Risk-sensitive investment in a finite-factor model

A new jump diffusion regime-switching model is introduced, which allows for linking jumps in asset prices with regime changes. We prove the existence and uniqueness of the solution to the risk-sensitive asset management criterion maximisation problem in this setting. We provide an ODE for the optimal value function, which may be efficiently solved numerically. Relevant probability measure changes are discussed in the appendix. The approach of Klebaner and Lipster (2014) is used to prove the martingale property of the relevant density processes.Comment: 23 pages, 1 figur

Safety of vedolizumab in liver transplant recipients : a systematic review

Background: The management of inflammatory bowel disease in patients who have previously undergone liver transplantation can be a clinical challenge. There are serious concerns among physicians regarding the use of biologics for treating such immuno-compromised patients. Objective: We performed a systematic review on vedolizumab therapy in transplant recipients to assess its safety. Methods: PubMed/Embase/Scopus were searched up to November 2018 to identify papers regarding liver transplant recipients and therapy with vedolizumab. Primary outcomes were adverse events. Secondary outcomes were liver transplant and inflammatory bowel disease outcomes. Results: Eight studies (31 patients) were included. Nine out of 31 patients experienced an infection within a mean follow-up time ranging from 5\u201320 months. No malignancies were reported. Inflammatory bowel disease clinical response was experienced by 20/26 patients. Abnormalities in liver tests were recorded in 2/22 patients. Conclusion: Vedolizumab may be considered safe for treating inflammatory bowel disease in liver transplant recipients. Caution is recommended for patients with an unstable liver graft function

Search for narrow energy-shifted lines in XMM-Newton AGN spectra

The detection of X-ray narrow spectral features in the 5-7 keV band is becoming increasingly more common in AGN observations, thanks to the capabilities of current X-ray satellites. Such lines, both in emission and in absorption, are mostly interpreted as arising from Iron atoms. When observed with some displacement from their rest frame position, these lines carry the potential to study the motion of circumnuclear gas in AGN, providing a diagnostic of the effects of the gravitational field of the central black hole. These narrow features have been often found with marginal statistical significance. We are carrying on a systematic search for narrow features using spectra of bright type 1 AGNs available in the XMM-Newton archive. The aim of this work is to characterise the occurrence of the narrow features phenomenon on a large sample of objects and to estimate the significance of the features through Monte Carlo simulations. The project and preliminary results are presented.Comment: 6 pages,4 figures, contributed talk presented at the Workshop "The multicoloured landscape of compact objects and their explosive origin", Cefalu' (Sicily), 11-24 June 2006, to be published by AI

A characterization of the NGC 4051 soft X-ray spectrum as observed by XMM-Newton

Soft X-rays high resolution spectroscopy of obscured AGNs shows the existence of a complex soft $X$-ray spectrum dominated by emission lines of He and H-like transitions of elements from Carbon to Neon, as well as L-shell transitions due to iron ions. In this paper we characterize the XMM-Newton RGS spectrum of the Seyfert 1 galaxy NGC 4051 observed during a low flux state and infer the physical properties of the emitting and absorbing gas in the soft X-ray regime. X-ray high-resolution spectroscopy offers a powerful diagnostic tool since the observed spectral features strongly depend on the physical properties of matter (ionization parameter U, electron density n_e, hydrogen column density N_H), which in turn are tightly related to the location and size of the X-ray emitting clouds. We carried out a phenomenological study to identify the atomic transitions detected in the spectra. This study suggests that the spectrum is dominated by emission from a photoionised plasma. Then, we used the photoionization code Cloudy to produce synthetic models for the emission line component and the warm absorber observed during phases of high intrinsic luminosity. The low state spectrum cannot be described by a single photoionization component. A multi-ionization phase gas with ionization parameter in the range log U = 0.63-1.90 and column density log N_H = 22.10-22.72 cm^-2 is required, while the electron density n_e remains unconstrained. A warm absorber medium is required by the fit with parameters log U = 0.85, log N_H = 23.40 and log n_e \ut< 5. The model is consistent with an X-ray emitting regions at a distance > 5 x 10^-2 pc from the central engine.Comment: Accepted for publication on section 4 "Extragalactic astronomy" of Astronomy and Astrophysics, 2010, 12 pages, 8 Figures, 4 Tables, in printer format. A few typos corrected

The X-ray afterglows of gamma-ray bursts GRB 001025A and GRB 010220 observed with XMM-Newton

The X-ray afterglows of GRB 001025A and GRB 010220 were detected by XMM-Newton with an average 0.2--10.0 keV flux of 4.4 and 3.3x10^{-14} erg cm^{-2} s^{-1} respectively; the afterglow of GRB 001025A is observed to decay. Afterglows at other wavelengths were not detected for either burst. A set of broadened soft X-ray emission lines are detected in the afterglow of GRB 001025A, at 5.0 sigma significance above a Galactic-absorbed power-law continuum. The spectra of both afterglows are significantly better fit by a variable abundance thermal plasma model than by an absorbed power-law and are consistent with the observations of GRB 011211, indicating that thermal emission from light elements may be common in the early X-ray afterglows of GRBs.Comment: 5 pages, 2 figures; accepted for publication in A&A letter

Exome sequencing in a consanguineous family clinically diagnosed with early-onset Alzheimer's disease identifies a homozygous CTSF mutation

