Option Pricing by Branching Process

2000 Mathematics Subject Classification: 60J80, 62P05.

Some Probabilistic Results in a Bisexual Branching Process with Immigration

2000 Mathematics Subject Classification: 60J80.

Total Progeny in a Subcritical Branching Process with two Types of Immigration

2000 Mathematics Subject Classification: 60J80, 60F05

Crump-Mode-Jagers Branching Process: Modelling and Application for Human Population

2010 Mathematics Subject Classification: 60J85, 92D25.

Age-Dependent Fragility and Life-Cycle Cost Analysis of Timber and Steel Distribution Poles Subjected to Hurricanes

Power distribution systems are susceptible to extreme damage from natural hazards especially hurricanes. Hurricane winds can knock down distribution poles thereby causing damage to the system and power outages which can result in millions of dollars in lost revenue and restoration costs. Timber has been the dominant material used to support overhead lines in distribution systems. Recently however, utility companies have been searching for a cost-effective alternative to timber poles due to environmental concerns, durability, high cost of maintenance and need for improved aesthetics. Steel has emerged as a viable alternative to timber due to its advantages such as relatively lower maintenance cost, light weight, consistent performance, and invulnerability to wood-pecker attacks. Both timber and steel poles are prone to deterioration over time due to decay in the timber and corrosion of the steel. This research proposes a framework for conducting fragility analysis of timber and steel poles subjected to hurricane winds considering deterioration of the poles over time. Monte Carlo simulation was used to develop the fragility curves considering uncertainties in strength, geometry and wind loads. A framework for life-cycle cost analysis is also proposed to compare the steel and timber poles. The results show that steel poles can have superior reliability and lower life-cycle cost compared to timber poles, which makes them suitable substitutes.

Die Regulation der Ubiquitinligase CHIP durch das Cochaperon BAG2 im zellulären System und im Kontext der replikativen Seneszenz

Eine funktionierende Proteinqualitätskontrolle ist essenziell für die Vitalität einer Zelle. Das dynamische Gleichgewicht zwischen Proteinfaltung und -degradation wird von molekularen Chaperonen aufrechterhalten, deren Aktivität wiederum durch die Interaktion mit zahlreichen Cochaperonen moduliert wird. Das Cochaperon CHIP ist ein zentraler Faktor in Proteintriage-Entscheidungsprozessen, da es als Ubiquitinligase Chaperonsubstrate dem Abbau zuführt und somit die Chaperonmaschinerie direkt mit den Systemen der Proteindegradation verbindet. Um Polypeptide vor einem vorzeitigen Abbau zu schützen, wird die destruktive Aktivität von CHIP durch weitere Cochaperone reguliert. rnIn dieser Arbeit konnte die Hemmung der Ligaseaktivität von CHIP durch das Cochaperon BAG2 mechanistisch erstmals in einem zellulären System nachgewiesen werden. Dazu wurde die humane IMR-90 Fibroblasten Zelllinie verwendet. Die Ubiquitinierungsaktivität von CHIP wurde anhand von HSP72 als Modell-CHIP-Substrat untersucht. Durch die verringerte Ubiquitinierung, und damit dem reduzierten Abbau von HSP72, regulierte BAG2 dessen intrazelluläre Proteinspiegel, ohne dabei selbst eine Hitzeschockantwort zu induzieren. Überexprimiertes BAG2 wirkte sich trotz stabilisierter HSP72-Spiegel bei einem appliziertem Hitzestresses negativ auf die Zellvitalität aus, vermutlich da BAG2 durch die Inhibition von CHIP-vermittelter Ubiquitinierung massiv in das Gleichgewicht zwischen Substratfaltung und -degradation eingreift.rnDa sich die Mechanismen der Proteinqualitätskontrolle in der Alterung stark verändern und sich den wandelnden Bedingungen in der Zelle anpassen, wurde in einem zweiten Teil dieser Arbeit mit Hilfe des IMR-90 Zellsystems als etabliertes Modell zellulärer Seneszenz analysiert, inwieweit sich die Aktivität und die Regulation von CHIP durch BAG2 in der zellulären Alterung ändern. In seneszenten Zellen war HSP72 erheblich weniger ubiquitiniert als in jungen Fibroblasten, was auf eine reduzierte CHIP-Aktivität hinweist. Diese blieb jedoch durch BAG2 weiterhin modulierbar. Die Funktion von BAG2 als Inhibitor der Ubiquitinligase CHIP blieb demnach in seneszenten Zellen bestehen. In gealterten Fibroblasten regulierte BAG2 außerdem die Proteinspiegel des CHIP-Substrates und Seneszenzinitiators p53, was BAG2 eine mögliche Rolle in der Etablierung des Seneszenz-Phänotyps zuspricht. Weiterhin unterlagen die Proteinspiegel der beiden funktionell redundanten CHIP-Modulatoren BAG2 und HSPBP1 in der zellulären Alterung einer reziproken Regulation. In gealterten Mäusen trat die gegenläufige Veränderung der beiden Cochaperone gewebsspezifisch in der Lunge auf. Außerdem waren die BAG2-Proteinspiegel im Hippocampus gealterter Tiere signifikant erhöht.rnZusammenfassend konnte anhand der erzielten Ergebnisse die Funktion von BAG2 als Inhibitor von CHIP im zellulären System bestätigt werden. Außerdem durchlaufen die Aktivität und die Regulation von CHIP einen seneszenzspezifischen Adaptationsprozess, welcher für die Erhaltung der Proteostase in der Alterung relevant sein könnte und in welchem die Funktion von BAG2 als CHIP-Modulator möglicherweise eine wichtige Rolle spielt.rnZukünftige Studien könnten die komplexen Mechanismen weiterführend aufklären, mit denen CHIP-Aktivität reguliert wird. Dies kann helfen, der altersbedingten Abnahme an proteostatischer Kontrolle entgegenzuwirken und aberrante Proteinaggregation in altersassoziierten Erkrankungen vorzubeugen.rn

