On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

In this paper we use Malliavin calculus techniques to obtain an expression for the short-time behavior of the at-the-money implied volatility skew for a generalization of the Bates model, where the volatility does not need to be neither a difussion, nor a Markov process as the examples in section 7 show. This expression depends on the derivative of the volatility in the sense of Malliavin calculus.

Behavioral ecology of Heteragrion consors Hagen (Odonata, Megapodagrionidae): a shade-seek Atlantic forest damselfly

Behavioral ecology of Heteragrion consors Hagen (Odonata: Megapodagrionidae): a shade-seek Atlantic forest damselfly. The intensity of the inter and intra-sexual selection can affect male behavioral traits as territorial fidelity and aggressiveness allowing the existence of different strategies. However, its differential success could be affected by environmental - as the diel variation in temperature - and physiological constrains - as the variation in thermoregulatory abilities. In this context, we present a behavioral analysis of Heteragrion consors (Zygoptera, Megapodagrionidae) trying to characterize its mating system, diel activity pattern, temporal budget, territoriality and reproductive biology. These data were obtained based on field observations using the focal individual method and mark-recapture techniques in 120 m of a shaded Atlantic Forest stream in Brazil. The males of this species were territorial, varying in its local fidelity, while the females appear sporadically. Males were perched in the majority of the time, but were also observed in cleaning movements, longitudinal abdominal flexion, wing flexion and sperm transfer during perch. The males presented a perched thermoregulatory behavior related to an exothermic regulation. Foraging and agonistic interactions were rare, but dominate the other behavioral activities. Abdominal movements associated to long lasting copula pointed to the existence of sperm competition in this species. Males performed contact post-copulatory guarding of the females. These observations pointed to a non-resource mating system for this species.

First record of the behavior of latex drainage by Trigona spinipes (Fabricius) (Hymenoptera, Apidae) in laticiferous flowers

This paper describes the behavior of the bee Trigona spinipes, to avoid the latex, when piercing the base of the tubular corolla of the flowers of Mandevilla guanabarica in order to steal the nectar.

Parasitizing behavior of Cervellus piranga Penteado-Dias (Hymenoptera, Braconidae, Braconinae) on papaya borer weevil Pseudopiazurus obesus Marshall (Coleoptera, Curculionidae)

Parasitizing behavior of Cervellus piranga Penteado-Dias (Hymenoptera, Braconidae, Braconinae) on papaya borer weevil Pseudopiazurus obesus Marshall (Coleoptera, Curculionidae). The papaya borer weevil Pseudopiazurus obesus is a pest associated with papaya crops in Brazil and Cervellus piranga is a naturally-occurring parasitoid which may contribute to regulate populations of this pest. We aimed at describing the parasitizing behavior of the parasitoid C. piranga on papaya borer weevil P. obesus larvae under field conditions. The sequence of events related to the parasitizing behavior of C. piranga is similar to other braconid species and includes the location and recognition of the attacked host plant followed by walks on the host plant and touching it with the tip of the antennae and the ovipositor. In the following event, the parasitoid assesses the suitability of the host by speeding up antennae and ovipositor movements. After locating and accepting the host, the parasitoid remains inactive on oviposition aperture sites and starts moving the antennae. Afterwards, the parasitoid inserts its ovipositor and starts cleaning it repeatedly. The female of C. piranga inserts the ovipositor through the hole and lay one egg into the papaya weevil borer. After oviposition, the female cleans continuously both ovipositor and antennae before leaving to forage for a new host.

Ethical differentiation and market behavior: An experimental approach

Does ethical differentiation of products affect market behavior? We examined this issue in triopolistic experimental markets where producers set prices. One producer s costs were higher than the others. In two treatments, the additional costs were attributed tocompliance with ethical guidelines. In the third, no justification was provided. Manyparticipants playing the role of consumers reduced their experimental gains by purchasing the ethically differentiated product at a higher price whether or not they knew the amount of extra cost. Individual differences were important (students of business/economics paid smaller premia than others). Finally, we speculate about the observed demand function for ethics and emphasize the use of experimental methodology to complement empirical studies designed to assess the potential market for ethically differentiated products.

Does the aggressiveness of the prey modify the attack behavior of the predator Supputius cincticeps (Stål) (Hemiptera, Pentatomidae)?

