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Search Results: 1 - 10 of 1752 matches for " Volker Assing "
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The genus Calodera Mannerheim in Canada (Insecta, Coleoptera, Staphylinidae, Aleocharinae)
Volker Assing
ZooKeys , 2008, DOI: 10.3897/zookeys.2.6
Abstract: The Holarctic genus Calodera Mannerheim, 1830 is reported from Canada for the first time. Two species are identified. One of them is apparently undescribed; the other, C. parviceps (Casey, 1893) is redescribed and illustrated. A key to the North American representatives of the genus is provided.
On the Lathrobium fauna of the Emei Shan, Sichuan, China (Coleoptera, Staphylinidae, Paederinae)
Volker Assing,Zhong Peng,Mei-Jun Zhao
ZooKeys , 2013, DOI: 10.3897/zookeys.277.4671
Abstract: Six species of Lathrobium Gravenhorst, 1802 from the Emei Shan, Sichuan, are described and illustrated: L. iunctum Assing & Peng sp. n., L. coniunctum Assing & Peng sp. n., L. conexum Assing & Peng sp. n., L. ensigerum Assing & Peng sp. n., L. hastatum Assing & Peng sp. n., and L. bisinuatum Assing & Peng sp. n. Based on their primary and secondary sexual characters, they represent two distinct lineages, each of them comprising three species. A key to the species recorded from the Emei Shan is provided.
Diglotta mersa (Haliday) and Halobrecta flavipes Thomson, two new species for the Canadian fauna (Coleoptera, Staphylinidae, Aleocharinae)
Jan Klimaszewski,Reginald Webster,Volker Assing,Karine Savard
ZooKeys , 2008, DOI: 10.3897/zookeys.2.18
Abstract: Diglotta mersa (Haliday) of the Diglottini, a western Palaearctic species, is reported for the first time from the Atlantic coast of North America (Canada, New Brunswick, Dipper Harbour). It was found in fine gravel under small (10-15 cm diameter) rocks in the intertidal zone, approximately 2 m below the mean high tide mark. A description, and images of the external body, median lobe of aedeagus, spermatheca and terminal segments are provided. New distributional and bionomic data for Halobrecta flavipes Thomson, a coastal species of the Athetini Casey, are presented.
A resolvent-type method for estimating time integrals of quadratic fluctuations in weakly asymmetric exclusion
Sigurd Assing
Mathematics , 2011,
Abstract: We describe a resolvent-type method for estimating time integrals of time-dependent functionals of general right processes in equilibrium and apply this result in the case of weakly asymmetric one-dimensional simple exclusion showing a weak form of a replacement lemma for quadratic fluctuations.
A rigorous equation for the Cole-Hopf solution of the conservative KPZ equation
Sigurd Assing
Mathematics , 2011,
Abstract: A rigorous equation is stated and it is shown that the spatial derivative of the Cole-Hopf solution of the KPZ equation is a solution of this equation. The method of proof used to show that a process solves this equation is based on rather weak estimates so that this method has the advantage that it could be used to verify solutions of other highly singular SPDEs, too.
On the collapse of a wave function satisfying a damped driven non-linear Schr?dinger equation
Sigurd Assing,Astrid Hilbert
Physics , 2014,
Abstract: We show that a physically motivated trial solution of a damped driven non-linear Schr\"odinger equation does neither encounter collapse nor so-called pseudocollapse although the exponent of the non-linearity is critical. This result sheds new light on the accuracy of numerical solutions to this problem obtained in an earlier paper where the authors claim pseudocollapse of the trial solution when the variance of the driving noise is below a certain level.
