999 resultados para Wiener process


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In this paper we study the existence of a unique solution for linear stochastic differential equations driven by a Lévy process, where the initial condition and the coefficients are random and not necessarily adapted to the underlying filtration. Towards this end, we extend the method based on Girsanov transformations on Wiener space and developped by Buckdahn [7] to the canonical Lévy space, which is introduced in [25].

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For a Lévy process ξ=(ξt)t≥0 drifting to −∞, we define the so-called exponential functional as follows: Formula Under mild conditions on ξ, we show that the following factorization of exponential functionals: Formula holds, where × stands for the product of independent random variables, H− is the descending ladder height process of ξ and Y is a spectrally positive Lévy process with a negative mean constructed from its ascending ladder height process. As a by-product, we generate an integral or power series representation for the law of Iξ for a large class of Lévy processes with two-sided jumps and also derive some new distributional properties. The proof of our main result relies on a fine Markovian study of a class of generalized Ornstein–Uhlenbeck processes, which is itself of independent interest. We use and refine an alternative approach of studying the stationary measure of a Markov process which avoids some technicalities and difficulties that appear in the classical method of employing the generator of the dual Markov process.

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ABSTRACT: The Kalman-Bucy method is here analized and applied to the solution of a specific filtering problem to increase the signal message/noise ratio. The method is a time domain treatment of a geophysical process classified as stochastic non-stationary. The derivation of the estimator is based on the relationship between the Kalman-Bucy and Wiener approaches for linear systems. In the present work we emphasize the criterion used, the model with apriori information, the algorithm, and the quality as related to the results. The examples are for the ideal well-log response, and the results indicate that this method can be used on a variety of geophysical data treatments, and its study clearly offers a proper insight into modeling and processing of geophysical problems.

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A presente dissertação consta de estudos sobre deconvolução sísmica, onde buscamos otimizar desempenhos na operação de suavização, na resolução da estimativa da distribuição dos coeficientes de reflexão e na recuperação do pulso-fonte. Os filtros estudados são monocanais, e as formulações consideram o sismograma como o resultado de um processo estocástico estacionário, e onde demonstramos os efeitos de janelas e de descoloração. O principio aplicado é o da minimização da variância dos desvios entre o valor obtido e o desejado, resultando no sistema de equações normais Wiener-Hopf cuja solução é o vetor dos coeficientes do filtro para ser aplicado numa convolução. O filtro de deconvolução ao impulso é desenhado considerando a distribuição dos coeficientes de reflexão como uma série branca. O operador comprime bem os eventos sísmicos a impulsos, e o seu inverso é uma boa aproximação do pulso-fonte. O janelamento e a descoloração melhoram o resultado deste filtro. O filtro de deconvolução aos impulsos é desenhado utilizando a distribuição dos coeficientes de reflexão. As propriedades estatísticas da distribuição dos coeficientes de reflexão tem efeito no operador e em seu desempenho. Janela na autocorrelação degrada a saída, e a melhora é obtida quando ela é aplicada no operador deconvolucional. A transformada de Hilbert não segue o princípio dos mínimos-quadrados, e produz bons resultados na recuperação do pulso-fonte sob a premissa de fase-mínima. O inverso do pulso-fonte recuperado comprime bem os eventos sísmicos a impulsos. Quando o traço contém ruído aditivo, os resultados obtidos com auxilio da transformada de Hilbert são melhores do que os obtidos com o filtro de deconvolução ao impulso. O filtro de suavização suprime ruído presente no traço sísmico em função da magnitude do parâmetro de descoloração utilizado. A utilização dos traços suavizados melhora o desempenho da deconvolução ao impulso. A descoloração dupla gera melhores resultados do que a descoloração simples. O filtro casado é obtido através da maximização de uma função sinal/ruído. Os resultados obtidos na estimativa da distribuição dos coeficientes de reflexão com o filtro casado possuem melhor resolução do que o filtro de suavização.

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Systemic lupus erythematosus is an autoimmune disease that causes many psychological repercussions that have been studied through qualitative research. These are considered relevant, since they reveal the amplitude experienced by patients. Given this importance, this study aims to map the qualitative production in this theme, derived from studies of experiences of adult patients of both genders and that had used as a tool a semi-structured interview and/or field observations, and had made use of a sampling by a saturation criterion to determine the number of participants in each study. The survey was conducted in Pubmed, Lilacs, Psycinfo e Cochrane databases, searching productions in English and Portuguese idioms published between January 2005 and June 2012. The 19 revised papers that have dealt with patients in the acute phase of the disease showed themes that were categorized into eight topics that contemplated the experienced process at various stages, from the onset of the disease, extending through the knowledge of the diagnosis and the understanding of the manifestations of the disease, drug treatment and general care, evolution and prognosis. The collected papers also point to the difficulty of understanding, of the patients, on what consists the remission phase, revealing also that this is a clinical stage underexplored by psychological studies.

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PURPOSE: To investigate the facial symmetry of rats submitted to experimental mandibular condyle fracture and with protein undernutrition (8% of protein) by means of cephalometric measurements. METHODS: Forty-five adult Wistar rats were distributed in three groups: fracture group, submitted to condylar fracture with no changes in diet; undernourished fracture group, submitted to hypoproteic diet and condylar fracture; undernourished group, kept until the end of experiment, without condylar fracture. Displaced fractures of the right condyle were induced under general anesthesia. The specimens were submitted to axial radiographic incidence, and cephalometric mensurations were made using a computer system. The values obtained were subjected to statistical analyses among the groups and between the sides in each group. RESULTS: There was significative decrease of the values of serum proteins and albumin in the undernourished fracture group. There was deviation of the median line of the mandible relative to the median line of the maxilla, significative to undernutrition fracture group, as well as asymmetry of the maxilla and mandible, in special in the final period of experiment. CONCLUSION: The mandibular condyle fracture in rats with proteic undernutrition induced an asymmetry of the mandible, also leading to consequences in the maxilla.

