184 resultados para Mean-Reverting Jump-Diffusion


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The effect of variations in land cover on mean radiant surface temperature (Tmrt) is explored through a simple scheme developed within the radiation model SOLWEIG. Outgoing longwave radiation is parameterised using surface temperature observations on a grass and an asphalt surface, whereas outgoing shortwave radiation is modelled through variations in albedo for the different surfaces. The influence of surface materials on Tmrt is small compared to the effects of shadowing. Nevertheless, altering ground surface materials could contribute to a reduction on Tmrt to reduce the radiant load during heat-wave episodes in locations where shadowing is not an option. Evaluation of the new scheme suggests that despite its simplicity it can simulate the outgoing fluxes well, especially during sunny conditions. However, it underestimates at night and in shadowed locations. One grass surface used to develop the parameterisation, with very different characteristics compared to an evaluation grass site, caused Tmrt to be underestimated. The implications of using high resolution (e.g. 15 minutes) temporal forcing data under partly cloudy conditions are demonstrated even for fairly proximal sites.

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We analyze the risk premia embedded in the S&P 500 spot index and option markets. We use a long time-series of spot prices and a large panel of option prices to jointly estimate the diffusive stock risk premium, the price jump risk premium, the diffusive variance risk premium and the variance jump risk premium. The risk premia are statistically and economically significant and move over time. Investigating the economic drivers of the risk premia, we are able to explain up to 63 % of these variations.

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Retrograde transport of NF-κB from the synapse to the nucleus in neurons is mediated by the dynein/dynactin motor complex and can be triggered by synaptic activation. The calibre of axons is highly variable ranging down to 100 nm, aggravating the investigation of transport processes in neurites of living neurons using conventional light microscopy. In this study we quantified for the first time the transport of the NF-κB subunit p65 using high-density single-particle tracking in combination with photoactivatable fluorescent proteins in living mouse hippocampal neurons. We detected an increase of the mean diffusion coefficient (Dmean) in neurites from 0.12 ± 0.05 µm2/s to 0.61 ± 0.03 µm2/s after stimulation with glutamate. We further observed that the relative amount of retrogradely transported p65 molecules is increased after stimulation. Glutamate treatment resulted in an increase of the mean retrograde velocity from 10.9 ± 1.9 to 15 ± 4.9 µm/s, whereas a velocity increase from 9 ± 1.3 to 14 ± 3 µm/s was observed for anterogradely transported p65. This study demonstrates for the first time that glutamate stimulation leads to an increased mobility of single NF-κB p65 molecules in neurites of living hippocampal neurons.

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The stratospheric mean-meridional circulation (MMC) and eddy mixing are compared among six meteorological reanalysis data sets: NCEP-NCAR, NCEP-CFSR, ERA-40, ERA-Interim, JRA-25, and JRA-55 for the period 1979–2012. The reanalysis data sets produced using advanced systems (i.e., NCEP-CFSR, ERA-Interim, and JRA-55) generally reveal a weaker MMC in the Northern Hemisphere (NH) compared with those produced using older systems (i.e., NCEP/NCAR, ERA-40, and JRA-25). The mean mixing strength differs largely among the data products. In the NH lower stratosphere, the contribution of planetary-scale mixing is larger in the new data sets than in the old data sets, whereas that of small-scale mixing is weaker in the new data sets. Conventional data assimilation techniques introduce analysis increments without maintaining physical balance, which may have caused an overly strong MMC and spurious small-scale eddies in the old data sets. At the NH mid-latitudes, only ERA-Interim reveals a weakening MMC trend in the deep branch of the Brewer–Dobson circulation (BDC). The relative importance of the eddy mixing compared with the mean-meridional transport in the subtropical lower stratosphere shows increasing trends in ERA-Interim and JRA-55; this together with the weakened MMC in the deep branch may imply an increasing age-of-air (AoA) in the NH middle stratosphere in ERA-Interim. Overall, discrepancies between the different variables and trends therein as derived from the different reanalyses are still relatively large, suggesting that more investments in these products are needed in order to obtain a consolidated picture of observed changes in the BDC and the mechanisms that drive them.