Adaptive Continuous time Markov Chain Approximation Model to General Jump-Diusions

We propose a non-equidistant Q rate matrix formula and an adaptive numerical algorithm for a continuous time Markov chain to approximate jump-diffusions with affine or non-affine functional specifications. Our approach also accommodates state-dependent jump intensity and jump distribution, a flexibility that is very hard to achieve with other numerical methods. The Kolmogorov-Smirnov test shows that the proposed Markov chain transition density converges to the one given by the likelihood expansion formula as in Ait-Sahalia (2008). We provide numerical examples for European stock option pricing in Black and Scholes (1973), Merton (1976) and Kou (2002).

A Simple Characterization of Dynamic Completeness in Continuous Time

This paper investigates dynamic completeness of financial markets in which the underlying risk process is a multi-dimensional Brownian motion and the risky securities dividends geometric Brownian motions. A sufficient condition, that the instantaneous dispersion matrix of the relative dividends is non-degenerate, was established recently in the literature for single-commodity, pure-exchange economies with many heterogenous agents, under the assumption that the intermediate flows of all dividends, utilities, and endowments are analytic functions. For the current setting, a different mathematical argument in which analyticity is not needed shows that a slightly weaker condition suffices for general pricing kernels. That is, dynamic completeness obtains irrespectively of preferences, endowments, and other structural elements (such as whether or not the budget constraints include only pure exchange, whether or not the time horizon is finite with lump-sum dividends available on the terminal date, etc.)

Structured and unstructured continuous models for Wolbachia infections

We introduce and investigate a series of models for an infection of a diplodiploid host species by the bacterial endosymbiont Wolbachia. The continuous models are characterized by partial vertical transmission, cytoplasmic incompatibility and fitness costs associated with the infection. A particular aspect of interest is competitions between mutually incompatible strains. We further introduce an age-structured model that takes into account different fertility and mortality rates at different stages of the life cycle of the individuals. With only a few parameters, the ordinary differential equation models exhibit already interesting dynamics and can be used to predict criteria under which a strain of bacteria is able to invade a population. Interestingly, but not surprisingly, the age-structured model shows significant differences concerning the existence and stability of equilibrium solutions compared to the unstructured model.

Fractional hepatic de novo lipogenesis in healthy subjects during near-continuous oral nutrition and bed rest: a comparison with published data in artificially fed, critically ill patients.

BACKGROUND AND AIMS: In critically ill patients, fractional hepatic de novo lipogenesis increases in proportion to carbohydrate administration during isoenergetic nutrition. In this study, we sought to determine whether this increase may be the consequence of continuous enteral nutrition and bed rest. We, therefore, measured fractional hepatic de novo lipogenesis in a group of 12 healthy subjects during near-continuous oral feeding (hourly isoenergetic meals with a liquid formula containing 55% carbohydrate). In eight subjects, near-continuous enteral nutrition and bed rest were applied over a 10 h period. In the other four subjects, it was extended to 34 h. Fractional hepatic de novo lipogenesis was measured by infusing(13) C-labeled acetate and monitoring VLDL-(13)C palmitate enrichment with mass isotopomer distribution analysis. Fractional hepatic de novo lipogenesis was 3.2% (range 1.5-7.5%) in the eight subjects after 10 h of near continuous nutrition and 1.6% (range 1.3-2.0%) in the four subjects after 34 h of near-continuous nutrition and bed rest. This indicates that continuous nutrition and physical inactivity do not increase hepatic de novo lipogenesis. Fractional hepatic de novo lipogenesis previously reported in critically ill patients under similar nutritional conditions (9.3%) (range 5.3-15.8%) was markedly higher than in healthy subjects (P<0.001). These data from healthy subjects indicate that fractional hepatic de novo lipogenesis is increased in critically ill patients.

Rigorous derivation of a nonlinear diffusion equation as fast-reaction limit of a continuous coagulation-fragmentation model with diffusion

Weak solutions of the spatially inhomogeneous (diffusive) Aizenmann-Bak model of coagulation-breakup within a bounded domain with homogeneous Neumann boundary conditions are shown to converge, in the fast reaction limit, towards local equilibria determined by their mass. Moreover, this mass is the solution of a nonlinear diffusion equation whose nonlinearity depends on the (size-dependent) diffusion coefficient. Initial data are assumed to have integrable zero order moment and square integrable first order moment in size, and finite entropy. In contrast to our previous result [CDF2], we are able to show the convergence without assuming uniform bounds from above and below on the number density of clusters.

Failure of vancomycin continuous infusion against experimental endocarditis due to vancomycin-intermediate Staphylococcus aureus.

