Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise

We give sufficient conditions for existence, uniqueness and ergodicity of invariant measures for Musiela's stochastic partial differential equation with deterministic volatility and a Hilbert space valued driving Lévy noise. Conditions for the absence of arbitrage and for the existence of mild solutions are also discussed.

Construcció modular d'agents basats en components: estudi i desenvolupament

La complexitat de disseny d’agents mòbils creix a mesura que s’incrementen les seves funcionalitats. Aquest projecte proposa enfocar el problema des d’un punt de vista modular. S’ha realitzat un estudi tant dels propis agents com de les parts que ho integren. De la mateixa forma, s’han establert i s'han implementat els mecanismes necessaris per habilitar les comunicacions segures entre agents. Finalment, s’han desenvolupat dos components que ofereixen les funcionalitats de seguiment de l’agent mòbil i la recuperació dels resultats generats. El desenvolupament d’agents basats en components tracta d’aplicar la vella estratègia "divideix i venceràs" a la fase de disseny, reduint, així,la seva gran complexitat.

Analysis of the interacting components between larval Schistosoma mansoni and schistosome-susceptible and resistant Biomphalaria glabrata

Cell-free hemolymph (serum) and hemocytes from Schistosoma mansoni-susceptible (PR albino M-line) and resistant (10-R2) strains of Biomphalaria glabrata were compared by SDS-PAGE, immunoblotting and radioiodination. Whole serum of both snail strains is dominated by hemoglobin (Hb) (MW = 160 Kd). SDS-PAGE. of Hb-depleted serum indicated that the 10-R2 strain has dominant polypeptides in the 50 to 30 Kd range whereas PR albino snails have few low MW proteins. Antibodies raised to whole PR albino and 10-R2 serum, and the 160 Kd (Hb) band reacted similarly in immunoblot assays. Analysis of hemocytes revealed that 10-R2 snails have a surface-exposed protein at about 80 Kd which is not present on PR albino hemocytes. An examination of primary cultured sporocysts indicated the presence of four major surface proteins (40, 50, 55, 70 Kd) and two minor surface-exposed polypeptides (92, 170 Kd). Antibodies raised against live, intact sporocysts reacted almost exclusively with sporocyst-surface proteins when tested by immunoblotting.

Extracellular matrix components in peripheral nerve repair: how to affect neural cellular response and nerve regeneration?

Peripheral nerve injury is a serious problem affecting significantly patients' life. Autografts are the "gold standard" used to repair the injury gap, however, only 50% of patients fully recover from the trauma. Artificial conduits are a valid alternative to repairing peripheral nerve. They aim at confining the nerve environment throughout the regeneration process, and providing guidance to axon outgrowth. Biocompatible materials have been carefully designed to reduce inflammation and scar tissue formation, but modifications of the inner lumen are still required in order to optimise the scaffolds. Biomicking the native neural tissue with extracellular matrix fillers or coatings showed great promises in repairing longer gaps and extending cell survival. In addition, extracellular matrix molecules provide a platform to further bind growth factors that can be released in the system over time. Alternatively, conduit fillers can be used for cell transplantation at the injury site, reducing the lag time required for endogenous Schwann cells to proliferate and take part in the regeneration process. This review provides an overview on the importance of extracellular matrix molecules in peripheral nerve repair.

Revisiting the Dollar-Euro Permanent Equilibrium Exchange Rate: Evidence from Multivariate Unobserved Components Models

We propose an alternative approach to obtaining a permanent equilibrium exchange rate (PEER), based on an unobserved components (UC) model. This approach offers a number of advantages over the conventional cointegration-based PEER. Firstly, we do not rely on the prerequisite that cointegration has to be found between the real exchange rate and macroeconomic fundamentals to obtain non-spurious long-run relationships and the PEER. Secondly, the impact that the permanent and transitory components of the macroeconomic fundamentals have on the real exchange rate can be modelled separately in the UC model. This is important for variables where the long and short-run effects may drive the real exchange rate in opposite directions, such as the relative government expenditure ratio. We also demonstrate that our proposed exchange rate models have good out-of sample forecasting properties. Our approach would be a useful technique for central banks to estimate the equilibrium exchange rate and to forecast the long-run movements of the exchange rate.

