On small-noise equations with degenerate limiting system arising from volatility models

The one-dimensional SDE with non Lipschitz diffusion coefficient $dX_{t} = b(X_{t})dt + \sigma X_{t}^{\gamma} dB_{t}, \ X_{0}=x, \ \gamma<1$ is widely studied in mathematical finance. Several works have proposed asymptotic analysis of densities and implied volatilities in models involving instances of this equation, based on a careful implementation of saddle-point methods and (essentially) the explicit knowledge of Fourier transforms. Recent research on tail asymptotics for heat kernels [J-D. Deuschel, P.~Friz, A.~Jacquier, and S.~Violante. Marginal density expansions for diffusions and stochastic volatility, part II: Applications. 2013, arxiv:1305.6765] suggests to work with the rescaled variable $X^{\varepsilon}:=\varepsilon^{1/(1-\gamma)} X$: while allowing to turn a space asymptotic problem into a small-$\varepsilon$ problem with fixed terminal point, the process $X^{\varepsilon}$ satisfies a SDE in Wentzell--Freidlin form (i.e. with driving noise $\varepsilon dB$). We prove a pathwise large deviation principle for the process $X^{\varepsilon}$ as $\varepsilon \to 0$. As it will become clear, the limiting ODE governing the large deviations admits infinitely many solutions, a non-standard situation in the Wentzell--Freidlin theory. As for applications, the $\varepsilon$-scaling allows to derive exact log-asymptotics for path functionals of the process: while on the one hand the resulting formulae are confirmed by the CIR-CEV benchmarks, on the other hand the large deviation approach (i) applies to equations with a more general drift term and (ii) potentially opens the way to heat kernel analysis for higher-dimensional diffusions involving such an SDE as a component.Comment: 21 pages, 1 figur

High-throughput mapping of protein occupancy identifies functional elements without the restriction of a candidate factor approach

There are a variety of in vivo and in vitro methods to determine the genome-wide specificity of a particular trans-acting factor. However there is an inherent limitation to these candidate approaches. Most biological studies focus on the regulation of particular genes, which are bound by numerous unknown trans-acting factors. Therefore, most biological inquiries would be better addressed by a method that maps all trans-acting factors that bind particular regions rather than identifying all regions bound by a particular trans-acting factor. Here, we present a high-throughput binding assay that returns thousands of unbiased measurements of complex formation on nucleic acid. We applied this method to identify transcriptional complexes that form on DNA regions upstream of genes involved in pluripotency in embryonic stem cells (ES cells) before and after differentiation. The raw binding scores, motif analysis and expression data are used to computationally reconstruct remodeling events returning the identity of the transcription factor(s) most likely to comprise the complex. The most significant remodeling event during ES cell differentiation occurred upstream of the REST gene, a transcriptional repressor that blocks neurogenesis. We also demonstrate how this method can be used to discover RNA elements and discuss applications of screening polymorphisms for allelic differences in binding

Upregulation of intrarenal angiotensinogen in diabetes

Universidade Federal de São Paulo, Dept Med, Div Nephrol, BR-04023040 São Paulo, BrazilUniversidade Federal de São Paulo, Dept Med, Div Nephrol, BR-04023040 São Paulo, BrazilWeb of Scienc

Giant phonon anomalies and central peak due to charge density wave formation in YBa2_2Cu3_3O6.6_{6.6}

The electron-phonon interaction is a major factor influencing the competition between collective instabilities in correlated-electron materials, but its role in driving high-temperature superconductivity in the cuprates remains poorly understood. We have used high-resolution inelastic x-ray scattering to monitor low-energy phonons in YBa$_2$Cu$_3$O$_{6.6}$ (superconducting $\bf T_c = 61$ K), which is close to a charge density wave (CDW) instability. Phonons in a narrow range of momentum space around the CDW ordering vector exhibit extremely large superconductivity-induced lineshape renormalizations. These results imply that the electron-phonon interaction has sufficient strength to generate various anomalies in electronic spectra, but does not contribute significantly to Cooper pairing. In addition, a quasi-elastic "central peak" due to CDW nanodomains is observed in a wide temperature range above and below $\bf T_c$, suggesting that the gradual onset of a spatially inhomogeneous CDW domain state with decreasing temperature is a generic feature of the underdoped cuprates