Does the aggressiveness of the prey modify the attack behavior of the predator Supputius cincticeps (Stål) (Hemiptera, Pentatomidae)? The stink bug Supputius cincticeps (Stål) (Hemiptera, Pentatomidae) is a predator found in several Brazilian regions, which possesses desirable attributes as a natural control agent and in biological control programs. The aim of this study was to test if the attack behavior and predation success of S. cincticeps were affected by prey species. Larvae of Tenebrio molitor (L.) (Coleoptera, Tenebrionidae), Spodoptera frugiperda (J. E. Smith) (Lepidoptera, Noctuidae), and Thyrinteina arnobia (Stoll) (Lepidoptera, Geometridae) were offered to S. cincticeps in laboratory bioassays where predatory attack and prey defensive behaviors were observed for 2-hour periods. The attack behavior of S. cincticeps changed with the prey species offered. More than 25% of T. molitor and S. frugiperda larvae were immediately attacked, but T. arnobia was not immediately attacked by S. cincticeps. Successful attack (i.e., successful insertion of the predator stylets into the prey) depends on the region of the body attacked, with a greater proportion of successful attacks in the anterior than in the median or posterior regions. Larvae of T. arnobia and S. frugiperda displayed a sequence of abrupt head and body movements in response to S. cincticeps attack. Attempts of predation were more successful on T. molitor and S. frugiperda than on T. arnobia. Information about the differential attack behavior of S. cincticeps on different prey species is important for designing successful biological control programs using this hemipteran predator.

Entering behavior of Gasteruption brachychaetum Schrottky (Hymenoptera, Gasteruptiidae) into a nest of Hylaeus Fabricius (Hymenoptera, Colletidae)

Nests of Hylaeus aff. guaraniticus (Schrottky, 1906) were parasited by females of Gasteruption brachychaetum Schrottky, 1906 in trap nests in São Paulo (Brazil). This is thefirst host record of a Gasteruptiidae in the Neotropical Region. The behavior of a G.brachychaetum female entering a host's nest is described as follows: an inquiline female hovered near the host's nest, landed and detected that a female of H. aff. guaraniticus was inside the nest, waited for the host female to fly out, entered backwards into the nest, remained there for almost six minutes, and then went out the nest. The development time of immature stages of G.brachychaetum varied between 16 and 299 days.

On the complexity of rationalizing behavior

We study the complexity of rationalizing choice behavior. We do so by analyzing two polar cases, and a number of intermediate ones. In our most structured case, that is where choice behavior is defined in universal choice domains and satisfies the "weak axiom of revealed preference," finding the complete preorder rationalizing choice behavior is a simple matter. In the polar case, where no restriction whatsoever is imposed, either on choice behavior or on choice domain, finding the complete preordersthat rationalize behavior turns out to be intractable. We show that the task of finding the rationalizing complete preorders is equivalent to a graph problem. This allows the search for existing algorithms in the graph theory literature, for the rationalization of choice.

First observation of alternative food usage (extrafloral nectar) by the assassin bug Atopozelus opsimus (Hemiptera, Reduviidae)

Assassin bugs (Reduviidae) are voracious insects that prey on other arthropods. Recent evidences have pointed out that these predators also feed on plant derived substances in rare opportunities. The present study describes the feeding behavior of the reduviid Atopozelus opsimus on extrafloral nectaries of Inga vera (Fabaceae) in a Neotropical savanna area. It was investigated if the insects feed more frequently of extrafloral nectar or prey, and if individuals of different stages of development vary according to feeding behavior. Notably, the results suggest that the diet of all instars and adults consist mainly of extrafloral nectar (N = 1013), in detriment of captured prey ingestion (N = 18). Also, there was no variation on feeding behavior and life stage.

Energetic cost of digging behavior in workers of the leaf-cutting ant Atta sexdens (Fabricius)

Energetic cost of digging behavior in workers of the leaf-cutting ant Atta sexdens (Fabricius). During nest excavation, leaf-cutting ant workers undergo reduction in their body reserve, particularly carbohydrates. In order to estimate the energetic cost of digging, groups of 30 workers of the leaf-cutting ant Atta sexdens were sealed in a hermetic chamber for 24, 48 and 72 hours, with and without soil for digging, and had the CO2 concentration measured using respirometric chambers as well as volume of soil excavated (g). As expected, the worker groups that carried out soil excavation expelled more carbon dioxide than the groups that did not excavate. Therefore, a worker with body mass of 9.65 ± 1.50 mg dug in average 0.85 ± 0.27 g of soil for 24 hours, consuming ca. 0.58 ± 0.23 J. In this study, we calculate that the energetic cost of excavation per worker per day in the experimental set-up was ca. 0.58 J.

