Search results for "Delta"
showing 10 items of 471 documents
Option deltan laskeminen diskreetin Malliavin-laskennan avulla
2016
Tässä tutkielmassa esitellään tapa laskea diskreetti approksimaatio option deltalle. Approksimaatio saadaan diskreetin Malliavin-laskennan avulla ja tätä varten määritellään Malliavin-derivaatta sekä Skorohod-integraali sopivaan diskreettiin todennäköisyysavaruuteen. Tavoitteena on laskea eurooppalaisen osto-option ja binäärioption deltat. Ensimmäisessä luvussa esitellään oleellisimpia määritelmiä, esimerkkejä ja aputuloksia, joita tarvitaan esitiedoiksi myöhempiä lukuja varten. Luvun määritelmiin ja aputuloksiin ei kuitenkaan syvennytä sen enempää. Heti toisen luvun alussa määritellään todennäköisyysavaruus diskreettiä satunnaiskävelyä varten. Satunnaiskävelyä käytetään diskreetissä option…
Analytical Refinement of Sandwich Plate Bending Problem Considering Local Effects-I
1999
Analytic expressions for local flexural characteristics and stresses of sandwich panels under loading by point forces have been found. A discrete-layer model for bending of a three-layer panel with a soft filler is proposed. Contractility of a normal in the model is deduced in terms of a difference between deflections of face layers. The accountability of transverse shear in the filler and the sheets is deduced on piecewise rotation of the normal. Equations of the model having four degrees of displacement freedom are of twelfth order. The specific features of the stress from point forces in cylindrical bending are considered using the operational Laplace method with the generalized Dirac f…
A novel Stochastic Discretized Weak Estimator operating in non-stationary environments
2012
The task of designing estimators that are able to track time-varying distributions has found promising applications in many real-life problems. A particularly interesting family of distributions are the binomial/multiomial distributions. Existing approaches resort to sliding windows that track changes by discarding old observations. In this paper, we report a novel estimator referred to as the Stochastic Discretized Weak Estimator (SDWE), that is based on the principles of Learning Automata (LA). In brief, the estimator is able to estimate the parameters of a time varying binomial distribution using finite memory. The estimator tracks changes in the distribution by operating on a controlled…
Path integral solution handled by Fast Gauss Transform
2009
Abstract The path integral solution method is an effective tool for evaluating the response of non-linear systems under Normal White Noise, in terms of probability density function (PDF). In this paper it has been observed that, using short-time Gaussian approximation, the PDF at a given time instant is the Gauss Transform of the PDF at an earlier close time instant. Taking full advantage of the so-called Fast Gauss Transform a new integration method is proposed. In order to overcome some unsatisfactory trends of the classical Fast Gauss Transform, a new version termed as Symmetric Fast Gauss Transform is also proposed. Moreover, extensions to the two Fast Gauss Transform to MDOF systems ar…
Direct evaluation of jumps for nonlinear systems under external and multiplicative impulses
2015
In this paper the problem of the response evaluation of nonlinear systems under multiplicative impulsive input is treated. Such systems exhibit a jump at each impulse occurrence, whose value cannot be predicted through the classical differential calculus. In this context here the correct jump evaluation of nonlinear systems is obtained in closed form for two general classes of nonlinear multiplicative functions. Analysis has been performed to show the different typical behaviors of the response, which in some cases could diverge or converge to zero instantaneously, depending on the amplitude of the Dirac's delta.
The Mediterranean Coast of Andalusia (Spain): Medium-Term Evolution and Impacts of Coastal Structures
2019
This paper shows coastal evolution along the Andalusia Region (Spain) and the impacts on it of coastal structures. The study area was divided into 47 units to calculate the erosion/accretion/stability (or evolution) rates by using the DSAS extension of ArcGIS software. Evolution rates were divided into different classes from &ldquo
Characterization of Human γδ T Lymphocytes Infiltrating Primary Malignant Melanomas
2012
T lymphocytes are often induced naturally in melanoma patients and infiltrate tumors. Given that gamma delta T cells mediate antigen-specific killing of tumor cells, we studied the representation and the in vitro cytokine production and cytotoxic activity of tumor infiltrating gamma delta T cells from 74 patients with primary melanoma. We found that gamma delta T cells represent the major lymphocyte population infiltrating melanoma, and both V delta 1(+) and V delta 2(+) cells are involved. The majority of melanoma-infiltrating gamma delta cells showed effector memory and terminally-differentiated phenotypes and, accordingly, polyclonal gamma delta T cell lines obtained from tumor-infiltrat…
Skewed Differentiation of Circulating Vγ9Vδ2 T Lymphocytes in Melanoma and Impact on Clinical Outcome
2016
OBJECTIVE:The aim of this study was to evaluate over time circulating γδ T lymphocytes in melanoma patients in terms of frequency, effector functions, and relationship with clinical stage and evolution, by comparing preoperative values to those obtained at a mean follow-up of 36 months or in the event of recurrence or disease progression, and to those of healthy controls. Also, we correlated the presence of tumor-infiltrating γδ T lymphocytes with clinical evolution of melanoma. RESULTS:Mean frequencies of circulating γδ T cells before and after melanoma removal were very similar and comparable to healthy subjects, but patients who progressed to stage III or IV showed a significantly decrea…
Identification of novel peroxisome proliferator-activated receptor alpha (PPARalpha) target genes in mouse liver using cDNA microarray analysis.
2001
Peroxisome proliferators, which function as peroxisome proliferator-activated receptor-alpha (PPARalpha) agonists, are a group of structurally diverse nongenotoxic hepatocarcinogens including the fibrate class of hypolipidemic drugs that induce peroxisome proliferation in liver parenchymal cells. Sustained activation of PPARalpha by these agents leads to the development of liver tumors in rats and mice. To understand the molecular mechanisms responsible for the pleiotropic effects of these agents, we have utilized the cDNA microarray to generate a molecular portrait of gene expression in the liver of mice treated for 2 weeks with Wy-14,643, a potent peroxisome proliferator. PPARalpha activa…
Recombinant epidermolytic (exfoliative) toxin A of Staphylococcus aureus is not a superantigen
1992
The epidermolytic (exfoliative) toxins produced by Staphylococcus aureus cause epidermolysis and skin blistering. In addition, they have been implicated to belong to the group of T lymphocyte stimulating molecules known as "superantigens". Here we show that recombinant epidermolytic toxin A produced in S. aureus is not mitogenic for human and murine T lymphocytes. We discuss the possibility that minute contaminations of highly mitogenic exoproteins may cause the mitogenicity in several proteins that are reported to be superantigens.