Context-dependent interpretation of the conjunction 'und' in different age-groups

In contrast to formal semantics, the conjunction and is nonsymmetrical in pragmatics. The events in Marc went to bed and fell asleep seem to have occurred chronologically although no explicit time reference is given. As the temporal interpretation appears to be weaker in Mia ate chocolate and drank milk, it seems that the kind and nature of events presented in a context influences the interpretation of the conjunction. This work focuses on contextual influences on the interpretation of the German conjunction und (‘and’). A variety of theoretic approaches are concerned with whether and contributes to the establishment of discourse coherence via pragmatic processes or whether the conjunction has complex semantic meaning. These approaches are discussed with respect to how they explain the temporal and additive interpretation of the conjunction and the role of context in the interpre-tation process. It turned out that most theoretic approaches do not consider the importance of different kinds of context in the interpretation process.rnIn experimental pragmatics there are currently only very few studies that investigate the inter-pretation of the conjunction. As there are no studies that investigate contextual influences on the interpretation of und systematically or investigate preschoolers interpretation of the con-junction, research questions such as How do (preschool) children interpret ‘und’? and Does the kind of events conjoined influence children’s and adults’ interpretation? are yet to be answered. Therefore, this dissertation systematically investigates how different types of context influence children’s interpretation of und. Three auditory comprehension studies were conducted in German. Of special interest was whether and how the order of events introduced in a context contributes to the temporal read-ing of the conjunction und. Results indicate that the interpretation of und is – at least in Ger-man – context-dependent: The conjunction is interpreted temporally more often when events that typical occur in a certain order are connected (typical contexts) compared to events with-out typical event order (neutral contexts). This suggests that the type of events conjoined in-fluences the interpretation process. Moreover, older children and adults interpret the conjunc-tion temporally more often than the younger cohorts if the conjoined events typically occur in a certain order. In neutral contexts, additive interpretations increase with age. 5-year-olds reject reversed order statements more often in typical contexts compared to neutral contexts. However, they have more difficulties with reversed order statements in typical contexts where they perform at chance level. This suggests that not only the type of event but also other age-dependent factors such as knowledge about scripts influence children’s performance. The type of event conjoined influences children’s and adults’ interpretation of the conjunction. There-fore, the influence of different event types and script knowledge on the interpretation process does not only have to be considered in future experimental studies on language acquisition and pragmatics but also in experimental pragmatics in general. In linguistic theories, context has to be given a central role and a commonly agreed definition of context that considers the consequences arising from different event types has to be agreed upon.

