1,371 research outputs found

    Quadratic optimal functional quantization of stochastic processes and numerical applications

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    In this paper, we present an overview of the recent developments of functional quantization of stochastic processes, with an emphasis on the quadratic case. Functional quantization is a way to approximate a process, viewed as a Hilbert-valued random variable, using a nearest neighbour projection on a finite codebook. A special emphasis is made on the computational aspects and the numerical applications, in particular the pricing of some path-dependent European options.Comment: 41 page

    Optimal quantization for the pricing of swing options

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    In this paper, we investigate a numerical algorithm for the pricing of swing options, relying on the so-called optimal quantization method. The numerical procedure is described in details and numerous simulations are provided to assert its efficiency. In particular, we carry out a comparison with the Longstaff-Schwartz algorithm.Comment: 27

    Aportación al conocimiento de las tricolomatáceas de Cataluña

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    Contribution to the study of the Tricholomataceae of Catalonia. Based on 555 collections from 190 localities of Catalonia (NE Spain), a list is given of 88 species of Tricholomataceae (excuding Melanoleuca and Mycena) collected, with first hand chorological and ecological data. Some of them (11) are new records for Catalonia: Armillariella cepestipes Vel., Armillariella obscura (Secr.) Romagn., Calocybe ionides (Bull, ex Fr.) Donk., Laccaria montana Sing., Lyophyllum fumatofoetens (Secr.) Schff., Marasmius tremulae Vel., Oudemansiella badia (Quél.) Moser, Resupinatus unguicularis (Fr.) Sing., Strobilurus stephanocystis (Hora) Sing., Strobilurus tenacellus (Pers. ex Fr.) Sing., Tricholoma flavobrunneum (Fr. ex Fr.) Kummer.Sobre la base de 555 recolecciones procedentes de 190 localidades de Catalufia, se da cuenta de 88 especies de Tricolomataceas (excluyendo Melanoleuca y Mycena) reconocidas. De ellas, las 11 siguientes constituyen nueva cita para la flora catalana: Armillariella cepestipes Vel., Armillariella obscura (Secr.) Romagn., Calocybe ionides (Bull, ex Fr.) Donk., Laccaria montana Sing., Lyophyllum fumatofoetens (Secr.) Schff., Marasmius tremulae Vel., Oudemansiella badia (Quél.) Moser, Resupinatus unguicularis (Fr.) Sing., Strobilurus stephanocystis (Hora) Sing., Strobilurus tenacellus (Pers. ex Fr.) Sing., Tricholoma flavobrunneum (Fr. ex Fr.) Kummer

    Aportación al conocimiento de las tricolomatáceas de Cataluña

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    Sobre la base de 555 recolecciones procedentes de 190 localidades de Catalufia, se da cuenta de 88 especies de Tricolomataceas (excluyendo Melanoleuca y Mycena) reconocidas. De ellas, las 11 siguientes constituyen nueva cita para la flora catalana: Armillariella cepestipes Vel., Armillariella obscura (Secr.) Romagn., Calocybe ionides (Bull, ex Fr.) Donk., Laccaria montana Sing., Lyophyllum fumatofoetens (Secr.) Schff., Marasmius tremulae Vel., Oudemansiella badia (Quél.) Moser, Resupinatus unguicularis (Fr.) Sing., Strobilurus stephanocystis (Hora) Sing., Strobilurus tenacellus (Pers. ex Fr.) Sing., Tricholoma flavobrunneum (Fr. ex Fr.) Kummer.Contribution to the study of the Tricholomataceae of Catalonia. Based on 555 collections from 190 localities of Catalonia (NE Spain), a list is given of 88 species of Tricholomataceae (excuding Melanoleuca and Mycena) collected, with first hand chorological and ecological data. Some of them (11) are new records for Catalonia: Armillariella cepestipes Vel., Armillariella obscura (Secr.) Romagn., Calocybe ionides (Bull, ex Fr.) Donk., Laccaria montana Sing., Lyophyllum fumatofoetens (Secr.) Schff., Marasmius tremulae Vel., Oudemansiella badia (Quél.) Moser, Resupinatus unguicularis (Fr.) Sing., Strobilurus stephanocystis (Hora) Sing., Strobilurus tenacellus (Pers. ex Fr.) Sing., Tricholoma flavobrunneum (Fr. ex Fr.) Kummer

    Some recent developments in quantization of fractal measures

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    We give an overview on the quantization problem for fractal measures, including some related results and methods which have been developed in the last decades. Based on the work of Graf and Luschgy, we propose a three-step procedure to estimate the quantization errors. We survey some recent progress, which makes use of this procedure, including the quantization for self-affine measures, Markov-type measures on graph-directed fractals, and product measures on multiscale Moran sets. Several open problems are mentioned.Comment: 13 page

    Raman spectroscopy, a non-destructive solution to the study of glass and its alteration

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    This paper presents the potential of Raman spectroscopy, a non-destructive technique which can be applied in-situ, for the analyses of glass and their alteration. Recent analytical developments are summarised for different glass composition and practical examples are given. The paper describes how to extract compositional information from the glass, first based on the spectra profile to distinguish rapidly alkali silicate from alkaline-earth alkali silicate and lead alkali silicate glass, then using the spectral decomposition and correlations to extract quantitative data. For alkali silicate glasses, that are most prone to alteration, the spectral characteristics are described to interpret the alteration process (selective leaching or dissolution of the glass) from the Raman spectra of the altered glass. These developments have greatly widened the potential of the technique and supplement well its ability to measure the thickness of the altered layer and identify the crystalline deposits

