An infinite dimensional stochastic analysis approach to local volatility dynamic models

Abstract. The difficult problem of the characterization of arbitrage free dynamic stochastic models for the equity markets was recently given a new life by the introduction of market models based on the dynamics of the local volatility. Typically, market models are based on Ito ̂ stochastic differential equations modeling the dynamics of a set of basic instruments including, but not limited to, the option underliers. These market models are usually recast in the framework of the HJM philosophy originally articulated for Treasury bond markets. In this paper we streamline some of the recent results on the local volatility dynamics by employing an infinite dimensional stochastic analysis approach as advocated by the pioneering work of L. Gross and his students

Орнитофауна национального природного парка «Гомольшанские леса»

In the recreational zone of "Homilshanski Lisy" National Park 137 species of birds were identified during the period 1980–2015, of which 127 species nest, 8 winter, and 2 observed during the spring migration. The nesting species are distributed in 4 ecological groups dominated by dendrophylls (67 species), with fewer limnophylls-fresh water species (29), campophylls-open country species (16) and sclerophylls (11). Among the nesting birds 11 landscape-genetic faunal assemblages were distinguished, dominated by typical nemoral-woodland (19%), tropical (14%) and forest-steppe (13%) species. The average density of the birds nesting in the park amounts to 1.2 ± 0.2 with n overall density of 148.3 pairs/km route line. The habitat distribution of the bird population was relatively even. The most intensively populated habitat was upland oak forest, the least were pine and mixed forests. It was found that the communities of breeding birds in tree plantations changed due to the natural aging process of forests, which has led to an increase in the number of birds of prey (Falconiiformes), woodpeckers (Piciformes), secondary hollow-nesting birds. The bird communities of floodplain and steppe meadows, as well as habitats in residential areas subject to constant recreational pressure, changed under the pressure of anthropogenic loading. The favorable natural and geographical location of the park and the diversity of its habitats contributed to the emergence in the list of fauna of which are expanding their range. Analysis of the dominant species in the community points to a significant negative impact of recreational pressure on all habitats of the park. The dominant birds in the pinewood community list included only one campophyll, tree pipit (Anthus trivialis L.). For the steppe meadows, in addition to the dominant colonial birds that nest in holes , the yellow wagtail (Motacilla flava L.) was marked as subdominant. In general, in the recreational area of NPP "Homilshanski Lisy" 30 common species (24.2%, total abundance 0.198) nest on the ground. The variety and balance of breeding bird communities in most habitats is stable, but in the meadow ecosystem communities the uniformity of the distribution of species abundance is being significantly disrupted. The Jacquard and Sorenson performance indices for floodplain and steppe meadows are 0.4 and 0.5, and for grove and pine woods, respectively, 0.7 and 0.8. Taking into account the data of the cluster analysis, the distribution curves of shared abundance and participation indicatee sinanthropic breeding bird communities. It follows that anthropogenic pressure exerts the most significant effect on the birds’ occupation of breeding habitats in the recreational zone NPP "Homilshanski Lisy". The highest performance is characterized by the condition of the avifauna of forest habitats, such as oak forest and pine woods, the most threatened breeding bird communities being those of floodplain meadows.