Asynchronous growth and competition in a two-sex age-structured population model

Asynchronous exponential growth has been extensively studied in population dynamics. In this paper we find out the asymptotic behaviour in a non-linear age-dependent model which takes into account sexual reproduction interactions. The main feature of our model is that the non-linear process converges to a linear one as the solution becomes large, so that the population undergoes asynchronous growth. The steady states analysis and the corresponding stability analysis are completely made and are summarized in a bifurcation diagram according to the parameter R0. Furthermore the effect of intraspecific competition is taken into account, leading to complex dynamics around steady states.

Metabolic effects of diets differing in glycaemic index depend on age and endogenous glucose-dependent insulinotrophic polypeptide in mice.

AIMS/HYPOTHESIS: High- vs low-glycaemic index (GI) diets unfavourably affect body fat mass and metabolic markers in rodents. Different effects of these diets could be age-dependent, as well as mediated, in part, by carbohydrate-induced stimulation of glucose-dependent insulinotrophic polypeptide (GIP) signalling. METHODS: Young-adult (16 weeks) and aged (44 weeks) male wild-type (C57BL/6J) and GIP-receptor knockout (Gipr ( -/- )) mice were exposed to otherwise identical high-carbohydrate diets differing only in GI (20-26 weeks of intervention, n = 8-10 per group). Diet-induced changes in body fat distribution, liver fat, locomotor activity, markers of insulin sensitivity and substrate oxidation were investigated, as well as changes in the gene expression of anorexigenic and orexigenic hypothalamic factors related to food intake. RESULTS: Body weight significantly increased in young-adult high- vs low-GI fed mice (two-way ANOVA, p < 0.001), regardless of the Gipr genotype. The high-GI diet in young-adult mice also led to significantly increased fat mass and changes in metabolic markers that indicate reduced insulin sensitivity. Even though body fat mass also slightly increased in high- vs low-GI fed aged wild-type mice (p < 0.05), there were no significant changes in body weight and estimated insulin sensitivity in these animals. However, aged Gipr ( -/- ) vs wild-type mice on high-GI diet showed significantly lower cumulative net energy intake, increased locomotor activity and improved markers of insulin sensitivity. CONCLUSIONS/INTERPRETATION: The metabolic benefits of a low-GI diet appear to be more pronounced in younger animals, regardless of the Gipr genotype. Inactivation of GIP signalling in aged animals on a high-GI diet, however, could be beneficial.

Diets based on virgin olive oil or fish oil but not on sunflower oil prevent age-related alveolar bone resorption by mitochondrial-related mechanisms.

BACKGROUND/OBJECTIVES Aging enhances frequency of chronic diseases like cardiovascular diseases or periodontitis. Here we reproduced an age-dependent model of the periodontium, a fully physiological approach to periodontal conditions, to evaluate the impact of dietary fat type on gingival tissue of young (6 months old) and old (24 months old) rats. METHODS/FINDINGS Animals were fed life-long on diets based on monounsaturated fatty acids (MUFA) as virgin olive oil, n-6 polyunsaturated fatty acids (n-6PUFA), as sunflower oil, or n-3PUFA, as fish oil. Age-related alveolar bone loss was higher in n-6PUFA fed rats, probably as a consequence of the ablation of the cell capacity to adapt to aging. Gene expression analysis suggests that MUFA or n-3PUFA allowed mitochondria to maintain an adequate turnover through induction of biogenesis, autophagy and the antioxidant systems, and avoiding mitochondrial electron transport system alterations. CONCLUSIONS The main finding is that the enhanced alveolar bone loss associated to age may be targeted by an appropriate dietary treatment. The mechanisms involved in this phenomenon are related with an ablation of the cell capacity to adapt to aging. Thus, MUFA or n-3PUFA might allow mitochondrial maintaining turnover through biogenesis or autophagy. They might also be able to induce the corresponding antioxidant systems to counteract age-related oxidative stress, and do not inhibit mitochondrial electron transport chain. From the nutritional and clinical point of view, it is noteworthy that the potential treatments to attenuate alveolar bone loss (a feature of periodontal disease) associated to age could be similar to some of the proposed for the prevention and treatment of cardiovascular diseases, a group of pathologies recently associated with age-related periodontitis.

