Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H 1/2

We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional Brownian motion with Hurst parameter H>¿. We prove an existence and uniqueness result for this problem, when the coefficients are sufficiently regular. Furthermore, if the diffusion coefficient is bounded away from zero and the coefficients are smooth functions with bounded derivatives of all orders, we prove that the law of the solution admits a smooth density with respect to Lebesgue measure on R.

On Ito's formula for elliptic diffusion processes

Bardina and Jolis [Stochastic process. Appl. 69 (1997) 83-109] prove an extension of Ito's formula for F(Xt, t), where F(x, t) has a locally square-integrable derivative in x that satisfies a mild continuity condition in t and X is a one-dimensional diffusion process such that the law of Xt has a density satisfying certain properties. This formula was expressed using quadratic covariation. Following the ideas of Eisenbaum [Potential Anal. 13 (2000) 303-328] concerning Brownian motion, we show that one can re-express this formula using integration over space and time with respect to local times in place of quadratic covariation. We also show that when the function F has a locally integrable derivative in t, we can avoid the mild continuity condition in t for the derivative of F in x.

Chaotic Kabanov formula for the Azéma martingales

We derive the chaotic expansion of the product of nth- and first-order multiple stochastic integrals with respect to certain normal martingales. This is done by application of the classical and quantum product formulae for multiple stochastic integrals. Our approach extends existing results on chaotic calculus for normal martingales and exhibits properties, relative to multiple stochastic integrals, polynomials and Wick products, that characterize the Wiener and Poisson processes.

Anticipating linear stochastic differential equations driven by a Lévy process

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].

An Experimental Model of Prostatic Inflammation for Drug Discovery

There is increasing evidence to support a significant role for chronic non-bacterial, prostatic inflammation in the development of human voiding dysfunction and prostate cancer. Their increased prevalence with age suggests that the decrease of testosterone concentration and/or the ratio of testosterone-to-estradiol in serum may have a role in their development. The main objective of this study was to explore prostatic inflammation and its relationship with voiding dysfunction and prostate carcinogenesis by developing an experimental model. A novel selective estrogen receptor modulator (SERM), fispemifene, was tested for the prevention and treatment of prostatic inflammation in this model. Combined treatment of adult Noble rats with testosterone and estradiol for 3 to 6 weeks induced gradually developing prostatic inflammation in the dorsolateral prostatic lobes. Inflammatory cells, mainly T-lymphocytes, were first seen around capillaries. Thereafter, the lymphocytes migrated into the stroma and into periglandular space. When the treatment time was extended to 13 weeks, the number of inflamed acini increased. Urodynamical recordings indicated voiding dysfunction. When the animals had an above normal testosterone and estradiol concentrations but still had a decreased testosterone-to-estradiol ratio in serum, they developed obstructive voiding. Furthermore, they developed precancerous lesions and prostate cancers in the ducts of the dorsolateral prostatic lobes. Interestingly, inflammatory infiltrates were observed adjacent to precancerous lesions but not in the adjacency of adenocarcinomas suggesting that inflammation has a role in the early stages of prostate carcinogenesis. Fispemifene, a novel SERM tested in this experimental model, showed anti-inflammatory action by attenuating the number of inflamed acini in the dorsolateral prostate. Fispemifene exhibited also antiestrogenic properties by decreasing expression of estrogen-induced biomarkers in the acinar epithelium. These findings suggest that SERMs could be considered as a new therapeutic possibility in the prevention and in the treatment of chronic prostatic inflammation

Perda de carga em microtubos e conectores utilizados em microaspersão

Este trabalho foi desenvolvido com o objetivo de ajustar equações que estimam a perda distribuída de carga em microtubos utilizados em microaspersão e a perda localizada de carga na passagem lateral do fluxo por meio dos conectores na linha lateral. A perda distribuída de carga foi determinada em quatro diâmetros de microtubos com nove a dez repetições para 15 vazões, por meio da aplicação do teorema de Bernoulli. O fator de atrito (f) foi estimado fixando-se o valor de m = 0,25 e calibrando-se o valor do parâmetro c (0,290). A perda localizada de carga foi determinada por diferença entre perda de carga no microtubo mais conector e perda de carga no microtubo. Dois modelos de conectores foram utilizados e caracterizados quanto ao diâmetro interno e dimensões. Uma aproximação matemática foi proposta para calcular a perda localizada de carga com base em coeficiente de carga cinética do conector (K'), que leva em consideração as dimensões do conector e do microtubo e independência das forças viscosas para Re > 5.000. As variações de vazão e de pressão entre os emissores situados nos extremos da linha lateral mostraram-se sensíveis à perda de carga na passagem lateral pelo conector mais a perda de carga no microtubo.

