Duality for pathwise superhedging in continuous time

We provide a model-free pricing-hedging duality in continuous time. For a frictionless market consisting of $d$ risky assets with continuous price trajectories, we show that the purely analytic problem of finding the minimal superhedging price of a path dependent European option has the same value as the purely probabilistic problem of finding the supremum of the expectations of the option over all martingale measures. The superhedging problem is formulated with simple trading strategies, the claim is the limit inferior of continuous functions, which allows for upper and lower semi-continuous claims, and superhedging is required in the pathwise sense on a $\sigma$-compact sample space of price trajectories. If the sample space is stable under stopping, the probabilistic problem reduces to finding the supremum over all martingale measures with compact support. As an application of the general results we deduce dualities for Vovk's outer measure and semi-static superhedging with finitely many securities

On balanced games with infinitely many players: Revisiting Schmeidler's result

We consider transferable utility cooperative games with infinitely many players and the core understood in the space of bounded additive set functions. We show that, if a game is bounded below, then its core is non-empty if and only if the game is balanced. This finding generalizes Schmeidler (1967) “On Balanced Games with Infinitely Many Players”, where the game is assumed to be non-negative. We also generalize Schmeidler's (1967) result to the case of restricted cooperation too

Bond dissociation of the dipeptide dialanine and its derivative alanine anhydride induced by low energy electrons

Dissociative electron attachment to dialanine and alanine anhydride has been studied in the gas phase utilizing a double focusing two sector field mass spectrometer. We show that low-energy electrons (i.e., electrons with kinetic energies from near zero up to 13 eV) attach to these molecules and subsequently dissociate to form a number of anionic fragments. Anion efficiency curves are recorded for the most abundant anions by measuring the ion yield as a function of the incident electron energy. The present experiments show that as for single amino acids (M), e.g., glycine, alanine, valine, and proline, the dehydrogenated closed shell anion (M–H)− is the most dominant reaction product. The interpretation of the experiments is aided by quantum chemical calculations based on density functional theory, by which the electrostatic potential and molecular orbitals are calculated and the initial electron attachment process prior to dissociation is investigate

Effective lagrangian for the tbH^+ interaction in the MSSM and charged Higgs phenomenology

In the framework of a 2HDM effective lagrangian for the MSSM, we analyse important phenomenological aspects associated with quantum soft SUSY-breaking effects that modify the relation between the bottom mass and the bottom Yukawa coupling. We derive a resummation of the dominant supersymmetric corrections for large values of \tb to all orders in perturbation theory. With the help of the operator product expansion we also perform the resummation of the leading and next-to-leading logarithms of the standard QCD corrections. We use these resummation procedures to compute the radiative corrections to the \tbH, \Htb decay rates. In the large \tb regime, we derive simple formulae embodying all the dominant contributions to these decay rates and we compute the corresponding branching ratios. We show, as an example, the effect of these new results on determining the region of the \mH--\tb plane excluded by the Tevatron searches for a supersymmetric charged Higgs boson in top quark decays, as a function of the MSSM parameter space.Comment: 33 pages, LaTeX, 17 figures, revised version submitted to Nuc. Phys.

SUSY-QCD decoupling properties in H+ -> t \bar b decay

The SUSY-QCD radiative corrections to the \Gamma (H+ -> t \bar b) partial decay width are analyzed within the Minimal Supersymmetric Standard Model at the one-loop level, {\mathcal O}(\alpha_s), and in the decoupling limit. We present the analytical expressions of these corrections in the large SUSY masses limit and study the decoupling behaviour of these corrections in various limiting cases. We find that if the SUSY mass parameters are large and of the same order, the one loop SUSY-QCD corrections {\it do not decouple}. The non-decoupling contribution is enhanced by \tan \beta and therefore large corrections are expected in the large \tan \beta limit. In contrast, we also find that the SUSY-QCD corrections decouple if the masses of either the squarks or the gluinos are separately taken large.Comment: LaTeX, 33 pages, 7 figure included. Uses cite.st

Running into New Territory in SUSY Parameter Space

The LEP-II bound on the light Higgs mass rules out the vast majority of parameter space left to the Minimal Supersymmetric Standard Model (MSSM) with weak-scale soft-masses. This suggests the importance of exploring extensions of the MSSM with non-minimal Higgs physics. In this article, we explore a theory with an additional singlet superfield and an extended gauge sector. The theory has a number of novel features compared to both the MSSM and Next-to-MSSM, including easily realizing a light CP-even Higgs mass consistent with LEP-II limits, tan(beta) < 1, and a lightest Higgs which is charged. These features are achieved while remaining consistent with perturbative unification and without large stop-masses. Discovery modes at the Tevatron and LHC are discussed.Comment: 15 pages, 5 figures; Typo in equation (4.5) corrected; submitted to JHE

Neutrino Mass, Sneutrino Dark Matter and Signals of Lepton Flavor Violation in the MRSSM

