Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps

We study the optimal stopping problem for dynamic risk measures represented by Backward Stochastic Differential Equations (BSDEs) with jumps and its relation with reflected BSDEs (RBSDEs). The financial position is given by an RCLL adapted process. We first state some properties of RBSDEs with jumps when the obstacle process is RCLL only. We then prove that the value function of the optimal stopping problem is characterized as the solution of an RBSDE. The existence of optimal stopping times is obtained when the obstacle is left-upper semi-continuous along stopping times. Finally, we investigate robust optimal stopping problems related to the case with model ambiguity and their links with mixed control/optimal stopping game problems. We prove that, under some hypothesis, the value function is equal to the solution of an RBSDE. We then study the existence of saddle points when the obstacle is left-upper semi-continuous along stopping times.     

The infrared and Raman spectra of ethylammonium hexafluorosilicate [C2H5NH3]2SiF6

The X-rays powder diffraction pattern of [C2H5NH3]2SiF6 was obtained and indexed on the basis of a hexagonal unit cell. The vibrational spectra (IR and Raman) of this compound were recorded and discussed in relation to the above-mentioned crystal structure. The vibrational spectra of the cations indicate that they are disordered and hydrogen bonded to the anions. On the opposite, the Raman spectrum of the anions could be interpreted in terms of ordered groups. The combination bands observed in the 2300-1800 cm(-1) spectral region in the IR spectrum indicate that this compound may contain C-NH3 groups.     

EXAFS and Raman studies of ion-ion and ion-water interactions in strong II-I electrolytic solutions

Summary EXAFS and Raman scattering data in ZnCl₂ aqueous solutions and in their mixture with LiCl, CaCl₂ and SrCl₂ are presented. The measurements, carried out at the PULS facility on the Zn and CaK-edges, allow us to define the local order around the absorber in these multi-component systems. The aqueous ZnCl₂ solutions exhibit inner-shell ion complexing with the formation of tetrahedral complexes about the Zn²⁺. In contrast, Li⁺, Ca²⁺ and Sr²⁺ cations prefer an inner-shell water complexation. In particular clear evidence exists that tetrahedral ZnCl ₄ ²⁻ units, which are the main cation-anion complexes in such solutions, become less and less interacting for increasing values of the ratioR between Cl⁻ and the Zn²⁺ ions. The Raman response confirms these structural hypotheses, indicating that the vibrational bands become more and more localized for values ofR higher than 2.

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Riassunto Vengono presentati e discussi risultati di EXAFS e scattering Raman in soluzioni acquose di ZnCl₂ ed in soluzioni miste di ZnCl₂ con LiCl, CaCl₂ e SrCl₂. Le misure EXAFS, effettuate mediante la facility PULS di Frascati (Italia), riguardano lo studio della struttura fine dello spettro di assorbimento sullo spigoloK dello zinco e del calcio. Le soluzioni acquose di ZnCl₂ mostrano effetti di complessazione intorno allo ione zinco con un ordine locale di tipo tetraedrico. In contrasto i cationi Li⁺, Ca²⁺ e Sr²⁺ preferiscono una complessazione con l’acqua, con la conseguente formazione di una sfera di idratazione primaria. In eccesso di ioni cloro, le unità tetraedriche tendono a diventare sempre piú isolate e gli ioni cloro non agiscono da ponte tra le varie unità. I relativi spettri Raman confermano queste ipotesi topologiche: viene osservato, in particolare, uno spostamento a piú alte frequenze della vibrazione Raman total-simmetrica, associato alle unità tetraedriche ZnCl ₄ ²⁻ , quando il rapportoR tra ioni zinco e ioni cloro è maggiore di due.

