We give a probabilistic representation of a one-dimensional diffusion, equation where the solution is discontinuous at 0 with a jump proportional to its flux. This kind of interface condition is usually seen as a semi-permeable barrier. For this, we use a process called here the snapping out Brownian motion, whose properties are studied. As this construction is motivated by applications, for ex...

In this paper, we consider a primal-dual interior point method for solving nonlinear semidefinite programming problems. By combining the primal barrier penalty function and the primal-dual barrier function, a new primal-dual merit function is proposed within the framework of the line search strategy. We show the global convergence property of our method.

The standard approach for single-sequence RNA secondary structure prediction uses a nearest-neighbor thermodynamic model with several thousand experimentally determined energy parameters. An attractive alternative is to use statistical approaches with parameters estimated from growing databases of structural RNAs. Good results have been reported for discriminative statistical methods using comp...

background: psychological and behavioral domains are important in coping with type ii diabetes. this study was conducted to assess supportive and coping obstacles in living with type ii diabetes among patients who visited hospitals affiliated to tehran university of medical sciences (tums). methods: this was a cross-sectional study with 600 subjects who participated in the study. data collectio...

Infants follow the gaze direction of others from the middle of the first year of life. In attempting to determine how infants understand the looking behavior of adults, a number of recent studies have blocked the adult's line of sight in some way (e.g. with a blindfold or with a barrier). In contrast, in the current studies an adult looked behind a barrier which blocked the child's line of sigh...

Barrier options are a widely used class of path-dependent derivative securities. These options either cease to exist or come into existence when some pre-specified asset price barrier is hit during the option’s life. Merton (1973) has derived a down-and-out call price by solving the corresponding partial differential equation with some boundary conditions. Reiner & Rubinstein (1991) published c...