В рекреационной зоне национального природного парка «Гомольшанские леса» выявлено 137 видов птиц, из которых 127 гнездится, 8 прилетают зимовать, а 2 вида встречены в период весенних миграций. Гнездящиеся виды распределены по четырем экологическим группам (дендрофилы (67), лимнофилы (29), кампофилы (16), склерофилы (11 видов)) и 11 ландшафтно-генетическим фаунистическим комплексам (преобладают типичные неморальные (19%), тропические (14%) и лесостепные (13%) виды). Средняя плотность гнездования птиц в парке составляет 1,2±0,2, общая – 148,3 пар/км маршрутной линии. По биотопам население птиц распределено относительно равномерно. Наиболее заселена нагорная дубрава, наименее – бор и суборь. Изменения сообществ гнездящихся птиц древесных насаждений связано с процессом старения лесов, которое привело к увеличению числа соколообразных (Falconiiformes), дятлообразных (Piciformes), вторичных дуплогнездников. Сообщества птиц пойменных и степных лугов и селитебных биотопов зоны постоянной рекреации преобразовывались под давлением антропогенной нагрузки. Природно-географическое расположение парка и разнообразие его биотопов способствовало появлению в списке фауны видов, расширяющих ареал. Разнообразие и сбалансированность сообществ гнездящихся птиц в большинстве биотопов благополучно, но в сообществах луговых экосистем существенно нарушена равномерность распределения видов по численности. Наилучшими показателями видового богатства характеризуется орнитофауна лесных биотопов (дубравы, бора): показатели индексов Жаккара и Серенсена для пойменного и степного лугов составляют 0,4 и 0,5, а для дубравы и бора, соответственно, 0,7 и 0,8. В рекреационной зоне национального природного парка «Гомольшанские леса» выявлено 137 видов птиц, из которых 127 гнездится, 8 прилетают зимовать, а 2 вида встречены в период весенних миграций. Гнездящиеся виды распределены по четырем экологическим группам (дендрофилы (67), лимнофилы (29), кампофилы (16), склерофилы (11 видов)) и 11 ландшафтно-генетическим фаунистическим комплексам (преобладают типичные неморальные (19%), тропические (14%) и лесостепные (13%) виды). Средняя плотность гнездования птиц в парке составляет 1,2±0,2, общая – 148,3 пар/км маршрутной линии. По биотопам население птиц распределено относительно равномерно. Наиболее заселена нагорная дубрава, наименее – бор и суборь. Изменения сообществ гнездящихся птиц древесных насаждений связано с процессом старения лесов, которое привело к увеличению числа соколообразных (Falconiiformes), дятлообразных (Piciformes), вторичных дуплогнездников. Сообщества птиц пойменных и степных лугов и селитебных биотопов зоны постоянной рекреации преобразовывались под давлением антропогенной нагрузки. Природно-географическое расположение парка и разнообразие его биотопов способствовало появлению в списке фауны видов, расширяющих ареал. Разнообразие и сбалансированность сообществ гнездящихся птиц в большинстве биотопов благополучно, но в сообществах луговых экосистем существенно нарушена равномерность распределения видов по численности. Наилучшими показателями видового богатства характеризуется орнитофауна лесных биотопов (дубравы, бора): показатели индексов Жаккара и Серенсена для пойменного и степного лугов составляют 0,4 и 0,5, а для дубравы и бора, соответственно, 0,7 и 0,8.