Predatory behavior of Pseudodorus clavatus (Diptera, Syrphidae) on aphids tended by ants

Predatory behavior of Pseudodorus clavatus (Diptera, Syrphidae) on aphids tended by ants. In this study, we examined the interactions between myrmecophilous aphids, their ant-guards and a predatory syrphid species, Pseudodorus clavatus (F.). Larvae of this predator were found in the colonies of three aphid species: Aphis gossypii, A. spiraecola and Toxoptera sp., which were tended by eight ant species, especially Camponotus. Hoverfly larvae managed to infiltrate the aphid colonies and consume nymphs. Predator larvae exhibited inconspicuous movements and were not detected by ants which were commonly observed touching and antennating the larvae they come into contact. These results suggest that behavioral and chemical cues are involved in the infiltration and on the successful predation of syrphids upon aphids.

Defensive behavior associated with secretions from the prosternal paired glands of the larvae of Heliconius erato phyllis Fabricius (Lepidoptera, Nymphalidae)

Defensive behavior associated with secretions from the prosternal paired glands of the larvae of Heliconius erato phyllis Fabricius (Lepidoptera, Nymphalidae). Our work presents for the first time, the defensive behavior associated with the release of the product of the prosternal paired glands of the larva of Heliconius erato phyllis Fabricius, 1775 (Lepidoptera, Nymphalidae, Heliconiinae). The prosternal glands were first described for larvae of H. erato phyllis. They are formed by two types of glandular structures: the impair gland and the paired glands. The prosternal glands are located within the conical integumentary sac, which in turn is situated on the individual's prosternum. The main goal of this study is to analyze the existence of any secretion from the prosternal paired glands, and check the action mode of this secretion. The methodology used for chemical analysis of the glands included the aeration and, analysis in gas chromatography and gas chromatography-mass spectrometry. The results show that the prosternal glands do not produce volatiles. Bioassays were conducted with simulated and natural attacks and revealed that the prosternal paired glands produce secretions of defense together with silk produced by labials glands as a defense strategy, described for the first time, against ants. The strategy consists in wrapping the ant with silk threads, the entire wrapped object moved to the end of the body, with the aid of the legs and prolegs, and possibly fixed in a nearby place. Evidence for the existence of a conical integumentary sac in larvae of other species and families of Lepidoptera allows us to propose the possibility of occurrence of prosternal paired glands with defensive function in these other groups as well.

Nesting substrata, colony success and productivity of the wasp Mischocyttarus cassununga

Nesting substrata, colony success and productivity of the wasp Mischocyttarus cassununga. Colonies of the wasp Mischocyttarus cassununga (von Ihering, 1903) are easily found in urban areas. However, in spite of the massive presence of this species in cities, little is known about its nesting habits, colony success and productivity. The present study aimed at answering the following questions: What are the substrates used for nesting by M. cassununga? What is the main foundation strategy adopted by M. cassununga in urban areas: a solitary female or associative foundation? Is there a relationship between foundation strategies and colony success? Is the total number of cells per nest related to the number of adults produced? The study was conducted in Juiz de Fora, southeastern Brazil, from December 2006 to November 2007. Nesting in man-made substrata seems to be a common strategy in M. cassununga (90.9%), with preference for nest building with a horizontal comb facing north. The colonies were established mainly by groups of foundresses (67.6%), with a success of 84%. The number of brood cells produced per nest was 71.74 ± 45.25 (18-203), and it was positively correlated with the number of adults produced. Hence, we can say that the nests founded by M. cassununga are located mainly in man-made substrata and mostly founded by a group of females. The cell reuse behavior increases the number of adults produced, as it optimizes foraging. These characteristics together with its behavior and nesting habits promote the success of this species in thriving in urban environments.

Maternal care in Gargaphia decoris (Heteroptera, Tingidae), with comments on this behavior within the genus and family

Maternal care in Gargaphia decoris is described for the first time. A video is presented as supplementary material. The knowledge on such trait within Tingidae is summarized. The behavior within the family is discussed, and the potential as a source of phylogenetic characters for further analyses is stressed.

Sexual behavior of the digger wasp Sphex ingens Smith (Hymenoptera, Sphecidae)

A species' mating system depends on its spatial distribution and temporal availability of mating opportunities, as well as on the resources that create these opportunities. In addition, for many species, courtship is driven by specific behaviors that precede and follow copulation. Although Sphex ingens is a taxonomically well known species of digger wasp, its ecology and behavior remain poorly known. Hence, we analyzed patterns and trends of sexual behavior, in order to understand whether courtship can persist in a polygamous mating system. We monitored by video wasp populations in Ilha Grande, southeastern Brazil. Based on the observed behaviors, we calculated stochastic probabilities with a Markov chain to infer on behavioral trends. We recorded four behavioral phases based on 19,196 behavioral acts observed in 224 copulation attempts. There were no significant differences in common behavioral acts between males and females. The copulation patterns, conflicts, and trends observed in S. ingens clearly show the influence of sexual selection in its promiscuous mating system.