Embedding in Brownian motion with drift and the Azéma–Yor construction

AbstractWe consider the embedding of a probability distribution in Brownian motion with drift. We first give a sufficient condition on the target measure, under which a variant of the Azéma–Yor (1979a, Séminaire de Probabilités XIII, Lecture Notes in Mathematics, Vol. 721, Springer, Berlin, pp. 90–115) construction for this problem works. A necessary and sufficient condition for embeddability by means of some stopping time, not necessarily finite, is also provided. This latter condition is then analyzed in some detail

On the substitution rule for Lebesgue-Stieltjes integrals

We show how two change-of-variables formulae for Lebesgue-Stieltjes integrals generalize when all continuity hypotheses on the integrators are dropped. We find that a sort of "mass splitting phenomenon" arises.Comment: 6 page

Proteomics and in silico approaches to extend understanding of the glutathione transferase superfamily of the tropical liver fluke Fasciola gigantica

Fasciolosis is an important foodborne, zoonotic disease of livestock and humans, with global annual health and economic losses estimated at several billion US$. Fasciola hepatica is the major species in temperate regions, while F. gigantica dominates in the tropics. In the absence of commercially available vaccines to control fasciolosis, increasing reports of resistance to current chemotherapeutic strategies and the spread of fasciolosis into new areas, new functional genomics approaches are being used to identify potential new drug targets and vaccine candidates. The glutathione transferase (GST) superfamily is both a candidate drug and vaccine target. This study reports the identification of a putatively novel Sigma class GST, present in a water-soluble cytosol extract from the tropical liver fluke F. gigantica. The GST was cloned and expressed as an enzymically active recombinant protein. This GST shares a greater identity with the human schistosomiasis GST vaccine currently at Phase II clinical trials than previously discovered F. gigantica GSTs, stimulating interest in its immuno-protective properties. In addition, in silico analysis of the GST superfamily of both F. gigantica and F. hepatica has revealed an additional Mu class GST, Omega class GSTs, and for the first time, a Zeta class member

Embedding in Brownian motion

Let n be a positive integer, let μ be a probability measure on ℝ[sup n] , and let (B[sub t])[sub 0≤t<∞] be Brownian motion with initial distribution μ. […] For each random time T let μ[sub T] be the distribution of the random variable B[sub t]. […] It is natural to ask which measures ν on ℝ[sup n] are of the form μ[sub T] where T is a stopping time. [the rest of the abstract can be found in the attached PDF file]Science, Faculty ofMathematics, Department ofGraduat

Joe Watkins and Neil Falkner Interview

NOTE: to view these items please visit http://dynkincollection.library.cornell.eduInterview conducted by Eugene Dynkin with Joe Watkins and Neil Falkner on March 31, 1984 in Vancouver, British Columbia, Canada

Embedding in Brownian motion with drift and the Azéma-Yor construction

We consider the embedding of a probability distribution in Brownian motion with drift. We first give a sufficient condition on the target measure, under which a variant of the Azéma-Yor (1979a, Séminaire de Probabilités XIII, Lecture Notes in Mathematics, Vol. 721, Springer, Berlin, pp. 90-115) construction for this problem works. A necessary and sufficient condition for embeddability by means of some stopping time, not necessarily finite, is also provided. This latter condition is then analyzed in some detail.Skorohod embedding problem Azema-Yor stopping time