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).

Human polymeric IgA is superior to IgG and single-chain Fv of the same monoclonal specificity to inhibit urease activity associated with Helicobacter pylori.

Helicobacter-induced gastritis is considered nowadays an epidemic, the prevalence of which is one of the highest world-wide (70%), with as much as 40% of the population in industrialized countries. Helicobacter pylori (H. pylori) antigens (Ag) capable to elicit a protective immune response in animal models have been identified, but these antigens have not been shown to be strongly immunogenic when administered to humans. Due to their stability in the gastric environment and avidity, passive administration of secretory immunoglobulin A (SIgA) antibodies (Ab) targeting protective Ag might be particularly relevant as a substitute or complement to current therapies. To this aim, we have designed expression vectors to convert a scFv polypeptide specific for H. pylori urease subunit A into human IgG, polymeric IgA (IgAp/d) and SIgA. Purified proteins show proper binding characteristics toward both the native and denatured forms of H. pylori urease. The direct comparison between different isotype and molecular forms, but of unique specificity, demonstrates that SIgA and IgAp/d are more efficient in blocking free and H. pylori-associated urease than IgG and scFv. We conclude that the expression system reported herein will represent a valuable tool to produce human SIgA Ab of multiple specificities against H. pylori antigens involved in colonization and persistence.

Expression of a functional single chain antibody on the surface of extracellular enveloped vaccinia virus as a step towards selective tumour cell targeting.

Recombinant vaccinia virus with tumour cell specificity may provide a versatile tool either for direct lysis of cancer cells or for the targeted transfer of genes encoding immunomodulatory molecules. We report the expression of a single chain antibody on the surface of extracellular enveloped vaccinia virus. The wild-type haemagglutinin, an envelope glycoprotein which is not required for viral infection and replication, was replaced by haemagglutinin fusion molecules carrying a single chain antibody directed against the tumour-associated antigen ErbB2. ErbB2 is an epidermal growth factor receptor-related tyrosine kinase overexpressed in a high percentage of human adenocarcinomas. Two fusion proteins carrying the single chain antibody at different NH2-terminal positions were expressed and exposed at the envelope of the corresponding recombinant viruses. The construct containing the antibody at the site of the immunoglobulin-like loop of the haemagglutinin was able to bind solubilized ErbB2. This is the first report of replacement of a vaccinia virus envelope protein by a specific recognition structure and represents a first step towards modifying the host cell tropism of the virus.

Alpha beta lineage-committed thymocytes can be rescued by the gamma delta T cell receptor (TCR) in the absence of TCR beta chain.

Commitment of the alpha beta and gamma delta T cell lineages within the thymus has been studied in T cell receptor (TCR)-transgenic and TCR mutant murine strains. TCR gamma delta-transgenic or TCR beta knockout mice, both of which are unable to generate TCR alpha beta-positive T cells, develop phenotypically alpha beta-like thymocytes in significant proportions. We provide evidence that in the absence of functional TCR beta protein, the gamma delta TCR can promote the development of alpha beta-like thymocytes, which, however, do not expand significantly and do not mature into gamma delta T cells. These results show that commitment to the alpha beta lineage can be determined independently of the isotype of the TCR, and suggest that alpha beta versus gamma delta T cell lineage commitment is principally regulated by mechanisms distinct from TCR-mediated selection. To accommodate our data and those reported previously on the effect of TCR gamma and delta gene rearrangements on alpha beta T cell development, we propose a model in which lineage commitment occurs independently of TCR gene rearrangement.

Absolute requirement for the pre-T cell receptor alpha chain during NK1.1+ TCRalphabeta cell development.

Most natural killer T (NKT) cells express a highly skewed alphabeta TCR repertoire, consisting of an invariant V alpha14-J alpha281 chain paired preferentially with a polyclonal Vbeta8.2 chain. This repertoire is positively selected by the monomorphic CD1d molecule expressed on cells of hematopoietic origin. The origin of NKT cells and their lineage relationship to conventional T cells is controversial. We show here that the development of NKT cells is absolutely dependent on expression of the pre-TCRalpha chain, in marked contrast to conventional T cells which arise in significant numbers even in the absence of a functional pre-TCR. Distinct developmental requirements for pre-TCR expression in the NKT and T cell lineages may reflect differences in the ability of the TCRalphabeta to substitute functionally for the pre-TCR in immature precursor cells.

Pharmacokinetics and posterior segment biodistribution of ESBA105, an anti-TNF-alpha single-chain antibody, upon topical administration to the rabbit eye.

