Parameter estimation for the subcritical Heston model based on discrete time observations

We study asymptotic properties of some (essentially conditional least squares) parameter estimators for the subcritical Heston model based on discrete time observations derived from conditional least squares estimators of some modified parameters.Comment: 22 pages, mistakes in the proof of Theorem 3.2 are correcte

Energy transfer at gas-liquid interface : towards energetic materials

The entire dissertation/thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file (which also appears in the research.pdf); a non-technical general description, or public abstract, appears in the public.pdf file.Title from title screen of research.pdf file (viewed on February 29, 2008)Vita.Thesis (Ph. D.) University of Missouri-Columbia 2007.Physicochemical surface processes have great importance in the different fields of everyday life and science. Computational characterization of collisional energy transfer at a gasliquid interface is a helpful tool to interpret recent experimental studies and to yield insight into the energy feedback mechanism of multiphase combustion problems. As a first step, a simple Lennard-Jones system was used to investigate the dependence of the collisional energy transfer and the gas atom trapping probabilities on the temperature of the bulk liquid, on the gas/liquid particle mass ratios, on the incident angle of the impinging projectile, and on the gas-liquid interaction strength. We find in accord with the experimental results that the kinematic effects dominate the energy transfer dynamics, but the importance of the role of surface roughening as the temperature of the liquid increases is also seen. The second system, nitromethane was chosen to extend the range of simulations. It is a molecular model system, representing nitramine-type energetic materials. Having had a good potential description for the nitromethane molecule including all internal degrees of freedom, we generated simplified molecular systems based on the original nitromethane model to isolate particular features of the dynamics. We have investigated the effect of the initial incident energy, of the inclusion of the internal degrees of freedom, of the initial incident kinetic energy and of the gas-surface interaction strength. The incorporation of internal degrees of freedom enhanced the collisional energy transfer. These calculations also point to the importance of simple kinematics as it predicts the increase of the ratio of energy transferred with increased initial incident energy of the gas particle.Includes bibliographical reference

Diameter graphs of polygons and the proof of a conjecture of Graham

AbstractWe show that for an n-gon with unit diameter to have maximum area, its diameter graph must contain a cycle, and we derive an isodiametric theorem for such n-gons in terms of the length of the cycle. We then apply this theorem to prove Graham's 1975 conjecture that the diameter graph of a maximal 2m-gon (m⩾3) must be a cycle of length 2m−1 with one additional edge attached to it

DIFFERENCES IN LIFE-SATISFACTION, OPTIMISM AND PESSIMISM BETWEEN HYPERTENSIVE AND NON-HYPERTENSIVE ADULTS

Cross-national epidemiological research reveals that life satisfaction is related to blood pressure status.While no studies have yet distinguished hypertensive and normotensive individuals in terms of life satisfaction, limited evidence suggests that the former might differ in optimism and pessimism from the latter. The objective of this cross-sectional study was to test the hypothesis that hypertensive adults differ in life satisfaction, optimism and pessimism from the non-hypertensives. Individuals presenting themselves for a voluntary cardiovascular screening test (N = 128) were asked to complete three questionnaires assessing their satisfaction with life, optimism and pessimism. Based on their blood pressure readings, using the commonly accepted cut-off value of 140/90 mm Hg, participants were categorized as hypertensives and non-hypertensives and were compared on the dependent measures. A bootstrappedmultivariate analysis of covariance, using gender, bodymass index, smoking status and age as covariates, indicated that hypertensive participants reported lower life satisfaction and optimism than non-hypertensives. However, there was no difference in pessimism between the groups. These findings support the earlier epidemiological reports connecting life satisfaction and blood pressure status and expand those by showing that hypertensives differ from non-hypertensives in the subjective perception of their quality of life

University Students' Democratic Values and Attitudes toward Democracy in Hungary

In December 2012 Hungarian students rallied to protest against cutbacks in scholarships and to the introduction of tuition fees. Two years later, in October 2014, thousands of (mostly young) people gathered at anti-government demonstrations against a proposal to include the taxation of Internet usage in the Taxation Law. The article brings results on changes in patterns of democratic citizenship among Hungarian students and demonstrates that despite their issue related ‘rational rebellion’ democratic transition resulted in a low-level of political participation and commitment to democratic values among them. We describe democratic attitudes of Hungarian college and university students by using both qualitative and quantitative data asking if they have developed a commitment to democracy as a system of rule

A practical review on the measurement tools for cellular adhesion force

Cell cell and cell matrix adhesions are fundamental in all multicellular organisms. They play a key role in cellular growth, differentiation, pattern formation and migration. Cell-cell adhesion is substantial in the immune response, pathogen host interactions, and tumor development. The success of tissue engineering and stem cell implantations strongly depends on the fine control of live cell adhesion on the surface of natural or biomimetic scaffolds. Therefore, the quantitative and precise measurement of the adhesion strength of living cells is critical, not only in basic research but in modern technologies, too. Several techniques have been developed or are under development to quantify cell adhesion. All of them have their pros and cons, which has to be carefully considered before the experiments and interpretation of the recorded data. Current review provides a guide to choose the appropriate technique to answer a specific biological question or to complete a biomedical test by measuring cell adhesion

Evolution of shear zones in granular materials

The evolution of wide shear zones (or shear bands) was investigated experimentally and numerically for quasistatic dry granular flows in split bottom shear cells. We compare the behavior of materials consisting of beads, irregular grains (e.g. sand) and elongated particles. Shearing an initially random sample, the zone width was found to significantly decrease in the first stage of the process. The characteristic shear strain associated with this decrease is about unity and it is systematically increasing with shape anisotropy, i.e. when the grain shape changes from spherical to irregular (e.g. sand) and becomes elongated (pegs). The strongly decreasing tendency of the zone width is followed by a slight increase which is more pronounced for rod like particles than for grains with smaller shape anisotropy (beads or irregular particles). The evolution of the zone width is connected to shear induced density change and for nonspherical particles it also involves grain reorientation effects. The final zone width is significantly smaller for irregular grains than for spherical beads.Comment: 11 pages, 12 figures, submitted to Phys. Rev.

A Preliminary Study on Protease Activity of Russian Sturgeon, Acipencer gueldenstaedtii Brandt and Ratzenburg, 1833, at Early Life Stages

The fish feed industry continues to researches for optimum diet demands for candidate species culture. For this purpose, in vitro analyze methods may be more efficient than in vivo assays. This study includes two different stages; the first one is about the effect of commercial feeding protocol on protease enzyme alteration and the second one is about the inhibitory effects of different protein sources on early life proteases of Russian sturgeon, A. gueldenstaedtii, juveniles. In the first step, feeding with live prey and transition period to artificial feed significantly affected the daily amount of protease in digestive system ( P < 0.05). In the second part, some protein sources used in micro diets were tested in vitro for examination of their possible inhibitory effects on the proteases of Russian sturgeon larvae. The minimum inhibitory effect was obtained from fish meal (15.44%), but however, soybean protein concentration, soybean meal, corn gluten and rice bran inhibited the proteases significantly higher than FM and its combinations (63.55, 71.81, 72.24, and 80.77%, respectively). Additionally, dual combinations between fish meal and soybean meal/soybean protein concentration with the ration of three to one ( 3: 1) was moderate (26.38 and 22.13 %), whereas blood meal extremely produced a 97.28% inhibitory ratio