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This study evaluated the effect of specimens' design and manufacturing process on microtensile bond strength, internal stress distributions (Finite Element Analysis - FEA) and specimens' integrity by means of Scanning Electron Microscopy (SEM) and Laser Scanning Confocal Microscopy (LCM). Excite was applied to flat enamel surface and a resin composite build-ups were made incrementally with 1-mm increments of Tetric Ceram. Teeth were cut using a diamond disc or a diamond wire, obtaining 0.8 mm² stick-shaped specimens, or were shaped with a Micro Specimen Former, obtaining dumbbell-shaped specimens (n = 10). Samples were randomly selected for SEM and LCM analysis. Remaining samples underwent microtensile test, and results were analyzed with ANOVA and Tukey test. FEA dumbbell-shaped model resulted in a more homogeneous stress distribution. Nonetheless, they failed under lower bond strengths (21.83 ± 5.44 MPa)c than stick-shaped specimens (sectioned with wire: 42.93 ± 4.77 MPaª; sectioned with disc: 36.62 ± 3.63 MPa b), due to geometric irregularities related to manufacturing process, as noted in microscopic analyzes. It could be concluded that stick-shaped, nontrimmed specimens, sectioned with diamond wire, are preferred for enamel specimens as they can be prepared in a less destructive, easier, and more precise way.

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Nitric oxide (NO) has been considered a key molecule in infammation. OBJECTIVE: The aim of this study was to evaluate the effect of treatment with L-NAME and sodium nitroprussiate, substances that inhibit and release NO, respectively, on tissue tolerance to endodontic irrigants. MATERIAL AND METHODS: The vital dye exudation method was used in a rat subcutaneous tissue model. Injections of 2% Evans blue were administered intravenously into the dorsal penial vein of 14 male rats (200-300 g). The NO inhibitor and donor substances were injected into the subcutaneous tissue in the dorsal region, forming two groups of animals: G1 was inoculated with L-NAME and G2 with sodium nitroprussiate. Both groups received injections of the test endodontic irrigants: acetic acid, 15% citric acid, 17% EDTA-T and saline (control). After 30 min, analysis of the extravasated dye was performed by light absorption spectrophotometry (620 nm). RESULTS: There was statistically signifcant difference (p<0.05) between groups 1 and 2 for all irrigants. L-NAME produced a less intense infammatory reaction and nitroprussiate intensifed this process. CONCLUSIONS: Independently of the administration of NO inhibitors and donors, EDTA-T produced the highest irritating potential in vital tissue among the tested irrigating solutions.

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We study how the crossover exponent, phi, between the directed percolation (DP) and compact directed percolation (CDP) behaves as a function of the diffusion rate in a model that generalizes the contact process. Our conclusions are based in results pointed by perturbative series expansions and numerical simulations, and are consistent with a value phi = 2 for finite diffusion rates and phi = 1 in the limit of infinite diffusion rate.

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A modified method for the calculation of the normalized faradaic charge (q fN) is proposed. The method involves the simulation of an oxidation process, by cyclic voltammetry, by employing potentials in the oxygen evolution reaction region. The method is applicable to organic species whose oxidation is not manifested by a defined oxidation peak at conductive oxide electrodes. The variation of q fN for electrodes of nominal composition Ti/RuX Sn1-X O2 (x = 0.3, 0.2 and 0.1), Ti/Ir0.3Ti0.7O2 and Ti/Ru0.3Ti0.7O2 in the presence of various concentrations of formaldehyde was analyzed. It was observed that electrodes containing SnO2 are the most active for formaldehyde oxidation. Subsequently, in order to test the validity of the proposed model, galvanostatic electrolyses (40 mA cm-2) of two different formaldehyde concentrations (0.10 and 0.01 mol dm-3) were performed. The results are in agreement with the proposed model and indicate that this new method can be used to determine the relative activity of conductive oxide electrodes. In agreement with previous studies, it can be concluded that not only the nature of the electrode material, but also the organic species in solution and its concentration are important factors to be considered in the oxidation of organic compounds.

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This work describes the infrared spectroscopy characterization and the charge compensation dynamics in supramolecular film FeTPPZFeCN derived from tetra-2-pyridyl-1,4-pyrazine (TPPZ) with hexacyanoferrate, as well as the hybrid film formed by FeTPPZFeCN and polypyrrole (PPy). For supramolecular film, it was found that anion flux is greater in a K+ containing solution than in Li+ solution, which seems to be due to the larger crystalline ionic radius of K+. The electroneutralization process is discussed in terms of electrostatic interactions between cations and metallic centers in the hosting matrix. The nature of the charge compensation process differs from others modified electrodes based on Prussian blue films, where only cations such as K+ participate in the electroneutralization process. In the case of FeTPPZFeCN/PPy hybrid film, the magnitude of the anions’s flux is also dependent on the identity of the anion of the supporting electrolyte.

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Two case studies are presented to describe the process of public school teachers authoring and creating chemistry simulations. They are part of the Virtual Didactic Laboratory for Chemistry, a project developed by the School of the Future of the University of Sao Paulo. the documental analysis of the material produced by two groups of teachers reflects different selection process for both themes and problem-situations when creating simulations. The study demonstrates the potential for chemistry learning with an approach that takes students' everyday lives into account and is based on collaborative work among teachers and researches. Also, from the teachers' perspectives, the possibilities of interaction that a simulation offers for classroom activities are considered.