3 resultados para Stochastic programming.
em Universidad del Rosario, Colombia
Resumo:
The purpose of this expository arti le is to present a self- ontained overview of some results on the hara terization of the optimal value fun tion of a sto hasti target problem as (dis ontinuous) vis osity solution of a ertain dynami programming PDE and its appli ation to the problem of hedging ontingent laims in the presen e of portfolio onstraints and large investors
Resumo:
Experimental and epidemiological studies demonstrate that fetal growth restriction and low birth weight enhance the risk of chronic diseases in adulthood. Derangements in tissue-specific epigenetic programming of fetal and placental tissues are a suggested mechanism of which DNA methylation is best understood. DNA methylation profiles in human tissue are mostly performed in DNA from white blood cells. The objective of this study was to assess DNA methylation profiles of IGF2 DMR and H19 in DNA derived from four tissues of the newborn. We obtained from 6 newborns DNA from fetal placental tissue (n = 5), umbilical cord CD34+ hematopoietic stem cells (HSC) and CD34- mononuclear cells (MNC) (n = 6), and umbilical cord Wharton jelly (n = 5). HCS were isolated using magnetic-activated cell separation. DNA methylation of the imprinted fetal growth genes IGF2 DMR and H19 was measured in all tissues using quantitative mass spectrometry. ANOVA testing showed tissue-specific differences in DNA methylation of IGF2 DMR (p value 0.002) and H19 (p value 0.001) mainly due to a higher methylation of IGF2 DMR in Wharton jelly (mean 0.65, sd 0.14) and a lower methylation of H19 in placental tissue (mean 0.25, sd 0.02) compared to other tissues. This study demonstrates the feasibility of the assessment of differential tissue specific DNA methylation. Although the results have to be confirmed in larger sample sizes, our approach gives opportunities to investigate epigenetic profiles as underlying mechanism of associations between pregnancy exposures and outcome, and disease risks in later life.
Resumo:
El objetivo de este documento es recopilar algunos resultados clasicos sobre existencia y unicidad ´ de soluciones de ecuaciones diferenciales estocasticas (EDEs) con condici ´ on final (en ingl ´ es´ Backward stochastic differential equations) con particular enfasis en el caso de coeficientes mon ´ otonos, y su cone- ´ xion con soluciones de viscosidad de sistemas de ecuaciones diferenciales parciales (EDPs) parab ´ olicas ´ y el´ıpticas semilineales de segundo orden.