PURPOSE: The purpose of this study was to characterize local distribution and systemic absorption of the tumor necrosis factor (TNF)-alpha inhibitory single-chain antibody fragment (scFv) ESBA105 following topical administration to the eye in vivo. METHODS: Rabbits received ESBA105 as topical eye drops in two dosing regimens. First, pharmacokinetics after the topical route of administration was compared to the intravenous (i.v.) route by means of applying the identical cumulative daily dose of ESBA105. In a second study rabbits received five eye drops daily for six consecutive days in a lower frequency topical dosing regimen. Kinetics and biodistribution of ESBA105 in ocular tissues and fluids as well as in sera were determined in all animals. RESULTS: After topical administration to the eye, ESBA105 quickly reaches therapeutic concentrations in all ocular compartments. Systemic exposure after topical administration is 25,000-fold lower than exposure after i.v. injection of the identical cumulative daily dose. ESBA105 levels in vitreous humor and neuroretina are significantly higher on topical administration than after i.v. injection. Absolute and relative intraocular biodistribution of ESBA105 is different with topical and systemic delivery routes. Compared to its terminal half-life in circulation (7 hours), the vitreal half-life of ESBA105 is significantly enhanced (16-24 hours). CONCLUSIONS: On topical administration, ESBA105 is efficiently absorbed and distributed to all compartments of the eye, whereby systemic drug exposure is very low. Based on its unique intraocular biodistribution and pharmacokinetics and the absolute intraocular levels reached, topical ESBA105 appears highly attractive for treatment of various ophthalmological disorders.

Identification of species related to Anopheles (Nyssorhynchus) albitarsis by random amplified polymorphic DNA-Polymerase chain reaction (Diptera: Culicidae)

Species-specific Random Amplified Polymorphic DNA-Polymerase chain Reaction (RAPD-PCR) markers were used to identify four species related to Anopheles (Nyssorhynchus) albitarsis Lynch-Arribàlzaga from 12 sites in Brazil and 4 in Venezuela. In a previous study (Wilkerson et al. 1995), which included sites in Paraguay and Argentina, these four species were designated "A", "B", "C" and "D". It was hypothesized that species A is An. (Nys.) albitarsis, species B is undescribed, species C is An. (Nys) marajoara Galvão and Damasceno and species D is An. (Nys.) deaneorum Rosa-Freitas. Species D, previously characterized by RAPD-PCR from a small sample from northern Argentina and southern Brazil, is reported here from the type locality of An. (Nys.) deaneorum, Guajará-Mirim, state of Rondônia, Brazil. Species C and D were found by RAPD-PCR to be sympatric at Costa Marques, state of Rondônia, Brazil. Species A and C have yet to be encountered at the same locality. The RAPD markers for species C were found to be conserved over 4,620 km; from Iguape, state of São Paulo, Brazil to rio Socuavo, state of Zulia, Venezuela. RAPD-PCR was determined to be an effective means for the identification of unknown species within this species complex.

A critical role for the T cell receptor alpha-chain connecting peptide domain in positive selection of CD1-independent NKT cells.

Natural killer T (NKT) cells are a subset of mature alpha beta TCR(+) cells that co-express NK lineage markers. Whereas most NKT cells express a canonical Valpha14/Vbeta8.2 TCR and are selected by CD1d, a minority of NKT cells express a diverse TCR repertoire and develop independently of CD1d. Little is known about the selection requirements of CD1d-independent NKT cells. We show here that NKT cells develop in RAG-deficient mice expressing an MHC class II-restricted transgenic TCR (Valpha2/Vbeta8.1) but only under conditions that lead to negative selection of conventional T cells. Moreover development of NKT cells in these mice is absolutely dependent upon an intact TCR alpha-chain connecting peptide domain, which is required for positive selection of conventional T cells via recruitment of the ERK signaling pathway. Collectively our data demonstrate that NKT cells can develop as a result of high avidity TCR/MHC class II interactions and suggest that common signaling pathways are involved in the positive selection of CD1d-independent NKT cells and conventional T cells.

Quantitative real-time polymerase chain reaction for detection of adenovirus after T cell-replete hematopoietic cell transplantation: viral load as a marker for invasive disease.

BACKGROUND: The value of adenovirus plasma DNA detection as an indicator for adenovirus disease is unknown in the context of T cell-replete hematopoietic cell transplantation, of which adenovirus disease is an uncommon but serious complication. METHODS: Three groups of 62 T cell-replete hematopoietic cell transplant recipients were selected and tested for adenovirus in plasma by polymerase chain reaction. RESULTS: Adenovirus was detected in 21 (87.5%) of 24 patients with proven adenovirus disease (group 1), in 4 (21%) of 19 patients who shed adenovirus (group 2), and in 1 (10.5%) of 19 uninfected control patients. The maximum viral load was significantly higher in group 1 (median maximum viral load, 6.3x10(6) copies/mL; range, 0 to 1.0x10(9) copies/mL) than in group 2 (median maximum viral load, 0 copies/mL; range, 0 to 1.7x10(8) copies/mL; P<.001) and in group 3 (median maximum viral load, 0 copies/mL; range 0-40 copies/mL; P<.001). All patients in group 2 who developed adenoviremia had symptoms compatible with adenovirus disease (i.e., possible disease). A minimal plasma viral load of 10(3) copies/mL was detected in all patients with proven or possible disease. Adenoviremia was detectable at a median of 19.5 days (range, 8-48 days) and 24 days (range, 9-41 days) before death for patients with proven and possible adenovirus disease, respectively. CONCLUSION: Sustained or high-level adenoviremia appears to be a specific and sensitive indicator of adenovirus disease after T cell-replete hematopoietic cell transplantation. In the context of low prevalence of adenovirus disease, the use of polymerase chain reaction of plasma specimens to detect virus might be a valuable tool to identify and treat patients at risk for viral invasive disease.