• Title/Summary/Keyword: OU processes

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Random effect models for simple diffusions (단순 확산과정들에 대한 확률효과 모형)

  • Lee, Eun-Kyung;Lee, In Suk;Lee, Yoon Dong
    • The Korean Journal of Applied Statistics
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    • v.31 no.6
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    • pp.801-810
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    • 2018
  • Diffusion is a random process used to model financial and physical phenomena. When we construct statistical models for repeatedly observed diffusion processes, the idea of random effects needs to be considered. In this research, we introduce random parameters for an Ornstein-Uhlenbeck diffusion model and geometric Brownian motion diffusion model. In order to apply the maximum likelihood estimation method, we tried to build likelihoods in closed-forms, by assuming appropriate distributions for random effects. We applied the random effect models to data consisting of Dow Jones Industrial Average indices recorded daily over 27 years from 1991 to 2017.

A Brief Review of a Term Saddlepoint Approximation Method for Estimating Diffusion Processes (단일항 안장점근사법에 의한 확산모형의 추정)

  • Lee, Eun-Kyung;Lee, Yoon-Dong;Choi, Young-Soo
    • Communications for Statistical Applications and Methods
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    • v.17 no.3
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    • pp.367-376
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    • 2010
  • Recently various methods were suggested and reviewed for estimating diffusion processes. Out of suggested estimation method, we mainly concerns on the estimation method using saddlepoint approximation method, and we suggest a term saddlepoint approximation(ASP) method which is the simplest saddlepoint approximation method. We will show that ASP method provides fast estimator as much as Euler approximation method(EAM) in computing, and the estimator also has good statistical properties comparable to the maximum likelihood estimator(MLE). By simulation study we compare the properties of ASP estimator with MLE and EAM, for Ornstein-Uhlenbeck diffusion processes.

Mathematical Review on the Local Linearizing Method of Drift Coefficient (추세계수 국소선형근사법의 특성과 해석)

  • Yoon, Min;Choi, Young-Soo;Lee, Yoon-Dong
    • The Korean Journal of Applied Statistics
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    • v.21 no.5
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    • pp.801-811
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    • 2008
  • Modeling financial phenomena with diffusion processes is a commonly used methodology in the area of modern finance. Recently, various types of diffusion models have been suggested to explain the specific financial processes, and their related inference methodology have been also developed. In particular, likelihood methods for the efficient and accurate inference have been explored in various ways. In this paper, we review the mathematical properties of an approximated likelihood method, which is obtained by linearizing the drift coefficient of a diffusion process.

Low pH stress responsive transcriptome of seedling roots in wheat (Triticum aestivum L.)

  • Hu, Haiyan;He, Jie;Zhao, Junjie;Ou, Xingqi;Li, Hongmin;Ru, Zhengang
    • Genes and Genomics
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    • v.40 no.11
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    • pp.1199-1211
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    • 2018
  • Soil acidification is one of major problems limiting crop growth and especially becoming increasingly serious in China owing to excessive use of nitrogen fertilizer. Only the STOP1 of Arabidopsis was identified clearly sensitive to proton rhizotoxicity and the molecular mechanism for proton toxicity tolerance of plants is still poorly understood. The main objective of this study was to investigate the transcriptomic change in plants under the low pH stress. The low pH as a single factor was employed to induce the response of the wheat seedling roots. Wheat cDNA microarray was used to identify differentially expressed genes (DEGs). A total of 1057 DEGs were identified, of which 761 genes were up-regulated and 296 were down-regulated. The greater percentage of up-regulated genes involved in developmental processes, immune system processes, multi-organism processes, positive regulation of biological processes and metabolic processes of the biological processes. The more proportion of down-regulation genes belong to the molecular function category including transporter activity, antioxidant activity and molecular transducer activity and to the extracellular region of the cellular components category. Moreover, most genes among 41 genes involved in ion binding, 17 WAKY transcription factor genes and 17 genes related to transport activity were up-regulated. KEGG analysis showed that the jasmonate signal transduction and flavonoid biosynthesis might play important roles in response to the low pH stress in wheat seedling roots. Based on the data, it is can be deduced that WRKY transcription factors might play a critical role in the transcriptional regulation, and the alkalifying of the rhizosphere might be the earliest response process to low pH stress in wheat seedling roots. These results provide a basis to reveal the molecular mechanism of proton toxicity tolerance in plants.