    Physiological response of the cold-water coral Desmophyllum dianthus to thermal stress and ocean acidification

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    Rising temperatures and ocean acidification driven by anthropogenic carbon emissions threaten both tropical and temperate corals. However, the synergistic effect of these stressors on coral physiology is still poorly understood, in particular for cold-water corals. This study assessed changes in key physiological parameters (calcification, respiration and ammonium excretion) of the widespread cold-water coral Desmophyllum dianthus maintained for ∼8 months at two temperatures (ambient 12 ◦C and elevated 15 ◦C) and two pCO2 conditions (ambient 390 ppm and elevated 750 ppm). At ambient temperatures no change in instantaneous calcification, respiration or ammonium excretion rates was observed at either pCO2 levels. Conversely, elevated temperature (15 ◦C) significantly reduced calcification rates, and combined elevated temperature and pCO2 significantly reduced respiration rates. Changes in the ratio of respired oxygen to excreted nitrogen (O:N), which provides information on the main sources of energy being metabolized, indicated a shift from mixed use of protein and carbohydrate/lipid as metabolic substrates under control conditions, to less efficient protein-dominated catabolism under both stressors. Overall, this study shows that the physiology of D. dianthus is more sensitive to thermal than pCO2 stress, and that the predicted combination of rising temperatures and ocean acidification in the coming decades may severely impact this cold-water coral species

    Preliminary morphologic and molecular study of teh Entoloma rusticoides group (Agaricales - Basidiomycota)

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    Es presenta un estudi sobre el grup rusticoides del gènere Entoloma subgènere Claudopus a la Península Ibérica. L'anàlisi filogenètica, sobre la base de 48 seqüències d'ITS i 45 seqüències de LSU, entre les quals, les dels tipus de 8 dels tàxons analitzats, mostra una marcada diversitat genètica que concorda amb la notable variabilitat observada en aquest grup. D'acord amb aquest fet, es descriuen els següents nous tàxons: E. almeriense, E. graphitipes f. cystidiatum, E. halophilum, E. muscoalpinum i E. phaeocarpum. A més, es tipifiquen E. phaeocyathus i E. rusticoides. S'inclouen claus provisionals d'identificació. S'aporten descripcions macro i microscòpiques, dibuixos i fotografies de la majoria dels tàxons estudiats.A study of the Entoloma rusticoides-group (subgenus Claudopus) in the Iberian peninsula is presented. Phylogenetic inference, based on 48 nrITS and 45 28S nrLSU sequences, including those of 8 type specimens, revealed a high genetic diversity, in accordance with the observed morphological variability in this group. In addition new taxa are proposed to accomodate independent lineages (E. almeriense, E. graphitipes f. cystidiatum, E. halophilum, E. muscoalpinum and E. phaeocarpum) and the typification of E. phaeocyathus and E. rusticoides is proposed. Preliminary taxonomic keys are included to help identification. For most species macro and microscopic descriptions, drawings and photographs are presented

    The porin and the permeating antibiotic: A selective diffusion barrier in gram-negative bacteria

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    Gram-negative bacteria are responsible for a large proportion of antibiotic resistant bacterial diseases. These bacteria have a complex cell envelope that comprises an outer membrane and an inner membrane that delimit the periplasm. The outer membrane contains various protein channels, called porins, which are involved in the influx of various compounds, including several classes of antibiotics. Bacterial adaptation to reduce influx through porins is an increasing problem worldwide that contributes, together with efflux systems, to the emergence and dissemination of antibiotic resistance. An exciting challenge is to decipher the genetic and molecular basis of membrane impermeability as a bacterial resistance mechanism. This Review outlines the bacterial response towards antibiotic stress on altered membrane permeability and discusses recent advances in molecular approaches that are improving our knowledge of the physico-chemical parameters that govern the translocation of antibiotics through porin channel

    Preliminary morphologic and molecular study of teh Entoloma rusticoides group (Agaricales - Basidiomycota)

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    Es presenta un estudi sobre el grup rusticoides del gènere Entoloma subgènere Claudopus a la Península Ibérica. L'anàlisi filogenètica, sobre la base de 48 seqüències d'ITS i 45 seqüències de LSU, entre les quals, les dels tipus de 8 dels tàxons analitzats, mostra una marcada diversitat genètica que concorda amb la notable variabilitat observada en aquest grup. D'acord amb aquest fet, es descriuen els següents nous tàxons: E. almeriense, E. graphitipes f. cystidiatum, E. halophilum, E. muscoalpinum i E. phaeocarpum. A més, es tipifiquen E. phaeocyathus i E. rusticoides. S'inclouen claus provisionals d'identificació. S'aporten descripcions macro i microscòpiques, dibuixos i fotografies de la majoria dels tàxons estudiats.A study of the Entoloma rusticoides-group (subgenus Claudopus) in the Iberian peninsula is presented. Phylogenetic inference, based on 48 nrITS and 45 28S nrLSU sequences, including those of 8 type specimens, revealed a high genetic diversity, in accordance with the observed morphological variability in this group. In addition new taxa are proposed to accomodate independent lineages (E. almeriense, E. graphitipes f. cystidiatum, E. halophilum, E. muscoalpinum and E. phaeocarpum) and the typification of E. phaeocyathus and E. rusticoides is proposed. Preliminary taxonomic keys are included to help identification. For most species macro and microscopic descriptions, drawings and photographs are presented
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