence compete with herbivores for plant resources. Finally, in the third class of systems humans are omnivorous, but the plant resources are partitioned so that humans and herbivores do not complete for the same ones. The three trophic chains are expressed as Lotka-Volterra models, which seems to be a suitable choice in contexts where there is a shortage of food for the consumers. Our model parameters are taken from the literature on agro-pastoral systems in Sub-Saharan Africa
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