Monolithic and hybrid integration of InAs/GaAs quantum dot microdisk lasers on silicon

A method of hybrid integration of quantum dot microdisk lasers with silicon wafer is proposed and realized. In addition to the possibility of combining microlasers with various silicon-based electronic and photonic devices, this makes it possible to significantly improve heat removal from the active region of the microlaser. The thermal resistance normalized to the mesa area reaches the level of about 0.002 (K/W)*cm2, which is significantly lower than the corresponding values of QD microlasers on GaAs substrate and monolithically grown on Si. As a result, the threshold current as well as current-induced shift of emission wavelength are reduced in continuous-wave regime

Modulation of Cell Surface Protein Free Thiols: A Potential Novel Mechanism of Action of the Sesquiterpene Lactone Parthenolide

There has been much interest in targeting intracellular redox pathways as a therapeutic approach for cancer. Given recent data to suggest that the redox status of extracellular protein thiol groups (i.e. exofacial thiols) effects cell behavior, we hypothesized that redox active anti-cancer agents would modulate exofacial protein thiols.To test this hypothesis, we used the sesquiterpene lactone parthenolide, a known anti-cancer agent. Using flow cytometry, and western blotting to label free thiols with Alexa Fluor 633 C(5) maleimide dye and N-(biotinoyl)-N-(iodoacetyl) ethylendiamine (BIAM), respectively, we show that parthenolide decreases the level of free exofacial thiols on Granta mantle lymphoma cells. In addition, we used immuno-precipitation techniques to identify the central redox regulator thioredoxin, as one of the surface protein thiol targets modified by parthenolide. To examine the functional role of parthenolide induced surface protein thiol modification, we pretreated Granta cells with cell impermeable glutathione (GSH), prior to exposure to parthenolide, and showed that GSH pretreatment; (a) inhibited the interaction of parthenolide with exofacial thiols; (b) inhibited parthenolide mediated activation of JNK and inhibition of NFkappaB, two well established mechanisms of parthenolide activity and; (c) blocked the cytotoxic activity of parthenolide. That GSH had no effect on the parthenolide induced generation of intracellular reactive oxygen species supports the fact that GSH had no effect on intracellular redox. Together these data support the likelihood that GSH inhibits the effect of parthenolide on JNK, NFkappaB and cell death through its direct inhibition of parthenolide's modulation of exofacial thiols.Based on these data, we postulate that one component of parthenolide's anti-lymphoma activity derives from its ability to modify the redox state of critical exofacial thiols. Further, we propose that cancer cell exofacial thiols may be important and novel targets for therapy

Identification of S-nitrosated mitochondrial proteins by S-nitrosothiol difference in gel electrophoresis (SNO-DIGE): implications for the regulation of mitochondrial function by reversible S-nitrosation

The S-nitrosation of mitochondrial proteins as a consequence of NO metabolism is of physiological and pathological significance. We previously developed a MitoSNO (mitochondria-targeted S-nitrosothiol) that selectively S-nitrosates mitochondrial proteins. To identify these S-nitrosated proteins, here we have developed a selective proteomic methodology, SNO-DIGE (S-nitrosothiol difference in gel electrophoresis). Protein thiols in control and MitoSNO-treated samples were blocked, then incubated with copper(II) and ascorbate to selectively reduce S-nitrosothiols. The samples were then treated with thiol-reactive Cy3 (indocarbocyanine) or Cy5 (indodicarbocyanine) fluorescent tags, mixed together and individual protein spots were resolved by 2D (two-dimensional) gel electrophoresis. Fluorescent scanning of these gels revealed S-nitrosated proteins by an increase in Cy5 red fluorescence, allowing for their identification by MS. Parallel analysis by Redox-DIGE enabled us to distinguish S-nitrosated thiol proteins from those which became oxidized due to NO metabolism. We identified 13 S-nitrosated mitochondrial proteins, and a further four that were oxidized, probably due to evanescent S-nitrosation relaxing to a reversible thiol modification. We investigated the consequences of S-nitrosation for three of the enzymes identified using SNO-DIGE (aconitase, mitochondrial aldehyde dehydrogenase and α-ketoglutarate dehydrogenase) and found that their activity was selectively and reversibly inhibited by S-nitrosation. We conclude that the reversible regulation of enzyme activity by S-nitrosation modifies enzymes central to mitochondrial metabolism, whereas identification and functional characterization of these novel targets provides mechanistic insight into the potential physiological and pathological roles played by this modification. More generally, the development of SNO-DIGE facilitates robust investigation of protein S-nitrosation across the proteome

Increasing the quantum efficiency of InAs/GaAs QD arrays for solar cells grown by MOVPE without using strain-balance technology

Research into the formation of InAs quantum dots (QDs) in GaAs using the metalorganic vapor phase epitaxy technique ispresented. This technique is deemed to be cheaper than the more often used and studied molecular beam epitaxy. The bestconditions for obtaining a high photoluminescence response, indicating a good material quality, have been found among awide range of possibilities. Solar cells with an excellent quantum ef?ciency have been obtained, with a sub-bandgapphoto-response of 0.07 mA/cm2per QD layer, the highest achieved so far with the InAs/GaAs system, proving the potentialof this technology to be able to increase the ef?ciency of lattice-matched multi-junction solar cells and contributing to abetter understanding of QD technology toward the achievement of practical intermediate-band solar cells