We study the phenomenology of mixed-sneutrino dark matter in the Minimal R-Symmetric Supersymmetric Standard Model (MRSSM). Mixed sneutrinos fit naturally within the MRSSM, as the smallness (or absence) of neutrino Yukawa couplings singles out sneutrino A-terms as the only ones not automatically forbidden by R-symmetry. We perform a study of randomly generated sneutrino mass matrices and find that (i) the measured value of $\Omega_{DM}$ is well within the range of typical values obtained for the relic abundance of the lightest sneutrino, (ii) with small lepton-number-violating mass terms $m_{nn}^{2} {\tilde n} {\tilde n}$ for the right-handed sneutrinos, random matrices satisfying the $\Omega_{DM}$ constraint have a decent probability of satisfying direct detection constraints, and much of the remaining parameter space will be probed by upcoming experiments, (iii) the $m_{nn}^{2} {\tilde n} {\tilde n}$ terms radiatively generate appropriately small Majorana neutrino masses, with neutrino oscillation data favoring a mostly sterile lightest sneutrino with a dominantly mu/tau-flavored active component, and (iv) a sneutrino LSP with a significant mu component can lead to striking signals of e-mu flavor violation in dilepton invariant-mass distributions at the LHC.Comment: Revised collider analysis in Sec. 5 after fixing error in particle spectrum, References adde

CP Violation in Top Physics

CP violation in top physics is reviewed. The Standard Model has negligible effects, consequently CP violation searches involving the top quark may constitute the best way to look for physics beyond the Standard Model. Non-standard sources of CP violation due to an extended Higgs sector with and without natural flavor conservation and supersymmetric theories are discussed. Experimental feasibility of detecting CP violation effects in top quark production and decays in high energy e+ e-, gamma-gamma, mu+ mu-, pp and p-bar p colliders are surveyed. Searches for the electric, electro-weak and the chromo-electric dipole moments of the top quark in e+ e- -> t-bar t and in p p -> t-bar t X are descibed. In addition, other mechanisms that appear promising for experiments, e.g., tree-level CP violation in e+ e- -> t-bar t h, t-bar t Z, t-bar t nu_e-bar nu_e and in the top decay t -> b tau nu_tau and CP violation driven by s-channel Higgs exchanges in p p, gamma gamma, mu+ mu- -> t-bar t etc., are also discussed.Comment: 253 pages, 70 figures, A 2-up version of this postscript file may be obtained at http://thy.phy.bnl.gov/~soni/topreview.htm

Light- and temperature-dependent dynamics of chromophore and protein structural changes in bathy phytochrome Agp2

Bacterial phytochromes are sensoric photoreceptors that transform light absorbed by the photosensor core module (PCM) to protein structural changes that eventually lead to the activation of the enzymatic output module. The underlying photoinduced reaction cascade in the PCM starts with the isomerization of the tetrapyrrole chromophore, followed by conformational relaxations, proton transfer steps, and a secondary structure transition of a peptide segment (tongue) that is essential for communicating the signal to the output module. In this work, we employed various static and time-resolved IR and resonance Raman spectroscopic techniques to study the structural and reaction dynamics of the Meta-F intermediate of both the PCM and the full-length (PCM and output module) variant of the bathy phytochrome Agp2 from Agrobacterium fabrum. In both cases, this intermediate represents a branching point of the phototransformation, since it opens an unproductive reaction channel back to the initial state and a productive pathway to the final active state, including the functional protein structural changes. It is shown that the functional quantum yield, i.e. the events of tongue refolding per absorbed photons, is lower by a factor of ca. two than the quantum yield of the primary photochemical process. However, the kinetic data derived from the spectroscopic experiments imply an increased formation of the final active state upon increasing photon flux or elevated temperature under photostationary conditions. Accordingly, the branching mechanism does not only account for the phytochrome's function as a light intensity sensor but may also modulate its temperature sensitivity.DFG, 221545957, SFB 1078: Protonation Dynamics in Protein FunctionTU Berlin, Open-Access-Mittel – 202

Primary cilia contribute to the aggressiveness of atypical teratoid/rhabdoid tumors

Atypical teratoid/rhabdoid tumor (AT/RT) is a highly malignant brain tumor in infants that is characterized by loss of nuclear expression of SMARCB1 or SMARCA4 proteins. Recent studies show that AT/RTs comprise three molecular subgroups, namely AT/RT-TYR, AT/RT-MYC and AT/RT-SHH. The subgroups show distinct expression patterns of genes involved in ciliogenesis, however, little is known about the functional roles of primary cilia in the biology of AT/RT. Here, we show that primary cilia are present across all AT/RT subgroups with specific enrichment in AT/RT-TYR patient samples. Furthermore, we demonstrate that primary ciliogenesis contributes to AT/RT biology in vitro and in vivo. Specifically, we observed a significant decrease in proliferation and clonogenicity following disruption of primary ciliogenesis in AT/RT cell line models. Additionally, apoptosis was significantly increased via the induction of STAT1 and DR5 signaling, as detected by proteogenomic profiling. In a Drosophila model of SMARCB1 deficiency, concomitant knockdown of several cilia-associated genes resulted in a substantial shift of the lethal phenotype with more than 20% of flies reaching adulthood. We also found significantly extended survival in an orthotopic xenograft mouse model of AT/RT upon disruption of primary ciliogenesis. Taken together, our findings indicate that primary ciliogenesis or its downstream signaling contributes to the aggressiveness of AT/RT and, therefore, may constitute a novel therapeutic target