145 resultados para Stochastic volatility components


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The diffusion of passive scalars convected by turbulent flows is addressed here. A practical procedure to obtain stochastic velocity fields with well¿defined energy spectrum functions is also presented. Analytical results are derived, based on the use of stochastic differential equations, where the basic hypothesis involved refers to a rapidly decaying turbulence. These predictions are favorable compared with direct computer simulations of stochastic differential equations containing multiplicative space¿time correlated noise.

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L'educació secundària obligatòria sembla que estigui permanentment en crisi: situacions conflictives entre els diferents agents, fracàs escolar, bullying o reiterades modificacions curriculars són alguns dels múltiples exemples que envaeixen els medis educatius i el debat social i accentuen les crítiques i les experiències negatives que es donen en aquesta etapa educativa. Certament, la secundària obligatòria té com a repte fonamental la comprensivitat, que comporta l'atenció a la diversitat de tots els adolescents en una etapa vital complicada; aquest repte educatiu i social, sens dubte, ha de tenir ombres, però també té llums en forma d'experiències reeixides que convergeixen en un millor i major aprenentatge de l¿alumnat. La recerca que es presenta en aquest article es proposa fer emergir i difondre les característiques que reuneixen les pràctiques exitoses que es donen a les aules de la secundària obligatòria. La metodologia usada per assolir aquesta finalitat essencial ha estat el recull i l'anàlisi de relats de persones de diferents trams d'edat sobre les seves millors experiències en la secundària obligatòria com a alumnes.Els diversos objectius que es pretenen amb el recull i l'estructuració d'aquestes veus es poden sintetitzar en dos: identificar les característiques essencials o components de les «bones pràctiques» i contribuir a la reflexió i el debat en la formació inicial i permanent del professorat. A partir de les aportacions recollides es pot concloure que: - A l'ESO, en el nostre context, es registren nombroses experiències reeixides per a l'aprenent. Les experiències tenen incomptables formes de concretar-se en la pràctica (en forma de projectes, plans estratègics, programes concrets de determinades matèries, etc.). - Malgrat la diversitat de pràctiques concretes, hi ha un nombre reduït de components que determinen i caracteritzen aquestes pràctiques reeixides. El nostre treball identifica aquests components i els agrupa en cinc categories que es refereixen a aspectes de metodologia, continguts, relació educativa, relació entre iguals i projecte de centre.

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In this note we prove an existence and uniqueness result for the solution of multidimensional stochastic delay differential equations with normal reflection. The equations are driven by a fractional Brownian motion with Hurst parameter H > 1/2. The stochastic integral with respect to the fractional Brownian motion is a pathwise Riemann¿Stieltjes integral.

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We develop several results on hitting probabilities of random fields which highlight the role of the dimension of the parameter space. This yields upper and lower bounds in terms of Hausdorff measure and Bessel-Riesz capacity, respectively. We apply these results to a system of stochastic wave equations in spatial dimension k >- 1 driven by a d-dimensional spatially homogeneous additive Gaussian noise that is white in time and colored in space.

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In this paper we establish the existence and uniqueness of a solution for different types of stochastic differential equation with random initial conditions and random coefficients. The stochastic integral is interpreted as a generalized Stratonovich integral, and the techniques used to derive these results are mainly based on the path properties of the Brownian motion, and the definition of the Stratonovich integral.

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This paper is devoted to prove a large-deviation principle for solutions to multidimensional stochastic Volterra equations.

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We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional Brownian motion with Hurst parameter H>¿. We prove an existence and uniqueness result for this problem, when the coefficients are sufficiently regular. Furthermore, if the diffusion coefficient is bounded away from zero and the coefficients are smooth functions with bounded derivatives of all orders, we prove that the law of the solution admits a smooth density with respect to Lebesgue measure on R.

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Con el fin de detectar los determinantes fundamentales que regulan la conducta moral de los niños, este trabajo pretende aportar bases que constituyan un fundamento válido para desarrollar materiales situacionales y motivacionales para los alumnos. El Cuestionario de Situaciones fue elaborado para describir aspectos contextuales, el contenido temático o argumento, protagonistas, reacciones o cursos de acción y la motivación subyacente. Esta información sirvió para extraer situaciones y componentes motivacionales, lo que permitió crear el Cuestionario sobre Razones. Así, era posible preguntar por qué actuaba de una manera específica el niño implicado en tales situaciones. Las razones aportadas por los alumnos quedaron reducidas a las siguientes: arbitrarias, autoritarias, aler céntricas, idealistas y personales. En consecuencia,las situaciones y las razones que explican los cursos de acción fueron utilizadas para elaborar el Test de Motivación Etica. Con 3.448 chicos y chicas, comprendidos entre los 10 Y los 15 años de edad, se han analizado los cambios motivacional es referidos a las diferencias en sexo y edad. Se apuntan implicaciones para la educación moral.

