Search results for "G20"

Representation of solutions and large-time behavior for fully nonlocal diffusion equations

2017

Abstract We study the Cauchy problem for a nonlocal heat equation, which is of fractional order both in space and time. We prove four main theorems: (i) a representation formula for classical solutions, (ii) a quantitative decay rate at which the solution tends to the fundamental solution, (iii) optimal L 2 -decay of mild solutions in all dimensions, (iv) L 2 -decay of weak solutions via energy methods. The first result relies on a delicate analysis of the definition of classical solutions. After proving the representation formula we carefully analyze the integral representation to obtain the quantitative decay rates of (ii). Next we use Fourier analysis techniques to obtain the optimal dec…

POLYMERIC MICELLES BASED ON A PHOSPHOLIPID/ POLYASPARTAMIDIC COPOLYMER FOR BECLOMETHASONE DIPROPIONATE DELIVERY TO THE LUNGS

2010

A new algorithm for bit rate allocation in JPEG2000 tile encoding

2004

A new algorithm for allocating a given bit rate to different image tiles in the JPEG2000 encoding system is proposed. The algorithm outperforms other approaches commonly used in implementations. The new algorithm is suitable when information content is not equally distributed across the image. It is based on the computation of an index of the information content of each tile. To implement the proposed approach, we modified JasPer, a free software-based JPEG2000 coder implementation (Adams, M.D. and Kossentini, F., Proc. IEEE Int. Conf. on Image Process., vol.2, p.53-6, 2000). The experimentation was carried out on a subset of the JPEG2000 test images. Experimental results are reported, show…

Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets

2013

Spot prices in energy markets exhibit special features, such as price spikes, mean reversion, stochastic volatility, inverse leverage effect, and dependencies between the commodities. In this paper a multivariate stochastic volatility model is introduced which captures these features. The second-order structure and stationarity of the model are analyzed in detail. A simulation method for Monte Carlo generation of price paths is introduced and a numerical example is presented.

Varying-coefficient functional linear regression models

2008

This article considers a generalization of the functional linear regression in which an additional real variable influences smoothly the functional coefficient. We thus define a varying-coefficient regression model for functional data. We propose two estimators based, respectively, on conditional functional principal regression and on local penalized regression splines and prove their pointwise consistency. We check, with the prediction one day ahead of ozone concentration in the city of Toulouse, the ability of such nonlinear functional approaches to produce competitive estimations.

Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets

2013

In Benth and Vos (2013) we introduced a multivariate spot price model with stochastic volatility for energy markets which captures characteristic features, such as price spikes, mean reversion, stochastic volatility, and inverse leverage effect as well as dependencies between commodities. In this paper we derive the forward price dynamics based on our multivariate spot price model, providing a very flexible structure for the forward curves, including contango, backwardation, and hump shape. Moreover, a Fourier transform-based method to price options on the forward is described.

Zvaigžņotā Debess: 2007, Rudens

2007

Latvijas Zinātnes padome, Latvijas Universitāte

L'analyse de la monnaie et de la finance par David Hume : conventions, promesses, régulations

2008

De l’apport de David Hume a l’analyse economique, un aspect est generalement retenu : son approche presumee quantitative de la monnaie. Or, lorsqu’on resitue l’examen des relations monetaires et financieres a l’interieur de son corpus philosophique, il revele d’autres perspectives. Selon Hume, le processus de civilisation institue certaines fictions, qui permettent aux individus de forger un ordre symbolique. Dans une economie de marche, la distinction entre la monnaie – de nature conventionnelle – et les engagements financiers – assimiles a des promesses – est centrale. Alors que les conventions monetaires autorisent de multiples agencements, les engagements financiers doivent etre etroite…

Direct oral anticoagulant use in patients with thrombophilia, antiphospholipid syndrome or venous thrombosis of unusual sites: A narrative review.

2018

Direct oral anticoagulants (DOACs) are indicated in the treatment and prevention of venous thromboembolism (VTE). However, the use of DOACs in unusual VTE, including cerebral venous thrombosis (CVT) and splanchnic venous thrombosis (SVT), and in patients with biological thrombophilia including minor thrombophilia (Factor V Leiden and prothrombin G20210A), major innate thrombophilia (protein C and S deficiency, and antithrombin) and major acquired thrombophilia (antiphospholipid syndrome [APS]), remains controversial due to the paucity of available data. There are some reports of DOACs use in the initial treatment or long-term maintenance of patients with either CVT or SVT, but their efficac…

Comparación de las frecuencias de los alelos factor V Leiden (G1691A) y protrombina-G20210A entre pacientes con trombosis venosa profunda y población…

2006

Background: Factor V leiden and the -G20210A variant of prothrombin gene are associated to a higher risk of deep venous thrombosis. Aim: To assess the frequency of factor V Leiden (G1691A) and prothrombin -G20210A alleles in patients with deep venous thrombosis (DVT) and in the general population from Spain. Material and methods: Factor V Leiden (g1691a) and prothrombin-g20210a alleles were genotyped in 493 individuals from the Spanish general populations and in 131 patients with DVT. The presence of DVT was confirmed by phlebography. Allelic frequencies and the DVT risk associated with these variants were estimated. Results: Allelic frequencies for the factor V Leiden (G1691A) allele were …