SLO-2 Is Cytoprotective and Contributes to Mitochondrial Potassium Transport

Mitochondrial potassium channels are important mediators of cell protection against stress. The mitochondrial large-conductance “big” K+ channel (mBK) mediates the evolutionarily-conserved process of anesthetic preconditioning (APC), wherein exposure to volatile anesthetics initiates protection against ischemic injury. Despite the role of the mBK in cardioprotection, the molecular identity of the channel remains unknown. We investigated the attributes of the mBK using C. elegans and mouse genetic models coupled with measurements of mitochondrial K+ transport and APC. The canonical Ca2+-activated BK (or “maxi-K”) channel SLO1 was dispensable for both mitochondrial K+ transport and APC in both organisms. Instead, we found that the related but physiologically-distinct K+ channel SLO2 was required, and that SLO2-dependent mitochondrial K+ transport was triggered directly by volatile anesthetics. In addition, a SLO2 channel activator mimicked the protective effects of volatile anesthetics. These findings suggest that SLO2 contributes to protection from hypoxic injury by increasing the permeability of the mitochondrial inner membrane to K+

Frequency response of large aperture oxide-confined 850 nm vertical cavity surface emitting lasers

This article may be downloaded for personal use only. Any other use requires prior permission of the author and AIP Publishing. This article appeared in Appl. Phys. Lett. 95, 131101 (2009) and may be found at https://doi.org/10.1063/1.3231446.Small and large signal modulation measurements are carried out for 850 nm vertical cavity surface emitting lasers (VCSELs). The resonance frequency, damping factor, parasitic frequency, and -factor are extracted. Small signal modulation bandwidths larger than 20 GHz are measured. At larger currents the frequency response becomes partially limited by the parasitics and damping. Our results indicate that by increasing the parasitic frequency, the optical 3 dB bandwidth may be extended to ∼25GHz. A decrease in the damping should enable VCSEL bandwidths of 30 GHz for current densities not exceeding ∼10kA/cm2 and ultimately error-free optical links at up to 40 Gbit/s.DFG, 43659573, SFB 787: Halbleiter - Nanophotonik: Materialien, Modelle, BauelementeEC/FP7/224211/EU/VISIT - Vertically Integrated Systems for Information Transfer/VISI

Highly temperature-stable modulation characteristics of multioxide-aperture high-speed 980 nm vertical cavity surface emitting lasers

This article may be downloaded for personal use only. Any other use requires prior permission of the author and AIP Publishing. This article appeared in Appl. Phys. Lett. 97, 151101 (2010) and may be found at https://doi.org/10.1063/1.3499361.We present multioxide-aperture 980 nm-range vertical cavity surface emitting lasers (VCSELs) with highly temperature stable modulation characteristics operating error-free at 25 Gbit/s at 25 and 85°C. We perform small signal modulation experiments and extract the fundamental physical parameters including relaxation resonance frequency, damping factor, parasitic cut-off frequency, -factor, and -factor, leading to identification of thermal processes and damping as the main factors that presently limit high speed device operation. We obtain very temperature-insensitive bandwidths around 13–15 GHz. Presented results clearly demonstrate the suitability of our VCSELs for practical and reliable optical data transmission systems.EC/FP7/224211/EU/VISIT - Vertically Integrated Systems for Information Transfer/VISITDFG, 43659573, SFB 787: Halbleiter - Nanophotonik: Materialien, Modelle, Bauelement

The role of x-ray computer tomography in early diagnostics of ischemic stroke.

The possibilities of computed tomography in diagnosis of brain stroke in the acute and hyperacute periods by Gonzalez are regarded in the article.В статье рассмотрены возможности рентгеновской компьютерной томографии в диагностике инфаркта мозга в острой и острейшей стадиях по Gonzalez