Psychiatric diagnoses of patients with psychogenic non-epileptic seizures

Objective: Our purpose was to present and discuss the psychiatric diagnoses of patients who presented psychogenic non-epileptic seizures (PNES) during video-electroencephalographic monitoring (VEEG). Methods: Out of 98 patients, a total of 28 patients presented PNES during the diagnostic procedure. In those cases in which the PNES that occurred during VEEG were validated by clinical history (clinical validation), and by showing the recorded event on video to an observer close to the patient (observer validation), was defined psychogenic non-epileptic seizure disorder (PNESD). Psychiatric diagnoses were made according to DSM-IV. Results: In 27, psychogenic non-epileptic seizures disorder was diagnosed. Fourteen patients presented only with psychogenic non-epileptic seizure disorder, 13 with both psychogenic non-epileptic seizures disorder and epilepsy, and one patient with epilepsy only. Psychiatric diagnoses were: 17 (63%) patients with conversion disorder, five (19%) with somatization disorder, two (7%) with dissociative disorder NOS, two (7%) with post-traumatic stress disorder and one (4%) with undifferentiated somato-form disorder. Conclusions: Dissociative-conversion non-epileptic seizures are the most frequent finding, representing the pseudoneurological manifestation of mental disorders that have these symptoms as a common feature. Provisionally, they may be defined as dissociative-conversion non-epileptic seizure disorders. (C) 2007 British Epilepsy Association. Published by Elsevier Ltd. All rights reserved.

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

Non-Human Leukocyte Antigen Antibodies Reactive with Endothelial Cells Could Be Involved in Early Loss of Renal Allografts

Preformed donor-specific human leukocyte antigen (HLA) antibodies have been associated with allograft dysfunction and failure. However, recipients of HLA-identical kidneys can develop acute humoral rejection, implicating putative pathogenic antibodies that are directed against non-HLA antigens. We investigated the presence of endothelial cell reactive antibodies in 11 patients who experienced early loss of their transplanted kidneys owing to humoral rejection and 1 loss from renal venal thrombosis. We examined the potential efficacy of intravenous immunoglobulin to block the binding of these antibodies, as previously suggested for anti-HLA antibodies.