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Резюме Приводятся данные EXAFS и данные по рамановскому рассеянию в Zn Cl₂ водных растворах и в их смесях с LiCl, CaCl₂ и SrCl₂. Измерения, проведенные на аппаратуре PULS, на К-краяхцинка и кальция позволяют нам определить локалькый порядок около поглотителя в этих многокомпонентных системах. Водные растворы ZnCl₂ обнаруживают структуру с образованием тетраэдрических комплексов около Zn²⁺. В противоположность этому, катионы Li⁺, Ca²⁺ и Sr²⁺ предпочитают комплексообразование с участием воды. В частности, получено явное подтверждение, что тетраэдрические агрегаты ZnCl ₄ ²⁻ , которые представляют основные катион-анионные комплексы в таких растворах, становятся менее и менее взаимодействующими при увеличении величины отношенияR между ионами Cl⁻ и Zn²⁺. Рамановский отклик подтверждает эти структурные гипотезы, указывающие, что колебательные зоны становятся более и более локализованными для величинR, больших двух.

     

Chiral 3-aminopyrrolidines as a rigid diamino scaffold for organocatalysis and organometallic chemistry

Over 20 new and easily prepared diamines were screened for the asymmetric Morita–Baylis–Hillman reaction. Chiral non-racemic 3-(N,N-dimethylamino)-1-methylpyrrolidine was found to promote efficiently the reaction of methyl vinyl ketone and substituted benzaldehydes. Enantiomeric excesses up to 73% were reached with electron-deficient benzaldehyde derivatives. After a simple deprotonation, one of these diamines was transformed into a chiral mixed aggregate for the enantioselective synthesis of (R)-1-o-tolylethanol with 76% ee.     

Loading capacity of carrier ampholytes--based buffers in capillary electrophoresis

Narrow pH cuts of carrier ampholytes (CAs), originally designed for IEF, have been used as BGEs in CE. Their physicochemical properties, rather high buffering capacity and low conductivity, allow very efficient protein separations under high electric field strength. Due to their isoelectric properties, CA BGEs are expected to present a low ionic concentration and consequently a low loading capacity. In this study, we developed a simple method that allows the estimation of the loading capacity of a UV-absorbing BGE by CE. We first characterized in terms of loading capacity, classical ammediol-chromate UV-absorbing BGEs and a 10 mM histidine solution, a classical isoelectric buffer. Then, the loading capacity of four different CA-based BGEs has been assessed. Experimental results have shown that the CA-based buffers were presenting a rather high loading capacity, comparable to classical buffer ones and far higher than the one of the 10 mM histidine solution.     

Local order in fully deuterated liquid N-methylacetamide (C3D7NO) as studied by neutron diffraction and density-functional theory calculations

A structural investigation of fully deuterated liquid N-methylacetmide (NMAd7) is performed at 308 K and atmospheric pressure by using neutron diffraction together with density-functional theory (DFT). The analysis of experimental data yields the total structure factor SM(Q), the molecular form factor F1(Q), and the distinct pair correlation function gL(r). The DFT calculations are performed to study the relative stability of the two possible isomers (trans and cis) and to examine some possible clusters recently published that may describe the intermolecular arrangement in the liquid state. Neutron measurements can be interpreted in terms of trans linear trimer (T1) and cis cyclic trimer (T2) where the total number of hydrogen bonds is respectively equal to two and three. The theoretical structure factors obtained on the basis of intermolecular arrangements agree fairly well with the experimental one beyond Q = 2 A-1. All through the study, a comparison is made with complementary X-ray results.     

A strategy to identify specific biomarkers related to the effects of a PCDD/F mixture on the immune system of marine mammals

The cell lines chosen have demonstrated a positive response in terms of cell proliferation and associated modifications in proteins content, evaluated through DNA and proteins synthesis, at environmentally relevant dose of dioxins, brought by a typical environmental PCDD/F mixture. The response is time and species dependent. After completion of the identification of proteins affected by the intoxication, we will identify a set of specific proteins whose expression is correlated to the dioxin dose and submit the cell culture to the treatment with a single chemical as well as with mixtures. We hope that this will allow us to construct and validate a set of protein biomarkers of exposure to pollutants that will show a predictive aspect for unknown chemicals. The quantitative analysis of the set of biomarkers can then be a more specific bioassay and an alternative to physico-chemical or other already established bioanalytical methods for screening purposes.     

Biological agent inactivation in a flowing air stream by photocatalysis

The first decontamination of a flowing air stream polluted by bacteria, via room temperature non-germicidal UV photocatalysis on titania, leads to a simple and 99.1-99.8% efficient process.