Continuous infusion of vancomycin was evaluated against experimental endocarditis due to heterogeneous vancomycin-intermediate Staphylococcus aureus (hVISA) and VISA. Animals were infected with hVISA PC1 (vancomycin MIC, 2 mg/liter) or VISA PC3 (vancomycin MIC, 8 mg/liter) and treated for 5 days with constant serum levels of 20 or 40 mg/liter. Vancomycin continuous infusion was unsuccessful, as 20 mg/liter was barely active against PC1 (6 of 13 sterile vegetations) and 40 mg/liter failed against PC3 (2 of 9 sterile vegetations).

Continuous Sunitinib treatment in patients with advanced hepatocellular carcinoma: a Swiss Group for Clinical Cancer Research (SAKK) and Swiss Association for the Study of the Liver (SASL) multicenter phase II trial (SAKK 77/06).

BACKGROUND: Sunitinib (SU) is a multitargeted tyrosine kinase inhibitor with antitumor and antiangiogenic activity. The objective of this trial was to demonstrate antitumor activity of continuous SU treatment in patients with hepatocellular carcinoma (HCC). PATIENTS AND METHODS: Key eligibility criteria included unresectable or metastatic HCC, no prior systemic anticancer treatment, measurable disease, and Child-Pugh class A or mild Child-Pugh class B liver dysfunction. Patients received 37.5 mg SU daily until progression or unacceptable toxicity. The primary endpoint was progression-free survival at 12 weeks (PFS12). RESULTS: Forty-five patients were enrolled. The median age was 63 years; 89% had Child-Pugh class A disease and 47% had distant metastases. PFS12 was rated successful in 15 patients (33%; 95% confidence interval, 20%-47%). Over the whole trial period, one complete response and a 40% rate of stable disease as the best response were achieved. The median PFS duration, disease stabilization duration, time to progression, and overall survival time were 1.5, 2.9, 1.5, and 9.3 months, respectively. Grade 3 and 4 adverse events were infrequent. None of the 33 deaths were considered drug related. CONCLUSION: Continuous SU treatment with 37.5 mg daily is feasible and has moderate activity in patients with advanced HCC and mild to moderately impaired liver dysfunction. Under this trial design (>13 PFS12 successes), the therapy is considered promising. This is the first trial describing the clinical effects of continuous dosing of SU in HCC patients on a schedule that is used in an ongoing, randomized, phase III trial in comparison with the current treatment standard, sorafenib (ClinicalTrials.gov identifier, NCT00699374).

Evolutionary and convergence stability for continuous phenotypes in finite populations derived from two-allele models.

The evolution of a quantitative phenotype is often envisioned as a trait substitution sequence where mutant alleles repeatedly replace resident ones. In infinite populations, the invasion fitness of a mutant in this two-allele representation of the evolutionary process is used to characterize features about long-term phenotypic evolution, such as singular points, convergence stability (established from first-order effects of selection), branching points, and evolutionary stability (established from second-order effects of selection). Here, we try to characterize long-term phenotypic evolution in finite populations from this two-allele representation of the evolutionary process. We construct a stochastic model describing evolutionary dynamics at non-rare mutant allele frequency. We then derive stability conditions based on stationary average mutant frequencies in the presence of vanishing mutation rates. We find that the second-order stability condition obtained from second-order effects of selection is identical to convergence stability. Thus, in two-allele systems in finite populations, convergence stability is enough to characterize long-term evolution under the trait substitution sequence assumption. We perform individual-based simulations to confirm our analytic results.

Candidate quality in a Downsian Model with a continuous policy space

This paper characterizes a mixed strategy Nash equilibrium in a one-dimensional Downsian model of two-candidate elections with a continuous policy space, where candidates are office motivated and one candidate enjoys a non-policy advantage over the other candidate. We assume that voters have quadratic preferences over policies and that their ideal points are drawn from a uniform distribution over the unit interval. In our equilibrium the advantaged candidate chooses the expected median voter with probability one and the disadvantaged candidate uses a mixed strategy that is symmetric around it. We show that this equilibrium exists if the number of voters is large enough relative to the size of the advantage.

Semi-supervised segmentation of ultrasound images based on patch representation and continuous min cut.

Ultrasound segmentation is a challenging problem due to the inherent speckle and some artifacts like shadows, attenuation and signal dropout. Existing methods need to include strong priors like shape priors or analytical intensity models to succeed in the segmentation. However, such priors tend to limit these methods to a specific target or imaging settings, and they are not always applicable to pathological cases. This work introduces a semi-supervised segmentation framework for ultrasound imaging that alleviates the limitation of fully automatic segmentation, that is, it is applicable to any kind of target and imaging settings. Our methodology uses a graph of image patches to represent the ultrasound image and user-assisted initialization with labels, which acts as soft priors. The segmentation problem is formulated as a continuous minimum cut problem and solved with an efficient optimization algorithm. We validate our segmentation framework on clinical ultrasound imaging (prostate, fetus, and tumors of the liver and eye). We obtain high similarity agreement with the ground truth provided by medical expert delineations in all applications (94% DICE values in average) and the proposed algorithm performs favorably with the literature.

