Influence of phytohormones on polar and hydrophobic parts of mixed phospholipid monolayers at water/air interface

Surface parameters--the limiting area, collapse pressure, and compressibility modulus for monolayers of phospholipids containing a determined hydrophobic part (16:0) but different polar parts (PPL) and a determined polar part (PC) but different fatty acids (HPL), characteristic of nonembryogenic (NE) and embryogenic (E) winter wheat calli--were evaluated at 15 degrees C. These parameters were dependent on the kind of hydrophilic group and the size of the hydrophobic part of phospholipids. In the case of PPL, higher values of Alim and picoll were noticed for NE phospholipids. In the case of HPL, lower Alim and higher picoll were detected for NE than for E monolayers. All investigated phospholipid systems stimulated the adsorption of phytohormones from the water subphase. The influence of phytohormones of anionic (IAA, 2-4-D), cationic (kinetin, zeatin), and nonionic character (zearalenone) was examined. It appeared that the surface activity of phytohormones depended strongly on the kind of tissue from which the phospholipid mixture was extracted and, in a lesser degree, on their charge. In PPL systems with a determined hydrophobic part (16:0), no great differences in phytohormone influence on NE and E monolayers were observed (except of IAA). The greatest phytohormone influence on NE monolayers in HPL systems was related to the structure of the hydrophobic part of phospholipids. IAA, the most active (with the highest Alim values) among the phytohormones examined, influenced both HPL and PPL monolayers. This indicated the interactions of IAA with polar groups of phospholipids. Phytohormones also changed the monolayer stability against collapse process and the direction of changes depended on the kind of tissue (embryogenic or nonembryogenic).     

Bayesian parameter inference for models of the Black and Scholes type

In this paper, we describe a general method for constructing the posterior distribution of the mean and volatility of the return of an asset satisfying dS=SdX for some simple models of X. Our framework takes as inputs the prior distributions of the parameters of the stochastic process followed by the underlying, as well as the likelihood function implied by the observed price history for the underlying. As an application of our framework, we compute the value at risk (VaR) and conditional VaR (CVaR) measures for the changes in the price of an option implied by the posterior distribution of the volatility of the underlying. The implied VaR and CVaR are more conservative than their classical counterpart, since it takes into account the estimation risk that arises due to parameter uncertainty. Copyright © 2008 John Wiley & Sons, Ltd.     

Integration of the boltzmann equation in the relaxation time approximation

We integrate by very simple means the Boltzmann equation in the relaxation time approximation. Our result improves on the solution previously found by Chambers, which does not take into account initial conditions.     

Linearized Boltzmann equations I: Representation of solutions

In this paper we obtain a probabilistic representation of the solutions of a linearized Boltzmann equation. By making use of dual Markov processes we extend Pinsky's results to the case where there is a gradient force field present.     

Stieltjes moment problem and fractional moments

Stieltjes moment problem is considered and a solution, consisting of the use of fractional moments, is proposed. More precisely, a determinate Stieltjes moment problem, whose corresponding Hamburger moment problem is determinate too, is investigated in the setup of Maximum Entropy. Condition number in entropy calculation is provided endowing both Stieltjes moment problem existence conditions and Hamburger moment problem determinacy conditions by a geometric meaning. Then the resorting to fractional moments is considered; numerical aspects are investigated and a stable algorithm for calculating fractional moments from integer moments is proposed.     

Probabilistic Approach to an Image Reconstruction Problem

This aim of this note is to present a probabilistic approach to an algebraic problem in image reconstruction. The role of probability theory is to identify the relevant variables that characterize the solutions, and to provide alternative variational methods of reconstruction.     

On the equivalence of some exact master equations

In this note we show the equivalence of two procedures for obtaining exact, convolutionless master equations.     

Determination of risk pricing measures from market prices of risk

A new insurance provider or a regulatory agency may be interested in determining a risk measure consistent with observed market prices of a collection of risks. Using a relationship between distorted coherent risk measures and spectral risk measures, we provide a method for reconstructing distortion functions from the observed prices of risk. The technique is based on an appropriate application of the method of maximum entropy in the mean, which builds upon the classical method of maximum entropy.     

Hausdorff moment problem and fractional moments

Hausdorff moment problem is considered and a solution, consisting of the use of fractional moments, is proposed. More precisely, in this work a stable algorithm to obtain centered moments from integer moments is found. The algorithm transforms a direct method into an iterative Jacobi method which converges in a finite number of steps, as the iteration Jacobi matrix has null spectral radius. The centered moments are needed to calculate fractional moments from integer moments. As an application few fractional moments are used to solve finite Hausdorff moment problem via maximum entropy technique. Fractional moments represent a remedy to ill-conditioning coming from an high number of integer moments involved in recovering procedure.