On the spatial dynamics of the solution to the stochastic heat equation
Sigurd Assing,James Bichard
Mathematics , 2013,
Abstract: We consider the solution of $\partial_t u=\partial_x^2 u+\partial_x\partial_t B,\,(x,t)\in R\times(0,\infty)$, subject to $u(x,0)=0,\,x\in R$, where $B$ is a Brownian sheet. We show that $u$ also satisfies $\partial_x^2 u +[\,(-\partial_t^2)^{1/2}+\sqrt{2}\partial_x(-\partial_t^2)^{1/4}\,]\,u^a= \partial_x\partial_t{\tilde B}$ in $R\times(0,\infty)$ where $u^a$ stands for the extension of $u(x,t)$ to $(x,t)\in R^2$ which is antisymmetric in $t$ and $\tilde{B}$ is another Brownian sheet. The new SPDE allows us to prove the strong Markov property of the pair $(u,\partial_x u)$ when seen as a process indexed by $x\ge x_0$, $x_0$ fixed, taking values in a state space of functions in $t$. The method of proof is based on enlargement of filtration and we discuss how our method could be applied to other quasi-linear SPDEs.
On Trading American Put Options with Interactive Volatility
Sigurd Assing,Yufan Zhao
Quantitative Finance , 2014,
Abstract: We introduce a simple stochastic volatility model, which takes into account hitting times of the asset price, and study the optimal stopping problem corresponding to a put option whose time horizon (after the asset price hits a certain level) is exponentially distributed. We obtain explicit optimal stopping rules in various cases one of which is interestingly complex because of an unexpectedly disconnected continuation region. Finally, we discuss in detail how these stopping rules could be used for trading an American put when the trader expects a market drop in the near future.
CCR3, CCR5, CCR8 and CXCR3 expression in memory T helper cells from allergic rhinitis patients, asymptomatically sensitized and healthy individuals
Mille Holse, Kristian Assing, Lars K Poulsen
Clinical and Molecular Allergy , 2006, DOI: 10.1186/1476-7961-4-6
Abstract: Our aim was to compare the CCR3, CCR5, CCR8 and CXCR3 expression in memory Th cells from allergic, asymptomatically sensitized and healthy individuals.Peripheral blood mononuclear cells from 8 pollen allergic rhinitis patients, 10 asymptomatically sensitized and 10 healthy individuals were stimulated for 7 days with allergen or tetanus toxoid. CCR3, CCR5, CCR8, CXCR3, CD4 and CD45RO were detected by flow cytometry.No differences in chemokine receptor expression were observed between the three groups on day 0, and seven days of unstimulated culture did not change the expression. Both antigenic stimuli increased the chemokine receptor expression, tetanus toxoid being the most potent. No differences in percentage chemokine receptor positive memory Th cells were observed between the three groups on day 7. Only a change in MFI for CCR5 was significantly different between the three groups after allergen stimulation of the Th cells.We conclude that even though allergen and antigen induced increased chemokine receptor expression, no differences in profiles were identified in memory Th cells from patient groups with different atopic status.The prevalence of allergy is increasing in the westernized part of the world with estimates suggesting that 20–30% of the population is affected [1]. However, unlike the reaction of most IgE-sensitized individuals who upon re-exposure to the allergen develop symptoms due to activation and release of mediators from various immune cells, some individuals seem to exhibit an IgE positive phenotype without having any allergic symptoms. These individuals have been described in the literature as asymptomatically sensitized and are phenotypically considered to be a group between the allergic and the healthy individuals with an increased risk of developing allergy [2,3].The chemokines and their receptors play a pivotal role in leukocyte migration and chemotaxis. It is still controversial whether these receptors can function as phenotypic markers on
Monotonicity of the value function for a two-dimensional optimal stopping problem
Sigurd Assing,Saul Jacka,Adriana Ocejo
Mathematics , 2012, DOI: 10.1214/13-AAP956
Abstract: We consider a pair $(X,Y)$ of stochastic processes satisfying the equation $dX=a(X)Y\,dB$ driven by a Brownian motion and study the monotonicity and continuity in $y$ of the value function $v(x,y)=\sup_{\tau}E_{x,y}[e^{-q\tau}g(X_{\tau})]$, where the supremum is taken over stopping times with respect to the filtration generated by $(X,Y)$. Our results can successfully be applied to pricing American options where $X$ is the discounted price of an asset while $Y$ is given by a stochastic volatility model such as those proposed by Heston or Hull and White. The main method of proof is based on time-change and coupling.
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