Copper, selenium, zinc, and thiamine balances during continuous venovenous hemodiafiltration in critically ill patients.

BACKGROUND: Acute renal failure is a serious complication in critically ill patients and frequently requires renal replacement therapy, which alters trace element and vitamin metabolism. OBJECTIVE: The objective was to study trace element balances during continuous renal replacement therapy (CRRT) in intensive care patients. DESIGN: In a prospective randomized crossover trial, patients with acute renal failure received CRRT with either sodium bicarbonate (Bic) or sodium lactate (Lac) as a buffering agent over 2 consecutive 24-h periods. Copper, selenium, zinc, and thiamine were measured with highly sensitive analytic methods in plasma, replacement solutions, and effluent during 8-h periods. Balances were calculated as the difference between fluids administered and effluent losses and were compared with the recommended intakes (RI) from parenteral nutrition. RESULTS: Nineteen sessions were conducted in 11 patients aged 65 +/- 10 y. Baseline plasma concentrations of copper were normal, whereas those of selenium and zinc were below reference ranges; glutathione peroxidase was in the lower range of normal. The replacement solutions contained no detectable copper, 0.01 micromol Se/L (Bic and Lac), and 1.42 (Bic) and 0.85 (Lac) micromol Zn/L. Micronutrients were detectable in all effluents, and losses were stable in each patient; no significant differences were found between the Bic and Lac groups. The 24-h balances were negative for selenium (-0.97 micromol, or 2 times the daily RI), copper (-6.54 micromol, or 0.3 times the daily RI), and thiamine (-4.12 mg, or 1.5 times the RI) and modestly positive for zinc (20.7 micromol, or 0.2 times the RI). CONCLUSIONS: CRRT results in significant losses and negative balances of selenium, copper, and thiamine, which contribute to low plasma concentrations. Prolonged CRRT is likely to result in selenium and thiamine depletion despite supplementation at recommended amounts.

Establishment and characterization of a new continuous cell line from Lutzomyia longipalpis (Diptera: Psychodidae) and its susceptibility to infections with arboviruses and Leishmania chagasi

Embryonic tissue explants of the sand fly Lutzomyia longipalpis (Lutz & Neiva 1912) the main vector of Leishmania chagasi (Cunha and Chagas), were used to obtain a continuous cell line (Lulo). The tissues were seeded in MM/VP12 medium and these were incubated at 28ºC. The first subculture was obtained 45 days after explanting and 96 passages have been made to date. Lulo is composed of epithelioid cells, showed a 0.04 generations/hour exponential growth rate and population doubling time at 24.7 h. The cell line isoenzymatic profiles were determined by using PGI, PGM, MPI and 6-PGDH systems, coinciding with patterns obtained from the same species and colony's pupae and adults. The species karyotype characteristics were recognized (2n = 8), in which pair 1 is subtelocentric and pairs 2, 3 and 4 are metacentric. Lulo was free from bacterial, fungal, mycoplasmic and viral infection. Susceptibility to five arbovirus was determined, the same as Lulo interaction with Leishmania promastigotes.

Continuous monitoring of liver oxygenation with near infrared spectroscopy during naso-gastric tube feeding in neonates.

Near infrared spectroscopy (NIRS) is a non-invasive method of estimating the haemoglobin concentration changes in certain tissues. It is frequently used to monitor oxygenation of the brain in neonates. At present it is not clear whether near infrared spectroscopy of other organs (e.g. the liver as a corresponding site in the splanchnic region, which reacts very sensitively to haemodynamic instability) provides reliable values on their tissue oxygenation. The aim of the study was to test near infrared spectroscopy by measuring known physiologic changes in tissue oxygenation of the liver in newborn infants during and after feeding via a naso-gastric tube. The test-retest variability of such measurements was also determined. On 28 occasions in 25 infants we measured the tissue oxygenation index (TOI) of the liver and the brain continuously before, during and 30 minutes after feeding via a gastric tube. Simultaneously we measured arterial oxygen saturation (SaO2), heart rate (HR) and mean arterial blood pressure (MAP). In 10 other newborn infants we performed a test-retest analysis of the liver tissue oxygenation index to estimate the variability in repeated intra-individual measurements. The tissue oxygenation index of the liver increased significantly from 56.7 +/- 7.5% before to 60.3 +/- 5.6% after feeding (p < 0.005), and remained unchanged for the next 30 minutes. The tissue oxygenation index of the brain (62.1 +/- 9.7%), SaO2 (94.4 +/- 7.1%), heart rate (145 +/- 17.3 min-1) and mean arterial blood pressure (52.8 +/- 10.2 mm Hg) did not change significantly. The test-retest variability for intra-individual measurements was 2.7 +/- 2.1%. After bolus feeding the tissue oxygenation index of the liver increased as expected. This indicates that near infrared spectroscopy is suitable for monitoring changes in tissue oxygenation of the liver in newborn infants.