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Background: Odorant-Degrading Enzymes (ODEs) are supposed to be involved in the signal inactivation step within the olfactory sensilla of insects by quickly removing odorant molecules from the vicinity of the olfactory receptors. Only three ODEs have been both identified at the molecular level and functionally characterized: two were specialized in the degradation of pheromone compounds and the last one was shown to degrade a plant odorant. Methodology: Previous work has shown that the antennae of the cotton leafworm Spodoptera littoralis , a worldwide pest of agricultural crops, express numerous candidate ODEs. We focused on an esterase overexpressed in males antennae, namely SlCXE7. We studied its expression patterns and tested its catalytic properties towards three odorants, i.e. the two female sex pheromone components and a green leaf volatile emitted by host plants. Conclusion: SlCXE7 expression was concomitant during development with male responsiveness to odorants and during adult scotophase with the period of male most active sexual behaviour. Furthermore, SlCXE7 transcription could be induced by male exposure to the main pheromone component, suggesting a role of Pheromone-Degrading Enzyme. Interestingly, recombinant SlCXE7 was able to efficiently hydrolyze the pheromone compounds but also the plant volatile, with a higher affinity for the pheromone than for the plant compound. In male antennae, SlCXE7 expression was associated with both long and short sensilla, tuned to sex pheromones or plant odours, respectively. Our results thus suggested that a same ODE could have a dual function depending of it sensillar localisation. Within the pheromone-sensitive sensilla, SlCXE7 may play a role in pheromone signal termination and in reduction of odorant background noise, whereas it could be involved in plant odorant inactivation within the short sensilla.

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The present study discusses retention criteria for principal components analysis (PCA) applied to Likert scale items typical in psychological questionnaires. The main aim is to recommend applied researchers to restrain from relying only on the eigenvalue-than-one criterion; alternative procedures are suggested for adjusting for sampling error. An additional objective is to add evidence on the consequences of applying this rule when PCA is used with discrete variables. The experimental conditions were studied by means of Monte Carlo sampling including several sample sizes, different number of variables and answer alternatives, and four non-normal distributions. The results suggest that even when all the items and thus the underlying dimensions are independent, eigenvalues greater than one are frequent and they can explain up to 80% of the variance in data, meeting the empirical criterion. The consequences of using Kaiser"s rule are illustrated with a clinical psychology example. The size of the eigenvalues resulted to be a function of the sample size and the number of variables, which is also the case for parallel analysis as previous research shows. To enhance the application of alternative criteria, an R package was developed for deciding the number of principal components to retain by means of confidence intervals constructed about the eigenvalues corresponding to lack of relationship between discrete variables.

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We show that the dipole, a system usually proposed to model relaxation phenomena, exhibits a maximum in the signal-to-noise ratio at a nonzero noise level, thus indicating the appearance of stochastic resonance. The phenomenon occurs in two different situations, i.e., when the minimum of the potential of the dipole remains fixed in time and when it switches periodically between two equilibrium points. We have also found that the signal-to-noise ratio has a maximum for a certain value of the amplitude of the oscillating field.

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The Feller process is an one-dimensional diffusion process with linear drift and state-dependent diffusion coefficient vanishing at the origin. The process is positive definite and it is this property along with its linear character that have made Feller process a convenient candidate for the modeling of a number of phenomena ranging from single-neuron firing to volatility of financial assets. While general properties of the process have long been well known, less known are properties related to level crossing such as the first-passage and the escape problems. In this work we thoroughly address these questions.

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We present a novel scheme for the appearance of stochastic resonance when the dynamics of a Brownian particle takes place in a confined medium. The presence of uneven boundaries, giving rise to an entropic contribution to the potential, may upon application of a periodic driving force result in an increase of the spectral amplification at an optimum value of the ambient noise level. The entropic stochastic resonance, characteristic of small-scale systems, may constitute a useful mechanism for the manipulation and control of single molecules and nanodevices.