Lineage Divergence and Historical Gene Flow in the Chinese Horseshoe Bat (Rhinolophus sinicus)

PMCID: PMC3581519This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited

The Dependency of Nematic and Twist-bend Mesophase Formation on Bend Angle

We have prepared and studied a family of cyanobiphenyl dimers with varying linking groups with a view to exploring how molecular structure dictates the stability of the nematic and twist-bend nematic mesophases. Using molecular modelling and 1D (1)H NOESY NMR spectroscopy, we determine the angle between the two aromatic core units for each dimer and find a strong dependency of the stability of both the nematic and twist-bend mesophases upon this angle, thereby satisfying earlier theoretical models

Enterovirus specific anti-peptide antibodies

Enterovirus 71 (EV-71) is the main causative agent of hand, foot, and mouth disease (HFMD) which is generally regarded as a mild childhood disease. In recent years, EV71 has emerged as a significant pathogen capable of causing high mortalities and severe neurological complications in large outbreaks in Asia. A formalin-inactivated EV71 whole virus vaccine has completed phase III trial in China but is currently unavailable clinically. The high cost of manufacturing and supply problems may limit practical implementations in developing countries. Synthetic peptides representing the native primary structure of the viral immunogen which is able to elicit neutralizing antibodies can be made readily and is cost effective. However, it is necessary to conjugate short synthetic peptides to carrier proteins to enhance their immunogenicity. This review describes the production of cross-neutralizing anti-peptide antibodies in response to immunization with synthetic peptides selected from in silico analysis, generation of B-cell epitopes of EV71 conjugated to a promiscuous T-cell epitope from Poliovirus, and evaluation of the neutralizing activities of the anti-peptide antibodies. Besides neutralizing EV71 in vitro, the neutralizing antibodies were cross-reactive against several Enteroviruses including CVA16, CVB4, CVB6, and ECHO13

The quest for the solar g modes

Solar gravity modes (or g modes) -- oscillations of the solar interior for which buoyancy acts as the restoring force -- have the potential to provide unprecedented inference on the structure and dynamics of the solar core, inference that is not possible with the well observed acoustic modes (or p modes). The high amplitude of the g-mode eigenfunctions in the core and the evanesence of the modes in the convection zone make the modes particularly sensitive to the physical and dynamical conditions in the core. Owing to the existence of the convection zone, the g modes have very low amplitudes at photospheric levels, which makes the modes extremely hard to detect. In this paper, we review the current state of play regarding attempts to detect g modes. We review the theory of g modes, including theoretical estimation of the g-mode frequencies, amplitudes and damping rates. Then we go on to discuss the techniques that have been used to try to detect g modes. We review results in the literature, and finish by looking to the future, and the potential advances that can be made -- from both data and data-analysis perspectives -- to give unambiguous detections of individual g modes. The review ends by concluding that, at the time of writing, there is indeed a consensus amongst the authors that there is currently no undisputed detection of solar g modes.Comment: 71 pages, 18 figures, accepted by Astronomy and Astrophysics Revie

Asteroseismology and Interferometry

Asteroseismology provides us with a unique opportunity to improve our understanding of stellar structure and evolution. Recent developments, including the first systematic studies of solar-like pulsators, have boosted the impact of this field of research within Astrophysics and have led to a significant increase in the size of the research community. In the present paper we start by reviewing the basic observational and theoretical properties of classical and solar-like pulsators and present results from some of the most recent and outstanding studies of these stars. We centre our review on those classes of pulsators for which interferometric studies are expected to provide a significant input. We discuss current limitations to asteroseismic studies, including difficulties in mode identification and in the accurate determination of global parameters of pulsating stars, and, after a brief review of those aspects of interferometry that are most relevant in this context, anticipate how interferometric observations may contribute to overcome these limitations. Moreover, we present results of recent pilot studies of pulsating stars involving both asteroseismic and interferometric constraints and look into the future, summarizing ongoing efforts concerning the development of future instruments and satellite missions which are expected to have an impact in this field of research.Comment: Version as published in The Astronomy and Astrophysics Review, Volume 14, Issue 3-4, pp. 217-36

Does computer use pose a hazard for future long-term sickness absence?

The aim of the study was to investigate if weekly duration of computer use predicted sickness absence for more than two weeks at a later time