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.

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.

Effect of Citrus floral extracts on the foraging behavior of the stingless bee Scaptotrigona pectoralis (Dalla Torre)

Effect of Citrus floral extracts on the foraging behavior of the stingless bee Scaptotrigona pectoralis (Dalla Torre). Stingless bees have an important role as pollinators of many wild and cultivated plant species in tropical regions. Little is known, however, about the interaction between floral fragrances and the foraging behavior of meliponine species. Thus we investigated the chemical composition of the extracts of citric (lemon and orange) flowers and their effects on the foraging behavior of the stingless bee Scaptotrigona pectoralis. We found that each type of flower has its own specific blend of major compounds: limonene (62.9%) for lemon flowers, and farnesol (26.5%), (E)-nerolidol (20.8%), and linalool (12.7%) for orange flowers. In the foraging experiments the S. pectoralis workers were able to use the flower extracts to orient to the food source, overlooking plates baited with hexane only. However, orange flower extracts were seemingly more attractive to these worker bees, maybe because of the particular blend present in it. Our results reveal that these fragrances are very attractive to S. pectoralis, so we can infer that within citric orchards they could be important visitors in the study area; however habitat destruction, overuse of pesticides and the competitive override by managed honeybees might have put at risk their populations and thus the ecological services they provide to us.

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.

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.

Systematic study of the static electrical properties of the CO molecule: influence of the basis set size and correlation energy

The influence of the basis set size and the correlation energy in the static electrical properties of the CO molecule is assessed. In particular, we have studied both the nuclear relaxation and the vibrational contributions to the static molecular electrical properties, the vibrational Stark effect (VSE) and the vibrational intensity effect (VIE). From a mathematical point of view, when a static and uniform electric field is applied to a molecule, the energy of this system can be expressed in terms of a double power series with respect to the bond length and to the field strength. From the power series expansion of the potential energy, field-dependent expressions for the equilibrium geometry, for the potential energy and for the force constant are obtained. The nuclear relaxation and vibrational contributions to the molecular electrical properties are analyzed in terms of the derivatives of the electronic molecular properties. In general, the results presented show that accurate inclusion of the correlation energy and large basis sets are needed to calculate the molecular electrical properties and their derivatives with respect to either nuclear displacements or/and field strength. With respect to experimental data, the calculated power series coefficients are overestimated by the SCF, CISD, and QCISD methods. On the contrary, perturbation methods (MP2 and MP4) tend to underestimate them. In average and using the 6-311 + G(3df) basis set and for the CO molecule, the nuclear relaxation and the vibrational contributions to the molecular electrical properties amount to 11.7%, 3.3%, and 69.7% of the purely electronic μ, α, and β values, respectively

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.

How quickly should we titrate antihypertensive medication? Systematic review modelling blood pressure response from trial data.

Context There are no evidence syntheses available to guide clinicians on when to titrate antihypertensive medication after initiation. Objective To model the blood pressure (BP) response after initiating antihypertensive medication. Data sources electronic databases including Medline, Embase, Cochrane Register and reference lists up to December 2009. Study selection Trials that initiated antihypertensive medication as single therapy in hypertensive patients who were either drug naive or had a placebo washout from previous drugs. Data extraction Office BP measurements at a minimum of two weekly intervals for a minimum of 4 weeks. An asymptotic approach model of BP response was assumed and non-linear mixed effects modelling used to calculate model parameters. Results and conclusions Eighteen trials that recruited 4168 patients met inclusion criteria. The time to reach 50% of the maximum estimated BP lowering effect was 1 week (systolic 0.91 weeks, 95% CI 0.74 to 1.10; diastolic 0.95, 0.75 to 1.15). Models incorporating drug class as a source of variability did not improve fit of the data. Incorporating the presence of a titration schedule improved model fit for both systolic and diastolic pressure. Titration increased both the predicted maximum effect and the time taken to reach 50% of the maximum (systolic 1.2 vs 0.7 weeks; diastolic 1.4 vs 0.7 weeks). Conclusions Estimates of the maximum efficacy of antihypertensive agents can be made early after starting therapy. This knowledge will guide clinicians in deciding when a newly started antihypertensive agent is likely to be effective or not at controlling BP.

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.