983 resultados para Ito formula
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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.
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We see that the price of an european call option in a stochastic volatilityframework can be decomposed in the sum of four terms, which identifythe main features of the market that affect to option prices: the expectedfuture volatility, the correlation between the volatility and the noisedriving the stock prices, the market price of volatility risk and thedifference of the expected future volatility at different times. We alsostudy some applications of this decomposition.
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Cardiac arrhythmias are one of the main causes of death worldwide. Several studies have shown that inflammation plays a key role in different cardiac diseases and Toll-like receptors (TLRs) seem to be involved in cardiac complications. In the present study, we investigated whether the activation of TLR4 induces cardiac electrical remodeling and arrhythmias, and the signaling pathway involved in these effects. Membrane potential was recorded in Wistar rat ventricle. Ca(2+) transients, as well as the L-type Ca(2+) current (ICaL) and the transient outward K(+) current (Ito), were recorded in isolated myocytes after 24 h exposure to the TLR4 agonist, lipopolysaccharide (LPS, 1 μg/ml). TLR4 stimulation in vitro promoted a cardiac electrical remodeling that leads to action potential prolongation associated with arrhythmic events, such as delayed afterdepolarization and triggered activity. After 24 h LPS incubation, Ito amplitude, as well as Kv4.3 and KChIP2 mRNA levels were reduced. The Ito decrease by LPS was prevented by inhibition of interferon regulatory factor 3 (IRF3), but not by inhibition of interleukin-1 receptor-associated kinase 4 (IRAK4) or nuclear factor kappa B (NF-κB). Extrasystolic activity was present in 25% of the cells, but apart from that, Ca(2+) transients and ICaL were not affected by LPS; however, Na(+)/Ca(2+) exchanger (NCX) activity was apparently increased. We conclude that TLR4 activation decreased Ito, which increased AP duration via a MyD88-independent, IRF3-dependent pathway. The longer action potential, associated with enhanced Ca(2+) efflux via NCX, could explain the presence of arrhythmias in the LPS group.
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Indium tin oxide (ITO) thin films have been deposited on (100) Si substrates by RF magnetron sputtering from a compact target (90% In(2)O(3)-10% SnO(2) in weight) with 6 in. in diameter. In order to perform electromechanical characterizations of these films, strain gauges were fabricated. An experimental set-up based on bending beam theory was developed to determine the longitudinal piezoresistive coefficient (pi(1)) of the strain gauges fabricated. It has been confirmed that electrical resistance of the strain gauges decreases with load increases which results a negative gauge factor. A model based on the activation energy was used to explain the origin of this negative signal. The influence of the temperature on piezoresistive properties of ITO films was also evaluated.
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This note gives a theory of state transition matrices for linear systems of fuzzy differential equations. This is used to give a fuzzy version of the classical variation of constants formula. A simple example of a time-independent control system is used to illustrate the methods. While similar problems to the crisp case arise for time-dependent systems, in time-independent cases the calculations are elementary solutions of eigenvalue-eigenvector problems. In particular, for nonnegative or nonpositive matrices, the problems at each level set, can easily be solved in MATLAB to give the level sets of the fuzzy solution. (C) 2002 Elsevier Science B.V. All rights reserved.
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This Letter presents a simple formula for the average fidelity between a unitary quantum gate and a general quantum operation on a qudit, generalizing the formula for qubits found by Bowdrey et al. [Phys. Lett. A 294 (2002) 258]. This formula may be useful for experimental determination of average gate fidelity. We also give a simplified proof of a formula due to Horodecki et al. [Phys. Rev. A 60 (1999) 1888], connecting average gate fidelity to entanglement fidelity. (C) 2002 Elsevier Science B.V. All rights reserved.
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The purpose of the present paper was to examine the scope of novel foods in improving and/or preventing the nutritional disorders in different stages of lifespan. First, attempts were made to review the current trend and magnitude of the nutritional problems in each of the stages starting from fetal development to old age. The paper then describes the possible potential role of novel foods in alleviating and/or preventing these nutritional/health problems. The conclusion made is that the novel foods have a great potential for improving the overall nutritional status throughout the lifespan, thereby reducing the risk of early death or disability due to chronic diseases. However, to achieve a noticeable impact of novel foods on public health, efforts are needed to ensure that these foods are available and affordable to the population most at risk.
