Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions

In this paper we obtain Gaussian-type lower bounds for the density of solutions to stochastic differential equations (SDEs) driven by a fractional Brownian motion with Hurst parameter $H$. In the one-dimensional case with additive noise, our study encompasses all parameters $H\in(0,1)$, while the multidimensional case is restricted to the case $H>1/2$. We rely on a mix of pathwise methods for stochastic differential equations and stochastic analysis tools.Comment: Published at http://dx.doi.org/10.1214/14-AOP977 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

A medical student elective promoting humanism, communication skills, complementary and alternative medicine and physician self-care: an evaluation of the HEART program.

ObjectiveIn 2002 the American Medical Student Association (AMSA) created a fourth-year medical student elective known as the Humanistic Elective in alternative medicine, Activism, and Reflective Transformation (HEART) that provided the opportunity for students to explore humanism in medicine, self-care, complementary and alternative medicine modalities, communication, activism, and community building in a four-week immersion experience. The educational effects of this elective, and whether it has met its stated goals, are unknown.MethodThe authors conducted a web-based, cross-sectional survey of the first eight cohorts of HEART graduates in 2010. Survey questions assessed respondents' demographics and perspectives on the educational impact of the elective. Descriptive statistics were used to characterize the sample and qualitative analyses were guided by grounded theory.ResultsOf 168 eligible alumni, 122 (73%) completed the survey. The majority were female (70%), age ≤35 (77%) years, and trained in primary care specialties (66%). Half were attendings in practice. The majority of respondents felt the elective taught professionalism (89%) and communication skills (92%) well or very well. The majority highly agreed that the elective helped them better cope with stress during residency training (80%), taught them self-care skills (75%), and improved their ability to empathize and connect with patients (71%). Qualitative analysis of the personal and professional impact of the elective identified twelve common themes with self-discovery, self-care, and collegial development/community most frequently cited.ConclusionsThe majority of HEART graduates endorse learning important skills and benefiting from the experience both personally and professionally. Aspects of the HEART curriculum may help training programs teach professionalism and improve trainee well-being

Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations

In this article we consider the problem of pricing and hedging high-dimensional Asian basket options by Quasi-Monte Carlo simulation. We assume a Black-Scholes market with time-dependent volatilities and show how to compute the deltas by the aid of the Malliavin Calculus, extending the procedure employed by Montero and Kohatsu-Higa (2003). Efficient path-generation algorithms, such as Linear Transformation and Principal Component Analysis, exhibit a high computational cost in a market with time-dependent volatilities. We present a new and fast Cholesky algorithm for block matrices that makes the Linear Transformation even more convenient. Moreover, we propose a new-path generation technique based on a Kronecker Product Approximation. This construction returns the same accuracy of the Linear Transformation used for the computation of the deltas and the prices in the case of correlated asset returns while requiring a lower computational time. All these techniques can be easily employed for stochastic volatility models based on the mixture of multi-dimensional dynamics introduced by Brigo et al. (2004).Comment: 16 page

Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise

We consider the family of stochastic partial differential equations indexed by a parameter \eps\in(0,1], \begin{equation*} Lu^{\eps}(t,x) = \eps\sigma(u^\eps(t,x))\dot{F}(t,x)+b(u^\eps(t,x)), \end{equation*} (t,x)\in(0,T]\times\Rd with suitable initial conditions. In this equation, $L$ is a second-order partial differential operator with constant coefficients, $\sigma$ and $b$ are smooth functions and $\dot{F}$ is a Gaussian noise, white in time and with a stationary correlation in space. Let p^\eps_{t,x} denote the density of the law of u^\eps(t,x) at a fixed point (t,x)\in(0,T]\times\Rd. We study the existence of \lim_{\eps\downarrow 0} \eps^2\log p^\eps_{t,x}(y) for a fixed $y\in\R$. The results apply to a class of stochastic wave equations with $d\in\{1,2,3\}$ and to a class of stochastic heat equations with $d\ge1$.Comment: 39 pages. Will be published in the book " Stochastic Analysis and Applications 2014. A volume in honour of Terry Lyons". Springer Verla

On the wellposedness of some McKean models with moderated or singular diffusion coefficient

We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Differential Equations with some local interaction in the diffusion term. First, we revisit the case of the McKean-Vlasov dynamics with moderate interaction, previously studied by Meleard and Jourdain in [16], under slightly weaker assumptions, by showing the existence and uniqueness of a weak solution using a Sobolev regularity framework instead of a Holder one. Second, we study the construction of a Lagrangian Stochastic model endowed with a conditional McKean diffusion term in the velocity dynamics and a nondegenerate diffusion term in the position dynamics

Toward optimal implementation of cancer prevention and control programs in public health: A study protocol on mis-implementation

