Contingent claim pricing through a continuous time variational bargaining scheme

We consider a variational problem modelling the evolution with time of two probability measures representing the subjective beliefs of a couple of agents engaged in a continuous-time bargaining pricing scheme with the goal of finding a unique price for a contingent claim in a continuous-time financialmarket. This optimization problem is coupled with two finite dimensional portfolio optimization problems, one for each agent involved in the bargaining scheme. Undermild conditions, we prove that the optimization problem under consideration here admits a unique solution, yielding a unique price for the contingent claim.info:eu-repo/semantics/publishedVersio

Gravitational collapse with tachyon field and barotropic fluid

A particular class of space-time, with a tachyon field, \phi, and a barotropic fluid constituting the matter content, is considered herein as a model for gravitational collapse. For simplicity, the tachyon potential is assumed to be of inverse square form i.e., V(\phi) \sim \phi^{-2}. Our purpose, by making use of the specific kinematical features of the tachyon, which are rather different from a standard scalar field, is to establish the several types of asymptotic behavior that our matter content induces. Employing a dynamical system analysis, complemented by a thorough numerical study, we find classical solutions corresponding to a naked singularity or a black hole formation. In particular, there is a subset where the fluid and tachyon participate in an interesting tracking behaviour, depending sensitively on the initial conditions for the energy densities of the tachyon field and barotropic fluid. Two other classes of solutions are present, corresponding respectively, to either a tachyon or a barotropic fluid regime. Which of these emerges as dominant, will depend on the choice of the barotropic parameter, \gamma. Furthermore, these collapsing scenarios both have as final state the formation of a black hole.Comment: 18 pages, 7 figures. v3: minor changes. Final version to appear in GR

Quasi-Normal Modes of Stars and Black Holes

Perturbations of stars and black holes have been one of the main topics of relativistic astrophysics for the last few decades. They are of particular importance today, because of their relevance to gravitational wave astronomy. In this review we present the theory of quasi-normal modes of compact objects from both the mathematical and astrophysical points of view. The discussion includes perturbations of black holes (Schwarzschild, Reissner-Nordstr\"om, Kerr and Kerr-Newman) and relativistic stars (non-rotating and slowly-rotating). The properties of the various families of quasi-normal modes are described, and numerical techniques for calculating quasi-normal modes reviewed. The successes, as well as the limits, of perturbation theory are presented, and its role in the emerging era of numerical relativity and supercomputers is discussed.Comment: 74 pages, 7 figures, Review article for "Living Reviews in Relativity

The diagnostic and prognostic value of red cell distribution width in cardiovascular disease, current status and prospective

The red blood cell distribution width (RDW) is an index of the heterogeneity of circulating red blood cell size, which along with other standard complete blood count (CBC) parameters are used to identify hematological system diseases. Besides hematological disorders, several clinical studies have shown that an increased in the RDW may be associated with other diseases including acute pancreatitis, chronic kidney disease, gastrointestinal disorders, cancer, and of special interest in this review, cardiovascular disease (CVD). The diagnostic and prognostic value of RDW in different CVD (acute coronary syndrome, ischemic cerebrovascular disease, peripheral artery disease, atrial fibrillation, heart failure, and acute ischemic stroke) has been reviewed in this article, to provide an understanding how its measurement may be applied to improve the management of these conditions.Keywords: RDW, Biomarker, Cardiovascular disease

Forward modeling of collective Thomson scattering for Wendelstein 7-X plasmas: Electrostatic approximation

In this paper, we present a method for numerical computation of collective Thomson scattering (CTS). We developed a forward model, eCTS, in the electrostatic approximation and benchmarked it against a full electromagnetic model. Differences between the electrostatic and the electromagnetic models are discussed. The sensitivity of the results to the ion temperature and the plasma composition is demonstrated. We integrated the model into the Bayesian data analysis framework Minerva and used it for the analysis of noisy synthetic data sets produced by a full electromagnetic model. It is shown that eCTS can be used for the inference of the bulk ion temperature. The model has been used to infer the bulk ion temperature from the first CTS measurements on Wendelstein 7-X

Towards a new image processing system at Wendelstein 7-X: From spatial calibration to characterization of thermal events

Wendelstein 7-X (W7-X) is the most advanced fusion experiment in the stellarator line and is aimed at proving that the stellarator concept is suitable for a fusion reactor. One of the most important issues for fusion reactors is the monitoring of plasma facing components when exposed to very high heat loads, through the use of visible and infrared (IR) cameras. In this paper, a new image processing system for the analysis of the strike lines on the inboard limiters from the first W7-X experimental campaign is presented. This system builds a model of the IR cameras through the use of spatial calibration techniques, helping to characterize the strike lines by using the information given by real spatial coordinates of each pixel. The characterization of the strike lines is made in terms of position, size, and shape, after projecting the camera image in a 2D grid which tries to preserve the curvilinear surface distances between points. The description of the strike-line shape is made by means of the Fourier Descriptors