Intermediate asymptotics beyond homogeneity and self-similarity: long time behavior for [formula]

"Vegeu el resum a l'inici del document del fitxer adjunt."

A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility

In this paper, generalizing results in Alòs, León and Vives (2007b), we see that the dependence of jumps in the volatility under a jump-diffusion stochastic volatility model, has no effect on the short-time behaviour of the at-the-money implied volatility skew, although the corresponding Hull and White formula depends on the jumps. Towards this end, we use Malliavin calculus techniques for Lévy processes based on Løkka (2004), Petrou (2006), and Solé, Utzet and Vives (2007).

On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

In this paper we use Malliavin calculus techniques to obtain an expression for the short-time behavior of the at-the-money implied volatility skew for a generalization of the Bates model, where the volatility does not need to be neither a difussion, nor a Markov process as the examples in section 7 show. This expression depends on the derivative of the volatility in the sense of Malliavin calculus.

Changes in leisure time and occupational physical activity over 8 years: The Cornellà health Interview Survey Follow-Up Study

Aim: To describe changes in leisure time and occupational physical activity status in an urban Mediterranean population-based cohort, and to evaluate sociodemographic, health-related and lifestyle correlates of such changes. Methods: Data for this study come from the Cornellè Health Interview Survey Follow-Up Study, a prospective cohort study of a representative sample (n¿=¿2500) of the population. Participants in the analysis reported here include 1246 subjects (567 men and 679 women) who had complete data on physical activity at the 1994 baseline survey and at the 2002 follow-up. We fitted Breslow-Cox regression models to assess the association between correlates of interest and changes in physical activity. Results: Regarding leisure time physical activity, 61.6% of cohort members with ¿sedentary¿ habits in 1994 changed their status to ¿light/moderate¿ physical activity in 2002, and 70% who had ¿light/moderate¿ habits in 1994 did not change their activity level. Regarding occupational physical activity, 74.4% of cohort members who were ¿active¿ did not change their level of activity, and 64.3% of participants with ¿sedentary¿ habits in 1994 changed to ¿active¿ occupational physical activity. No clear correlates of change in physical activity were identified in multivariate analyses. Conclusion: While changes in physical activity are evident in this population-based cohort, no clear determinants of such changes were recognised. Further longitudinal studies including other potential individual and contextual determinants are needed to better understand determinants of changes in physical activity at the population level.

Intensity correlation function of dye lasers: Short-time behavior

We propose an equation to calculate the intensity correlation function of a dye-laser model with a pump parameter subject to finite-bandwidth fluctuations. The equation is valid, in the weak-noise limit, for all times. It incorporates novel non-Markovian features. Results are given for the short-time behavior of the correlation function. It exhibits a characteristic initial plateau. Our findings are supported by a numerical simulation of the model.

Exact long-time behavior of a network of oscillators under random fields

We present an exact solution for the order parameters that characterize the stationary behavior of a population of Kuramotos phase oscillators under random external fields [Y. Kuramoto, in International Symposium on Mathematical Problems in Theoretical Physics, Lecture Notes in Physics, Vol. 39 (Springer, Berlin, 1975), p. 420]. From these results it is possible to generate the phase diagram of models with an arbitrary distribution of random frequencies and random fields.

Els manlleus en la revista “Time Out Barcelona”

El present treball constitueix un estudi i una anàlisi sobre les dades obtingudes del buidatge dels manlleus recollits en dos números de la revista catalana Time Out Barcelona. L’objectiu és aprofundir en el tema dels préstecs i extreure algunes conclusions sobre els tipus d’unitats manllevades i el seu tractament.

Tracking of physical activity during adolescence: The 1993 Pelotas Birth Cohort, Brazil

Objective: To analyze physical activity during adolescence in participants of the 1993 Pelotas Birth Cohort Study, Brazil. Methods: Data on leisure time physical activity at 11, 15, and 18 years of age were analyzed. At each visit, a cut-off point of 300 min/week was used to classify adolescents as active or inactive. A total of 3,736 participants provided data on physical activity at each of the three age points. Results: A significant decline in the proportion of active adolescents was observed from 11 to 18 years of age, particularly among girls (from 32.9% to 21.7%). The proportions of girls and boys who were active at all three age points were 28.0% and 55.1%, respectively. After adjustment for sex, economic status, and skin color, participants who were active at 11 and 15 years of age were 58.0% more likely to be active at 18 years of age compared with those who were inactive at 11 and 15 years of age. Conclusions: Physical activity declined during adolescence and inactivity tended to track over time. Our findings reinforce the need to promote physical activity at early stages of life, because active behavior established early tends to be maintained over time.

Contractive metrics for a Boltzmann equation for granular gases: diffusive equilibriaThe Patterson-Sullivan embedding and minimal volume entropy for outer space

We quantify the long-time behavior of a system of (partially) inelastic particles in a stochastic thermostat by means of the contractivity of a suitable metric in the set of probability measures. Existence, uniqueness, boundedness of moments and regularity of a steady state are derived from this basic property. The solutions of the kinetic model are proved to converge exponentially as t→ ∞ to this diffusive equilibrium in this distance metrizing the weak convergence of measures. Then, we prove a uniform bound in time on Sobolev norms of the solution, provided the initial data has a finite norm in the corresponding Sobolev space. These results are then combined, using interpolation inequalities, to obtain exponential convergence to the diffusive equilibrium in the strong L¹-norm, as well as various Sobolev norms.