Native-like, long synthetic peptides as components of sub-unit vaccines: practical and theoretical considerations for their use in humans.

Vaccines have been used as a successful tool in medicine by way of controlling many major diseases. In spite of this, vaccines today represent only a handful of all infectious diseases. Therefore, there is a pressing demand for improvements of existing vaccines with particular reference to higher efficacy and undisputed safety profiles. To this effect, as an alternative to available vaccine technologies, there has been a drive to develop vaccine candidate polypeptides by chemical synthesis. In our laboratory, we have recently developed a technology to manufacture long synthetic peptides of up to 130 residues, which are correctly folded and biologically active. This paper discusses the advantages of the molecularly defined, long synthetic peptide approach in the context of vaccine design, development and use in human vaccination.

Measuring the Euro-Dollar Permanent Equilibrium Exchange Rate using the Unobserved Components Model

This paper employs an unobserved component model that incorporates a set of economic fundamentals to obtain the Euro-Dollar permanent equilibrium exchange rates (PEER) for the period 1975Q1 to 2008Q4. The results show that for most of the sample period, the Euro-Dollar exchange rate closely followed the values implied by the PEER. The only significant deviations from the PEER occurred in the years immediately before and after the introduction of the single European currency. The forecasting exercise shows that incorporating economic fundamentals provides a better long-run exchange rate forecasting performance than a random walk process.

Prevalence of the metabolic syndrome in the Seychelles according to different definitions, contribution of components, and agreement between different definitions

Background: The metabolic syndrome (MS) represents a cluster of metabolic disorders that predicts diabetes and cardiovascular disease. Several definitions exist and further descriptive and prospective data are needed to compare these definitions and their significance in different populations. Objective: We examined, in a country of the African region, i) the prevalence of MS according to three major definitions (ATP, IDF, WHO); ii) the contribution of individual MS components; and iii) the agreement between the three considered definitions. We also examined the prevalence among diabetics and non-diabetics. Methods: We conducted an examination survey in a sample representative of the general population aged 25-64 of the Seychelles (Indian Ocean, African region), attended by 1255 persons (participation rate of 80.2%). Results: The prevalence of MS was similar with either definition of MS in men (24%--25%) but differed in women (WHO: 25%, ATP: 32%; IDF: 35%). Upon exclusion of diabetic persons, the prevalence was 5-10% lower for all three MS definitions: most diabetic persons had MS although a substantial proportion of diabetic men aged 45--64 did not have MS. The following components were found most often among persons with MS: 90% had high blood pressure (HBP) and 78% had obesity (ATP); 95% had obesity and 84% had HBP (WHO), and 89% had HBP and 75% had impaired glucose regulation (IDF) - not considering impaired glucose regulation and obesity that are compulsory components of the WHO and IDF definitions, respectively. Among persons with MS based on either of the three definitions (37% of total population), less than 80% met both ATP and IDF criteria, 67% both WHO and IDF criteria, 54% both WHO and ATP criteria and only 37% met all three definitions. Conclusion: We found a fairly high prevalence of MS in an African population. However, because there was only poor agreement between the 3 MS definitions, the fairly similar proportions of MS based on ATP, IDF or WHO definitions identified, to a substantial extent, different subjects as having MS.

Studies on bioactive components from Chinese medicinal plants

Several novel bioactive components isolated from Chinese medicinal plants will be presented. These include novel maytansinoid tumor, inhibitors, some new ent-kaurane and rosane diterpenoids from Mallotus anomalus Meer et Chun (Euphorbiaceae), as well asnovel insecticide, stemona alkaloids from Stemona parviflora C. H. Wright (Stemonaceae). Both are native plants of Hainan island, Chine. 2D NMR techniques such as mono and hetero-COSY, NOESY, COLOC as well as H-NMR line broadening effect were utilized for structure elucidation. The separation techniques, struture elucidations and bioassay results will be reported.

