Quasi-Self-Dual Exponential Lévy Processes

The important application of semistatic hedging in financial markets naturally leads to the notion of quasi--self-dual processes. The focus of our study is to give new characterizations of quasi--self-duality. We analyze quasi--self-dual Lévy driven markets which do not admit arbitrage opportunities and derive a set of equivalent conditions for the stochastic logarithm of quasi--self-dual martingale models. Since for nonvanishing order parameter two martingale properties have to be satisfied simultaneously, there is a nontrivial relation between the order and shift parameter representing carrying costs in financial applications. This leads to an equation containing an integral term which has to be inverted in applications. We first discuss several important properties of this equation and, for some well-known Lévy-driven models, we derive a family of closed-form inversion formulae.

A review of air–ice chemical and physical interactions (AICI): liquids, quasi-liquids, and solids in snow

Snow in the environment acts as a host to rich chemistry and provides a matrix for physical exchange of contaminants within the ecosystem. The goal of this review is to summarise the current state of knowledge of physical processes and chemical reactivity in surface snow with relevance to polar regions. It focuses on a description of impurities in distinct compartments present in surface snow, such as snow crystals, grain boundaries, crystal surfaces, and liquid parts. It emphasises the microscopic description of the ice surface and its link with the environment. Distinct differences between the disordered air–ice interface, often termed quasi-liquid layer, and a liquid phase are highlighted. The reactivity in these different compartments of surface snow is discussed using many experimental studies, simulations, and selected snow models from the molecular to the macro-scale. Although new experimental techniques have extended our knowledge of the surface properties of ice and their impact on some single reactions and processes, others occurring on, at or within snow grains remain unquantified. The presence of liquid or liquid-like compartments either due to the formation of brine or disorder at surfaces of snow crystals below the freezing point may strongly modify reaction rates. Therefore, future experiments should include a detailed characterisation of the surface properties of the ice matrices. A further point that remains largely unresolved is the distribution of impurities between the different domains of the condensed phase inside the snowpack, i.e. in the bulk solid, in liquid at the surface or trapped in confined pockets within or between grains, or at the surface. While surface-sensitive laboratory techniques may in the future help to resolve this point for equilibrium conditions, additional uncertainty for the environmental snowpack may be caused by the highly dynamic nature of the snowpack due to the fast metamorphism occurring under certain environmental conditions. Due to these gaps in knowledge the first snow chemistry models have attempted to reproduce certain processes like the long-term incorporation of volatile compounds in snow and firn or the release of reactive species from the snowpack. Although so far none of the models offers a coupled approach of physical and chemical processes or a detailed representation of the different compartments, they have successfully been used to reproduce some field experiments. A fully coupled snow chemistry and physics model remains to be developed.

"Quasi ombra e figura de la verità". Poesia e pensiero in Torquato Tasso

"Pochi autori come il Tasso hanno suscitato interpretazioni tanto differenziate e, in molti casi, discordanti. Posto di volta in volta a chiusura di un'epoca, quella manieristica, o come anticipatore della successiva temperie barocca, egli pare aver scontato il prezzo di un'esemplarità sin troppo manifesta rispetto al proprio Zeitgeist, una stagione che vede, nella vulgata storiografica, la regola prevalere sull'afflato creativo. 'Era già critico prima di esser poeta', sentenziò il De Sanctis, che arrivava a circoscriverne pure l'esperienza biografica nel perimetro di un implacabile autodafé, definendolo 'più crudele inquisitore di sé che il tribunale dell'Inquisizione'. A ciò poi si aggiungeva l'estrinsecità della corte quale destinataria e quasi principio informativo del mondo tassiano, che sembrava legittimare, da Croce in avanti, tutta una serie di giudizi limitativi sulla sua poesia, orientati ad accentuarne la natura encomiastica, aneddotica, addirittura frivola. La critica più recente ha compiuto un'imponente e fondamentale opera di scavo all'interno della cultura tassiana, delle sue letture, della sua poetica, ma il tentativo di rettificare il profilo complessivo dell'autore mostra esiti ancora incerti. In risposta alla vecchia immagine di un Tasso sconfitto dalla cultura controriformistica e alla fine assoggettato alle sue leggi, se ne sono di recente aggiunte altre..." (Dall'introduzione)