El català, llengua d'oci en els joves

Treball de recerca realitzat per una alumna d'ensenyament secundari i guardonat amb un Premi CIRIT per fomentar l'esperit cientí­fic del Jovent l'any 2009. Aquest treball de recerca consisteix en una anàlisi de la llengua catalana en l'àmbit de l'oci en els joves. Fent aquesta anàlisi es pretén arribar a saber quina llengua predomina en l'ús dels joves quan escolten música, llegeixen, miren la televisió, juguen amb els amics, naveguen per internet, etc.,també es vol obtenir resultats fiables per saber la situació de la llengua catalana en l'oci d'aquests joves així com les causes i les variables d'aquesta situació. A partir d'unes 173 enquestes realitzades al curs de 2n de batxillerat de l'IES Antoni de Martí i Franquès, s'ha pogut dur a terme aquest estudi. Per fer aquest treball, en primer lloc es va procedir a la lectura de bibliografia relacionada amb la sociolingüística catalana. Després es va analitzar el concepte d'oci, i es va formular una enquesta que pogués resoldre els objectius. Un cop fetes les 173 enquestes se'n van codificar i tractar els resultats. A partir de les dades es van fer uns gràfics tot analitzant-les i així veure la situació real de la llengua catalana. També es va comparar aquest treball amb un altre estudi anterior realitzat per l'Institut de sociolingüística catalana. I després d'haver parlat sobre la situació de la llengua catlana entre els joves amb diversos experts en el tema se'n van treure unes conclusions.

Asymptotic flocking dynamics for the kinetic Cucker-Smale model

In this paper, we analyse the asymptotic behavior of solutions of the continuous kinetic version of flocking by Cucker and Smale [16], which describes the collective behavior of an ensemble of organisms, animals or devices. This kinetic version introduced in [24] is here obtained starting from a Boltzmann-type equation. The large-time behavior of the distribution in phase space is subsequently studied by means of particle approximations and a stability property in distances between measures. A continuous analogue of the theorems of [16] is shown to hold for the solutions on the kinetic model. More precisely, the solutions will concentrate exponentially fast their velocity to their mean while in space they will converge towards a translational flocking solution.

Reflexiones en torno a un perfil profesional: los bibliotecarios de las bibliotecas para pacientes en España

Esta comunicación forma parte de una investigación más amplia sobre las bibliotecas para pacientes en España; actualmente estamos identificando y analizando bibliografía especializada. A partir de estas lecturas hemos detectado distintas cuestiones en relación con el perfil profesional de los responsables de estos centros. Por ejemplo, si durante los años 30 del siglo pasado se valoraba sobre todo su capacidad psicológica para comprender a los enfermos y saber elegir las mejores lecturas teniendo en cuenta su situación, en la actualidad se valora más su capacidad de relaciones públicas. Lo que sí se mantiene constante a lo largo de los años es el hecho que no se le exige titulación específica (mayoritariamente se trata de voluntarios) y, por tanto, se defiende un profesional no profesionalizado. En esta afirmación subyace la convicción de que en este tipo de bibliotecas, más importante que la gestión, la colección y el mantenimiento, es la atención al usuario, entendiendo que esta atención no requiere unas competencias personales o profesionales concretas y que la buena voluntad o una buena disposición son suficientes... La realidad nos demuestra lo contrario. La poca visibilidad de las bibliotecas para pacientes así como el desconocimiento de sus funciones básicas (ofrecer al enfermo ocio, formación e información adecuada a sus capacidades) se hace extensiva a sus profesionales. No existe una descripción más o menos consensuada y normativa de este perfil más allá de una relación de sus tareas, en el mejor de los casos, contrariamente a lo que ocurre con los responsables de los centros especializados en ciencias de la salud. En esta comunicación proponemos mostrar la evolución del perfil de los bibliotecarios de las bibliotecas para pacientes en España siguiendo las aportaciones de la bibliografía especializada.

Fractal dimension for Gaussian colored processes

The exact analytical expression for the Hausdorff dimension of free processes driven by Gaussian noise in n-dimensional space is obtained. The fractal dimension solely depends on the time behavior of the arbitrary correlation function of the noise, ranging from DX=1 for Orstein-Uhlenbeck input noise to any real number greater than 1 for fractional Brownian motions.

Generalized Langevin equations: Anomalous diffusion and probability distributions

We study the motion of a particle governed by a generalized Langevin equation. We show that, when no fluctuation-dissipation relation holds, the long-time behavior of the particle may be from stationary to superdiffusive, along with subdiffusive and diffusive. When the random force is Gaussian, we derive the exact equations for the joint and marginal probability density functions for the position and velocity of the particle and find their solutions.

Treball de recerca aplicada a la intervenció social entorn els joves d'Andorra i el seu temps lliure

Aquest document, es fonamenta d'acord amb diferents teories i pensaments sobre la importància del temps lliure en els adolescents i joves, com també a partir de les experiències de Catalunya, entorn aquest tema. Concretament és una observació del temps lliure dels adolescents i joves, des d’una aproximació a la seva realitat i també analitzant els diferents agents que intervenen en aquest àmbit concret, com del context global d’Andorra. La intenció és identificar i reflexionar entorn les principals característiques de l’oci i el lleure del col·lectiu com també de la participació juvenil per poder prioritzar actuacions socioeducatives encaminades a l’educació en el lleure. És per aquest motiu, que paral·lelament amb aquesta investigació aplicada a la intervenció socioeducativa, també s’ha realitzat un diagnòstic d’Andorra i unes propostes de millora relacionats amb els resultats obtinguts.