Dissecting carotenoid from structural components of carotenoid-based coloration: a field experiment with great tits (Parus major).

Carotenoid-based yellowish to red plumage colors are widespread visual signals used in sexual and social communication. To understand their ultimate signaling functions, it is important to identify the proximate mechanism promoting variation in coloration. Carotenoid-based colors combine structural and pigmentary components, but the importance of the contribution of structural components to variation in pigment-based colors (i.e., carotenoid-based colors) has been undervalued. In a field experiment with great tits (Parus major), we combined a brood size manipulation with a simultaneous carotenoid supplementation in order to disentangle the effects of carotenoid availability and early growth condition on different components of the yellow breast feathers. By defining independent measures of feather carotenoid content (absolute carotenoid chroma) and background structure (background reflectance), we demonstrate that environmental factors experienced during the nestling period, namely, early growth conditions and carotenoid availability, contribute independently to variation in yellow plumage coloration. While early growth conditions affected the background reflectance of the plumage, the availability of carotenoids affected the absolute carotenoid chroma, the peak of maximum ultraviolet reflectance, and the overall shape, that is, chromatic information of the reflectance curves. These findings demonstrate that environment-induced variation in background structure contributes significantly to intraspecific variation in yellow carotenoid-based plumage coloration.

Effect of magnesium chloride and guanidinum chloride on the extraction of components of extracellular matrix from chicken cartilage

In order to evaluate the effect of chaotropic agents on proteoglycan and non-collagenous proteins, chicken xiphoid cartilage was treated with guanidine-HCI and MgCl2 in different concentrations (1M to 5M), and different periods of time (12, 24, 48 and 72hr). The maximum yield of uronic acid was obtained with 3M MgCl2 (73.3 per cent). Concentrations of 4M and 5M of MgCl2 showed that much less uronic acid was removed, 55.3 per cent and 38.1 respectively. Extraction with 3M MgCl2 and 3M guanidine-HCl resulted better efficiency when performed for 48 hr. Analysis by SDS-PAGE of the extracts obtained with guanidine-HCl and MgCl, in different concentrations pointed out that most components are equally removed with the two solvents, showing that the extraction with MgCl2 is an alternative assay to remove non-collagenous proteins from extracellular matrix.

Tritordeum, wheat and triticale yield components under multi-local mediterranean drought conditions

The species x location interaction was of great importance in explaining the behaviour of genetic material. The study presented here shows, for the first time, the performance, under field conditions of the new tritordeum species, compared to wheat and triticale in a wide range of Mediterranean countries (Spain, Lebanon and Tunisia). The results obtained revealed that despite the diversity of environmental conditions, the main differences in yield were due to genotypes, especially to differences between species. The multi-local study with different growth conditions revealed important information about the water availability effect on yield. In the lowest yielding environments (Tunisia rainfed), Tritordeum and triticale yields were equivalent. However under better growth conditions (Spain), tritordeum yield was shown to be lower than wheat and triticale. Interestingly, when water limitation was extended during the pre-anthesis period, differences in tritordeum versus wheat-triticale yield rate were larger than when water stress occurred during anthesis. These variations were explained by the fact that kernel weight has been found as the limiting factor for yield determination in tritordeum, and a delay in the anthesis date may have been the cause for the low kernel weight and low yield under Mediterranean drought conditions. Such differences in yield between tritordeum and wheat or triticale could be explained by the fact that tritordeum is a relatively new species and far fewer resources have been devoted to its improvement when compared to wheat and triticale. Our results suggest that breeding efforts should be directed to an earlier anthesis date and a longer grain filling period. tritordeum proved to have possibilities to be grown under drought environments as a new crop, since its performance was quite close to wheat and triticale. Besides, it has qualitative added values that may improve farmers' income per unit land.

Llibreria de components per a la modelització del procés de sortides de passatgers d'un aeroport

Nota: Aquest document conté originàriament altre material i/o programari només consultable a la Biblioteca de Ciència i Tecnologia.