Untersuchung der Konsequenzen von Leistungsangst durch die Einspielung von Quasi-Gedanken

Als Ursache für angstbedingte Testleistungseinbußen wird in der Leistungsangstforschung und benachbarten Forschungslinien die Störung der Aufgabenbearbeitung durch Sorgengedanken (sog. kognitive Interferenz) angenommen. Die empirische Erfassung dieser nicht direkt beobachtbaren Sorgengedanken gestaltet sich allerdings schwer und ist oftmals methodisch problematisch. Zur Untersuchung schwer messbarer Variablen schlagen Spencer et al. (2005) statt deren Messung deren experimentelle Manipulation vor. Darauf aufbauend testeten wir eine neue Methode zum Nachweis des Einflusses von Sorgengedanken auf kognitive Leistung. Wir manipulierten das Vorhandensein von Sorgengedanken in einer Studentinnenstichprobe (N = 115), indem während der Bearbeitung von Mathematikaufgaben gesprochene Sorgengedanken über Kopfhörer eingespielt wurden oder nicht. Die Ergebnisse geben einen ersten Hinweis auf die Brauchbarkeit dieser Methode und legen die zusätzliche Berücksichtigung motivationaler Variablen nahe.

Nonlinear quasi-static finite element simulations predict in vitro strength of human proximal femora assessed in a dynamic sideways fall setup

Osteoporotic proximal femur fractures are caused by low energy trauma, typically when falling on the hip from standing height. Finite element simulations, widely used to predict the fracture load of femora in fall, usually include neither mass-related inertial effects, nor the viscous part of bone's material behavior. The aim of this study was to elucidate if quasi-static non-linear homogenized finite element analyses can predict in vitro mechanical properties of proximal femora assessed in dynamic drop tower experiments. The case-specific numerical models of thirteen femora predicted the strength (R2=0.84, SEE=540 N, 16.2%), stiffness (R2=0.82, SEE=233 N/mm, 18.0%) and fracture energy (R2=0.72, SEE=3.85 J, 39.6%); and provided fair qualitative matches with the fracture patterns. The influence of material anisotropy was negligible for all predictions. These results suggest that quasi-static homogenized finite element analysis may be used to predict mechanical properties of proximal femora in the dynamic sideways fall situation.

Experimental and Theoretical Electron Density Analysis of Copper Pyrazine Nitrate Quasi-Low-Dimensional Quantum Magnets

The accurate electron density distribution and magnetic properties of two metal-organic polymeric magnets, the quasi-one-dimensional (1D) Cu(pyz)(NO3)2 and the quasi-two-dimensional (2D) [Cu(pyz)2(NO3)]NO3·H2O, have been investigated by high-resolution single-crystal X-ray diffraction and density functional theory calculations on the whole periodic systems and on selected fragments. Topological analyses, based on quantum theory of atoms in molecules, enabled the characterization of possible magnetic exchange pathways and the establishment of relationships between the electron (charge and spin) densities and the exchange-coupling constants. In both compounds, the experimentally observed antiferromagnetic coupling can be quantitatively explained by the Cu-Cu superexchange pathway mediated by the pyrazine bridging ligands, via a σ-type interaction. From topological analyses of experimental charge-density data, we show for the first time that the pyrazine tilt angle does not play a role in determining the strength of the magnetic interaction. Taken in combination with molecular orbital analysis and spin density calculations, we find a synergistic relationship between spin delocalization and spin polarization mechanisms and that both determine the bulk magnetic behavior of these Cu(II)-pyz coordination polymers.