Comparative Studies on Soot Oxidation by Nitrogen Dioxide and Ozone

  • Purushothama, C.;Chen, Xin-Hong;Li, Ming-Wei;Chae, Jae-Ou;Sim, Ju-Hyen
    • 한국연소학회:학술대회논문집
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    • 2006.10a
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    • pp.117-121
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    • 2006
  • Non-thermal plasma technology has many applications in various areas. One of the applications is regenerating diesel particulate filter (DPF). DPF is a widely applied device to control the particulate emission of diesel engines. But it needs periodic removal of clogged soot for the smooth running of engine. Conventional high-temperature removal processes easily leads to the breakage of DPF. Herein, low-temperature plasma formed in a dielectric barrier discharge (DBD) reactor was used to form active oxidants such as ozone and nitrogen dioxide. Experimentally, the effects of discharge power and frequency on the performance of DBD reactor were studied. Two oxidants, $O_3$ and $NO_2$, were synthesized and used for incinerating soot in the used DPF. Performances of the two oxidants on the reduction of soot were compared, and it was found that $NO_2$ is more effective than $O_3$ for getting rid of soot

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Stable Microbial Community and Specific Beneficial Taxa Associated with Natural Healthy Banana Rhizosphere

  • Fu, Lin;Ou, Yannan;Shen, Zongzhuan;Wang, Beibei;Li, Rong;Shen, Qirong
    • Journal of Microbiology and Biotechnology
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    • v.29 no.10
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    • pp.1624-1628
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    • 2019
  • Banana planting altered microbial communities and induced the enrichment of Fusarium oxysporum in rhizosphere compared with that of forest soil. Diseased plant rhizosphere soil (WR) harbored increased pathogen abundance and showed distinct microbial structures from healthy plant rhizosphere soil (HR). The enriched taxon of Bordetella and key taxon of Chaetomium together with some other taxa showed negative associations with pathogen in HR, indicating their importance in pathogen inhibition. Furthermore, a more stable microbiota was observed in HR than in WR. Taken together, the lower pathogen abundance, specific beneficial microbial taxa and stable microbiota contributed to disease suppression.

Fire and Explosion Hazards and Safety Management Measures of Waste Plastic-to-Pyrolysis Oil Conversion Process (폐플라스틱 열분해 유화 공정의 화재·폭발 위험성 및 안전관리 방안)

  • Dong-Hyun Seo;Yi-Rac Choi;Jin-Ho Lim;Ou-Sup Han
    • New & Renewable Energy
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    • v.19 no.3
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    • pp.22-33
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    • 2023
  • The number of fire and explosion accidents caused by pyrolysis oil and gas at waste plastic pyrolysis plants is increasing, but accident status and safety conditions have not been clearly identified. Therefore, the aim of the study was to identify the risks of the waste plastic pyrolysis process and suggest appropriate safety management measures. We collected information on 19 cases of fire and explosion accidents that occurred between 2010 and 2021 at 26 waste plastic pyrolysis plants using the Korea Occupational Safety and Health Agency (KOSHA) database and media reports. The mechanical, managerial, personnel-related, and environmental problems within a plant and problems related to government agencies and the design, manufacturing, and installation companies involved with pyrolysis equipment were analyzed using the 4Ms of Machines, Management, Man, and Media, as well as the System-Theoretic Accident Model and Processes (STAMP) methodology for seven accident cases with accident investigation reports. Study findings indicate the need for establishing legal and institutional support measures for waste plastic pyrolysis plants in order to prevent fire and explosion accidents in the pyrolysis process. In addition, ensuring safety from the design and manufacturing stages of facilities is essential, as are measures that ensure systematic operations after the installation of safety devices.

Potential Mechanisms of Benzyl Isothiocyanate Suppression of Invasion and Angiogenesis by the U87MG Human Glioma Cell Line

  • Zhu, Yu;Zhang, Ling;Zhang, Guo-Dong;Wang, Hong-Ou;Liu, Ming-Yan;Jiang, Yuan;Qi, Li-Sha;Li, Qi;Yang, Ping
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.19
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    • pp.8225-8228
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    • 2014
  • Glioma is one of the most common tumors in China and chemotherapy is critical for its treatment. Recent studies showed that benzyl isothiocyanate (BITC) could inhibit the growth of glioma cells, but the mechanisms are not fully understood. This study explored the inhibitory effect of BITC on invasion and angiogenesis of U87MG human glioma cells in vitro and in vivo, as well as potential mechanisms. It was found that BITC could inhibit invasion and angiogenesis of human glioma U87MG cells by inducing cell cycle arrest at phase G2/M. It also was demonstrated that BITC decreased expression of cyclin B1, p21, MMP-2/9, VE-cadherin, CD44, CXCR4 and MTH1, the activity of the telomerase and $PKC{\zeta}$ pathway. Microarray analysis was thus useful to explore the potential target genes related to tumorigenic processes. BITC may play important roles in the inhibition of invasion and angiogenesis of human glioma cells.