We have previously reported the whole genome genotyping analysis of 2 consanguineous siblings clinically diagnosed with early onset Alzheimer's disease (AD). In this analysis, we identified several large regions of homozygosity shared between both affected siblings, which we suggested could be candidate loci for a recessive genetic lesion underlying the early onset AD in these cases. We have now performed exome sequencing in one of these siblings and identified the potential cause of disease: the CTSF c.1243G>A:p.Gly415Arg mutation in homozygosity. Biallelic mutations in this gene have been shown to cause Type B Kufs disease, an adult-onset neuronal ceroid lipofuscinosis with some cases resembling the impairment seen in AD

New constraints on the continuum-emission mechanism of AGN: Intensive monitoring of NGC 7469 in the X-ray and ultraviolet

We have undertaken near-continuous monitoring of the Seyfert 1 galaxy NGC 7469 in the X-ray with RXTE over a ~30d baseline. The source shows strong variability with a root-mean-square (rms) amplitude of ~16 per cent, and peak-to-peak variations of a factor of order 2. Simultaneous data over this period were obtained in the ultraviolet (UV) using IUE, making this the most intensive X-ray UV/X-ray variability campaign performed for any active galaxy. Comparison of the continuum light curves reveals very similar amplitudes of variability, but different variability characteristics, with the X-rays showing much more rapid variations. The data are not strongly correlated at zero lag. The largest absolute value of the correlation coefficient occurs for an anticorrelation between the two bands, with the X-ray variations leading the UV by ~4d. The largest positive correlation is for the ultraviolet to lead the X-rays by ~4d. Neither option appears to be compatible with any simple interband transfer function. The peak positive correlation at ~4d occurs because the more prominent peaks in the UV light curve appear to lead those in the X-rays by this amount. However, the minima of the light curves are near-simultaneous. These observations provide new constraints on theoretical models of the central regions of active galactic nuclei. Models in which the observed UV emission is produced solely by re-radiation of absorber X-rays are ruled out by our data, as are those in which the X-rays are produced solely by Compton upscattering of the observed UV component by a constant distribution of particles.Comment: 33 pages, 8 figures. LaTeX with encapsulated postscript. To appear in the Astrophysical Journal. Also available via http://lheawww.gsfc.nasa.gov/users/nandra/pubs/7469/abstract.htm

Nuclear activity and massive star formation in the low luminosity AGN NGC4303: Chandra X-ray observations

We present evidence of the co-existence of either an AGN or an ultraluminous X-ray source (ULX), together with a young super stellar cluster in the 3 central parsecs of NGC4303. The galaxy contains a low luminosity AGN and hosts a number of starburst regions in a circumnuclear spiral, as well as in the nucleus itself. A high spatial resolution Chandra image of this source reveals that the soft X-ray emission traces the ultraviolet nuclear spiral down to a core, which is unresolved both in soft and hard X-rays. The astrometry of the X-ray core coincides with the UV core within the Chandra positioning accuracy. The total X-ray luminosity of the core, 1.5*10^{39} erg/s, is similar to that from some LINERs or from the weakest Seyferts detected so far. The soft X-rays in both the core and the extended structure surrounding it can be well reproduced by evolutionary synthesis models (which include the emission expected from single stars, the hot diffuse gas, supernova remnants and binary systems), consistent with the properties of the young stellar clusters identified in the UV. The hard X-ray tail detected in the core spectrum, however, most likely requires the presence of an additional source. This additional source could either be a weak active nucleus black hole or an ultraluminous X-ray object. The implications of these results are discussed.Comment: 37 pages, 7 figures, ApJ accepte

Complex resonance absorption structure in the X-ray spectrum of IRAS13349+2438

The luminous infrared-loud quasar IRAS 13349+2438 was observed with the XMM-Newton Observatory as part of the Performance Verification program. The spectrum obtained by the Reflection Grating Spectrometer (RGS) exhibits broad (v ~ 1400 km/s FWHM) absorption lines from highly ionized elements including hydrogen- and helium-like carbon, nitrogen, oxygen, and neon, and several iron L-shell ions (Fe XVII - XX). Also shown in the spectrum is the first astrophysical detection of a broad absorption feature around lambda = 16 - 17 Ang identified as an unresolved transition array (UTA) of 2p - 3d inner-shell absorption by iron M-shell ions in a much cooler medium; a feature that might be misidentified as an O VII edge when observed with moderate resolution spectrometers. No absorption edges are clearly detected in the spectrum. We demonstrate that the RGS spectrum of IRAS 13349+2438 exhibits absorption lines from at least two distinct regions, one of which is tentatively associated with the medium that produces the optical/UV reddening.Comment: 6 pages. Accepted for publication in Astronomy and Astrophysics Letters, XMM issu

QuantiDOPA: A Quantification Software for Dopaminergic Neurotransmission SPECT

Quantification of neurotransmission Single-Photon Emission Computed Tomography (SPECT) studies of the dopaminergic system can be used to track, stage and facilitate early diagnosis of the disease. The aim of this study was to implement QuantiDOPA, a semi-automatic quantification software of application in clinical routine to reconstruct and quantify neurotransmission SPECT studies using radioligands which bind the dopamine transporter (DAT). To this end, a workflow oriented framework for the biomedical imaging (GIMIAS) was employed. QuantiDOPA allows the user to perform a semiautomatic quantification of striatal uptake by following three stages: reconstruction, normalization and quantification. QuantiDOPA is a useful tool for semi-automatic quantification inDAT SPECT imaging and it has revealed simple and flexibl