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O principal objetivo deste livro ?? constituir uma fonte de pesquisa para o estudo do processo de produ????o e implementa????o de pol??ticas p??blicas. Por meio de textos selecionados, analisa-se o pr??prio conceito de pol??ticas p??blicas, discute-se as defini????es utilizadas para distinguir suas diversas fases e apresenta-se algumas das principais correntes te??ricas de an??lise sobre o processo de pol??ticas p??blicas.
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A proposta de acolhimento teve por objetivo garantir o acesso ??s Unidades de Aten????o Prim??ria do Sistema ??nico de Sa??de (SUS) em Belo Horizonte, Minas Gerais. Este trabalho analisa e tenta compreender a not??vel dist??ncia entre a proposi????o e a execu????o da proposta neste munic??pio. Usando contribui????es te??ricas do campo tem??tico das pol??ticas p??blicas na an??lise do contexto pol??tico-administrativo em que se desenvolveu a proposta, e utilizando as informa????es obtidas na pesquisa de campo com os principais idealizadores da proposta e alguns trabalhadores e usu??rios, foram identificadas, na sua formula????o e implanta????o, informa????es que ajudam a entender a dist??ncia observada.
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Este artigo tem como finalidade analisar a formula????o de estrat??gia no or??amento p??blico sob a perspectiva do planejamento emancipat??rio e desenvolvimentista. Al??m disso, busca-se descrever a reforma gerencial da administra????o p??blica federal e identificar quais as respectivas contribui????es para o aprimoramento da gest??o estrat??gica do or??amento p??blico. Apresenta-se como referencial a teoria do planejamento, abordando temas relacionados com administra????o p??blica, formula????o estrat??gica, planejamento emancipat??rio, or??amento p??blico e desenvolvimentismo. A an??lise da teoria foca as rela????es entre os elementos do planejamento: or??amento e estrat??gia, com base emancipat??ria. Descreve-se a reforma gerencial da administra????o p??blica e suas consequ??ncias para a gest??o estrat??gica or??ament??ria. Emite-se considera????es sob a perspectiva emancipat??ria do or??amento p??blico, com rela????o ?? formula????o estrat??gica e ?? vis??o desenvolvimentista.
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The present study aimed at developing an Aloe vera-based formula for topical use on horse hoof and evaluating whether the treatment affects hooves growth and balance. Six healthy male horses between the ages of 3 and 17 years (12±5.25) were used, all semi-confined animals for breeding purposes. Before beginning A. vera treatment, animals underwent two trimming procedures with a 45 days-interval. After the second trimming, one of the forelimbs and one of the hindlimbs of 4 horses was weekly treated by topical application of the glycolic extract of A. vera at 20%. The contralateral limb, randomly chosen, received the extract at 50%. The hooves of the other animals were treated with propylene glycol. Treatment was done for 225 days and, during this time, animals underwent periodic trimming. Variables related to growth and balance of the hooves were measured before and after trimming. Data were analyzed using chi-square test and regression analysis at 5% significance. Growth rate of the hooves was not related to treatment. On the other hand, the 50% extract was related to the majority of the hooves in balance (p<0.05). Results suggest that a weekly topical treatment with A. vera glycolic extract does not improve the growth rate of the hooves; however, when applied at a high concentration, it improves their balance.
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A visible/near-infrared optical sensor based on an ITO/SiOx/n-Si structure with internal gain is presented. This surface-barrier structure was fabricated by a low-temperature processing technique. The interface properties and carder transport were investigated from dark current-voltage and capacitance-voltage characteristics. Examination of the multiplication properties was performed under different light excitation and reverse bias conditions. The spectral and pulse response characteristics are analysed. The current amplification mechanism is interpreted by the control of electron current by the space charge of photogenerated holes near the SiOx/Si interface. The optical sensor output characteristics and some possible device applications are presented.
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Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Mecânica