Modelling of mechanical properties of CRFC composites under flexure loading

Carbon Fibre Reinforced Carbon (CFRC) Composites are increasing their applications due to their high strength and Young’s Modulus at high temperatures in inert atmosphere. Although much work has been done on processing and structure and properties relationship, few studies have addressed the modelling of mechanical properties. This work is divided in two parts. In the first part, a modelling of mechanical properties was carried out for two bi-directional composites using a model based on the Bernoulli-Euler theory for symmetric laminated beams. In the second part, acoustic emission (AE) was used as an auxiliary technique for monitoring the failure process of the composites. Differences in fracture behaviour are reflected in patterns of AE.

Using passive techniques for vibration damping in mechanical systems

This paper examines two passive techniques for vibration reduction in mechanical systems: the first one is based on dynamic vibration absorbers (DVAs) and the second uses resonant circuit shunted (RCS) piezoceramics. Genetic algorithms are used to determine the optimal design parameters with respect to performance indexes, which are associated with the dynamical behavior of the system over selected frequency bands. The calculation of the frequency response functions (FRFs) of the composite structure (primary system + DVAs) is performed through a substructure coupling technique. A modal technique is used to determine the frequency response function of the structure containing shunted piezoceramics which are bonded to the primary structure. The use of both techniques simultaneously on the same structure is investigated. The methodology developed is illustrated by numerical applications in which the primary structure is represented by simple Euler-Bernoulli beams. However, the design aspects of vibration control devices presented in this paper can be extended to more complex structures.

Excessive functions, Appell polynomials and optimal stopping

The main topic of the thesis is optimal stopping. This is treated in two research articles. In the first article we introduce a new approach to optimal stopping of general strong Markov processes. The approach is based on the representation of excessive functions as expected suprema. We present a variety of examples, in particular, the Novikov-Shiryaev problem for Lévy processes. In the second article on optimal stopping we focus on differentiability of excessive functions of diffusions and apply these results to study the validity of the principle of smooth fit. As an example we discuss optimal stopping of sticky Brownian motion. The third research article offers a survey like discussion on Appell polynomials. The crucial role of Appell polynomials in optimal stopping of Lévy processes was noticed by Novikov and Shiryaev. They described the optimal rule in a large class of problems via these polynomials. We exploit the probabilistic approach to Appell polynomials and show that many classical results are obtained with ease in this framework. In the fourth article we derive a new relationship between the generalized Bernoulli polynomials and the generalized Euler polynomials.

Polyphenolic cells and their interrelation with cotyledon cells in seven species of Theobroma (Sterculiaceae)

The amount of cotyledon polyphenolic cells varies extensively within the Theobroma species. The polyphenolic compounds of these cells play a protective role and furthermore have an important function in the development of chocolate flavour. The morphology of the polyphenolic cells of the mesophyll is described and the development of these idioblasts in Theobroma cacao L., T. subincanum Mart., T. obovatum Klotzsch ex Bernoulli, T. grandiflorum (Willd. ex Spreng.) K. Schum., T. microcarpum Mart., T. bicolor Bonpl. and T. speciosum Willd. ex Spreng analysed. The total polyphenolic content in the seeds as determined by spectrophotometry showed a variation of about forty times. The alive, transparent polyphenolic cells are scattered throughout the cotiledonary mesophyll. However the polyphenolic cells of T. cacao and T. grandiflorum are also aligned perpendicularly with respect to the mesophyll borders and, in addition, both species display polyphenolic cells with a natural translucent purple colour. All the species analysed contained polyphenolic cells scattered throughout the parenchymal cells and also in a lengthwise association with vascular bundles. In T. bicolor and T. speciosum, the species with the lowest polyphenolic contents, these cells were mostly located around the vascular bundles. Using Scanning Electron Microscopy, the polyphenolic cells demonstrated a complex cytoarchitecture, and after fixing with glutaraldhyde, the polyphenolic secretion was shown to remain as a single unit or was organized into round droplets. Transmission Electron Microscopy displayed immature plastids from young mesophyll cells containing eletron-dense deposits similar to phenolic substances, suggesting that Theobroma plastids are involved in the synthesis of phenolics.

FEATURE SELECTION AND COMPARISON OF TWO NAÏVE BAYES CLASSIFICATION METHODS IN THE CONTEXT OF SPAM FILTERING

Treating e-mail filtering as a binary text classification problem, researchers have applied several statistical learning algorithms to email corpora with promising results. This paper examines the performance of a Naive Bayes classifier using different approaches to feature selection and tokenization on different email corpora

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