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This Article is brought to you for free and open access by the Ocean, Earth & Atmospheric Sciences at ODU Digital Commons. It has been accepted for inclusion in OEAS Faculty Publications by an authorized administrator of ODU Digital Commons. For more information, please contact [email protected]. Repository Citation Tang, Jianwu; Whittecar, G. Richard; Johannesson, Karen H.; and Daniels, W...

We consider a system of fully coupled forward-backward stochastic differential equations. First we generalize the results of Pardoux-Tang [7] concerning the regularity of the solutions with respect to initial conditions. Then, we prove that in some particular cases this system leads to a probabilistic representation of solutions of a second-order PDE whose second order coefficients depend on th...

The compound herbal medicine Wu-chu-yu-tang is used for the treatment of migraine and vomiting accompanying a cold. To assess the interactions of herb and drug metabolism, effects of Wu-chu-yu-tang on hepatic and renal cytochrome P450 (CYP), UDP-glucuronosyl transferase (UGT) and glutathione S-transferase (GST) were studied in C57BL/6J mice. Treatment of mice with 5 g/kg per day Wu-chu-yu-tang ...

Fifteen new species of cynipid inquilines, Saphonecrus chinensis Tang & Schwéger, S. gilvus Melika & Schwéger, S. globosus Schwéger & Tang, S. leleyi Melika & Schwéger, S. lithocarpii Schwéger & Melika, S. longinuxi Schwéger & Melika, S. morii Schwéger & Tang, S. nantoui Tang, Schwéger & Melika, S. nichollsi Schwéger & Melika, S. pachylomai Schwéger, Tang & Melika, S. robustus Schwéger & Melika...

A homogeneous set is a non-trivial module of a graph, i.e., a non-unitary, proper subset H of a graph’s vertices such that all vertices in H have the same neighbors outside H . Given two graphs G1(V ,E1), G2(V ,E2), the Homogeneous Set Sandwich Problem asks whether there exists a sandwich graph GS(V,ES), E1 ⊆ES ⊆E2, which has a homogeneous set. Recently, Tang et al. [Inform. Process. Lett. 77 (...

Fama and French (1992) show conclusively that the relationship between cross-sectional stock return and beta is flat. Following Fama and French’s cross-sectional framework but allowing for up and down market conditions, Pettengill et al.’s (1995) constant-beta model and Howton and Peterson’s (1998) dual-beta model both find that beta is significantly positive (negative) in the up (down) markets...

This paper establishes some asymptotic results for both finite and ultimate ruin probabilities in a discrete time risk model with constant interest rates, and individual net losses in R−α, the class of regular variation with index α > 0. The individual net losses are allowed to be generally dependent while they have zero index of upper tail dependence, so that our results partially generalize t...