Age-Related Tooth Wear Differs between Forest and Savanna Primates

Tooth wear in primates is caused by aging and ecological factors. However, comparative data that would allow us to delineate the contribution of each of these factors are lacking. Here, we contrast age-dependent molar tooth wear by scoring percent of dentine exposure (PDE) in two wild African primate populations from Gabonese forest and Kenyan savanna habitats. We found that forest-dwelling mandrills exhibited significantly higher PDE with age than savanna yellow baboons. Mandrills mainly feed on large tough food items, such as hard-shell fruits, and inhabit an ecosystem with a high presence of mineral quartz. By contrast, baboons consume large amounts of exogenous grit that adheres to underground storage organs but the proportion of quartz in the soils where baboons live is low. Our results support the hypothesis that not only age but also physical food properties and soil composition, particularly quartz richness, are factors that significantly impact tooth wear. We further propose that the accelerated dental wear in mandrills resulting in flatter molars with old age may represent an adaptation to process hard food items present in their environment.

Influence of age on combined effects of cyclosporin and nifedipine on rat alveolar bone

Background: There is some evidence showing that cyclosporin A (CsA) and nifedipine (NIF) affect bone metabolism. The purpose of this work was to study the effects of CsA and NIF, given alone or concurrently, on alveolar bone of rats of different ages. Methods: Rats 15, 30, 60, and 90 days old were treated daily with 10 mg/kg body weight of CsA subcutaneously injected and/or 50 mg/kg body weight of NIF/day given orally for 60 days. Alveolar bone of the first lower molars was morphologically and stereologically evaluated in serial 5 μm bucco-lingual paraffin sections, stained with hematoxylin and eosin. Serum calcium and alkaline phosphatase levels were measured in all animals at the end of the experimental period. Results: Rats treated with CsA or NIF alone or CsA and NIF concurrently showed decreased alveolar bone density. CsA was more effective than NIF. A significant decrease in serum calcium was found only in animals treated with CsA or CsA/NIF. The results were similar regardless of age. Conclusions: These results indicate that the decrease in the alveolar bone volume in rats caused by CsA and NIF alone or concurrently is not age dependent. Furthermore, NIF (50 mg/kg) did not further increase the loss of alveolar bone volume induced by CsA (10 mg/kg).

Age-related normal structural and functional ventricular values in cardiac function assessed by magnetic resonance

BACKGROUND The heart is subject to structural and functional changes with advancing age. However, the magnitude of cardiac age-dependent transformation has not been conclusively elucidated. METHODS This retrospective cardiac magnetic resonance (CMR) study included 183 subjects with normal structural and functional ventricular values. End systolic volume (ESV), end diastolic volume (EDV), and ejection fraction (EF) were obtained from the left and the right ventricle in breath-hold cine CMR. Patients were classified into four age groups (20-29, 30-49, 50-69, and ≥70 years) and cardiac measurements were compared using Pearson's rank correlation over the four different groups. RESULTS With advanced age a slight but significant decrease in ESV (r=-0.41 for both ventricles, P<0.001) and EDV (r=-0.39 for left ventricle, r=-0.35 for right ventricle, P<0.001) were observed associated with a significant increase in left (r=0.28, P<0.001) and right (r=0.27, P<0.01) ventricular EF reaching a maximal increase in EF of +8.4% (P<0.001) for the left and +6.1% (P<0.01) for the right ventricle in the oldest compared to the youngest patient group. Left ventricular myocardial mass significantly decreased over the four different age groups (P<0.05). CONCLUSIONS The aging process is associated with significant changes in left and right ventricular EF, ESV and EDV in subjects with no cardiac functional and structural abnormalities. These findings underline the importance of using age adapted values as standard of reference when evaluating CMR studies.

Asymptotic Behaviour of a Supercritical Galton-Watson Process with Controlled Binomial Migration

AMS subject classification: 60J80, 62F12, 62P10.

Branching Processes in Autoregressive Random Environment

2000 Mathematics Subject Classification: 60J80, 60K05.