Abstract Background Much of the cancer burden in the USA is preventable, through application of existing knowledge. State-level funders and public health practitioners are in ideal positions to affect programs and policies related to cancer control. Mis-implementation refers to ending effective programs and policies prematurely or continuing ineffective ones. Greater attention to mis-implementation should lead to use of effective interventions and more efficient expenditure of resources, which in the long term, will lead to more positive cancer outcomes. Methods This is a three-phase study that takes a comprehensive approach, leading to the elucidation of tactics for addressing mis-implementation. Phase 1: We assess the extent to which mis-implementation is occurring among state cancer control programs in public health. This initial phase will involve a survey of 800 practitioners representing all states. The programs represented will span the full continuum of cancer control, from primary prevention to survivorship. Phase 2: Using data from phase 1 to identify organizations in which mis-implementation is particularly high or low, the team will conduct eight comparative case studies to get a richer understanding of mis-implementation and to understand contextual differences. These case studies will highlight lessons learned about mis-implementation and identify hypothesized drivers. Phase 3: Agent-based modeling will be used to identify dynamic interactions between individual capacity, organizational capacity, use of evidence, funding, and external factors driving mis-implementation. The team will then translate and disseminate findings from phases 1 to 3 to practitioners and practice-related stakeholders to support the reduction of mis-implementation. Discussion This study is innovative and significant because it will (1) be the first to refine and further develop reliable and valid measures of mis-implementation of public health programs; (2) bring together a strong, transdisciplinary team with significant expertise in practice-based research; (3) use agent-based modeling to address cancer control implementation; and (4) use a participatory, evidence-based, stakeholder-driven approach that will identify key leverage points for addressing mis-implementation among state public health programs. This research is expected to provide replicable computational simulation models that can identify leverage points and public health system dynamics to reduce mis-implementation in cancer control and may be of interest to other health areas

Peripheral, Central and Behavioral Responses to the Cuticular Pheromone Bouquet in Drosophila melanogaster Males

Pheromonal communication is crucial with regard to mate choice in many animals including insects. Drosophila melanogaster flies produce a pheromonal bouquet with many cuticular hydrocarbons some of which diverge between the sexes and differently affect male courtship behavior. Cuticular pheromones have a relatively high weight and are thought to be — mostly but not only — detected by gustatory contact. However, the response of the peripheral and central gustatory systems to these substances remains poorly explored. We measured the effect induced by pheromonal cuticular mixtures on (i) the electrophysiological response of peripheral gustatory receptor neurons, (ii) the calcium variation in brain centers receiving these gustatory inputs and (iii) the behavioral reaction induced in control males and in mutant desat1 males, which show abnormal pheromone production and perception. While male and female pheromones induced inhibitory-like effects on taste receptor neurons, the contact of male pheromones on male fore-tarsi elicits a long-lasting response of higher intensity in the dedicated gustatory brain center. We found that the behavior of control males was more strongly inhibited by male pheromones than by female pheromones, but this difference disappeared in anosmic males. Mutant desat1 males showed an increased sensitivity of their peripheral gustatory neurons to contact pheromones and a behavioral incapacity to discriminate sex pheromones. Together our data indicate that cuticular hydrocarbons induce long-lasting inhibitory effects on the relevant taste pathway which may interact with the olfactory pathway to modulate pheromonal perception

Association of sleep, screen time and physical activity with overweight and obesity in Mexico

PURPOSE: Approximately 70% of adults in Mexico are overweight or obese. Unhealthy lifestyle behaviors are also prevalent. We examined the association of three lifestyle behaviors with body mass index (BMI) categories in adults from Mexico. METHODS: We used publicly available data from the ENSANUT 2016 survey (n = 6419). BMI was used to categorize participants. Differences in sleep duration, suffering from symptoms of insomnia, TV watching time, time in front of any screen, vigorous physical activity (yes vs no), moderate physical activity (> 30 min/day-yes vs. no) and walking (> 60 min/day-yes vs. no) were compared across BMI groups using adjusted linear and logistic regression analyses. RESULTS: Thirty-nine percent of participants were overweight and 37% obese. Time in front of TV, in front of any screen, sleep duration and physical activity were significantly associated with overweight and obesity. Compared to normal weight participants, participants in the obese II category spend on average 0.60 h/day (95% CI 0.36-0.84, p = 0.001) and participants in the obese III category 0.54 h/day (95% CI 0.19-0.89, p < 0.001) more in front of any screen; participants in the obese II category reported 0.55 h/day less sleep (95% CI - 0.67 to - 0.43, p < 0.001); participants in the obese III category were less likely to engage in vigorous activity (OR = 0.60, 95% CI 0.43-0.84, p ≤ 0.003), or walking (OR = 0.65, 95% CI 0.49-0.88, p = 0.005). CONCLUSION: Screen time, sleeping hours, and physical activity were associated with overweight and obesity. However, these associations were not consistent across all BMI categories. Assuming established causal connections, overweight individuals and individuals with obesity would benefit from reduced screen time and engaging in moderate/vigorous physical activity. LEVEL OF EVIDENCE: Level III: observational case-control analytic study

Optogenetic control of Drosophila using a red-shifted channelrhodopsin reveals experience-dependent influences on courtship

Optogenetics allows the manipulation of neural activity in freely moving animals with millisecond precision, but its application in Drosophila melanogaster has been limited. Here we show that a recently described red activatable channelrhodopsin (ReaChR) permits control of complex behavior in freely moving adult flies, at wavelengths that are not thought to interfere with normal visual function. This tool affords the opportunity to control neural activity over a broad dynamic range of stimulation intensities. Using time-resolved activation, we show that the neural control of male courtship song can be separated into (i) probabilistic, persistent and (ii) deterministic, command-like components. The former, but not the latter, neurons are subject to functional modulation by social experience, which supports the idea that they constitute a locus of state-dependent influence. This separation is not evident using thermogenetic tools, a result underscoring the importance of temporally precise control of neuronal activation in the functional dissection of neural circuits in Drosophila