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Preface for recent advances in forward performance processes

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Probability, Uncertainty and Quantitative Risk 2024年第1期9卷 1-12页

作者： marek Musiela 8 Chuter Street McMahons Point2060 NSWSydneyAustralia

*** Forward performance measurement concept was developed in the context of *** idea grew out of desire to propose a framework for investment performance measurement which can run in parallel to another very important idea of modern finance,namely,arbitrage free valuation of *** may say that the two areas,namely investment and valuation,have little to do with one ***,in our minds,there were many fundamentally important common ingredients to build *** of us,the author of this preface,worked before on problems related to arbitrage free *** other,Thaleia Zariphopoulou,worked on questions related to optimization and ***,between the two of us we had a complementary and relevant set of skills to develop the said idea.

关键词： finance investment performance

The Generalized Stackelberg Equilibrium of the Two-Person Stopping Game

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Journal of the Operations Research Society of China 2024年第1期12卷 155-168页

作者： marek Skarupski Krzysztof J.Szajowski Faculty of Pure and Applied Mathematics Wroclaw University of Science and Technology50-370WrocƚawDolonoslaskiePoland

In modeling the bilateral selection of states of the process,Dynkin(Dokl Akad Nauk USSR 185:241–288,1969)proposed a two-person game in which players use stopping moments as *** purpose of this work is to present a model of the game in which the players have different information about the process itself,as well as various laws to stop the process and accept its *** game model uses the stochastic process apparatus,in particular,the ability to create different filters for the same *** sets of stopping moments based on different filters are not identical,which allows us to model different sets of strategies for *** show that the follower,by observing the behavior of a rational leader,can recover information that is lost due to the lack of complete observation of the state of the *** the competition of two opponents for the maximum of the ***,one of whom has access to full information and the other only knows their relative ranks,we found the generalized Stackelberg *** the priority of a player observing the relative ranks is less than 50%,then that player modifies his strategy based on the behavior of the second *** a player with full information,information about the behavior of the player observing the relative ranks is useless.

关键词： No-zero-sum game Optional stopping Equilibrium Filtration

Differential roles of seed and sprout regeneration in forest diversity and productivity after disturbance

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Forest Ecosystems 2024年第3期11卷 371-380页

作者： marek Mejstrík Martin Svatek Martina Pollastrini Martin Sramek Radim Matula Department of Forest Ecology Faculty of Forestry and Wood SciencesCzech University of Life Sciences PragueKamýcka 12916500PragueCzech Republic Department of Forest Botany Dendrology and GeobiocoenologyFaculty of Forestry and Wood TechnologyMendel University in BrnoZemedelska 361300BrnoCzech Republic Department of Agriculture FoodEnvironment and ForestryUniversity of FirenzePiazzale Delle Cascine 2850144FirenzeItaly

Natural regeneration after disturbances is a key phase of forest development,which determines the trajectory of successional changes in tree species composition and *** trees can originate from either seeds or sprouts produced by disturbed trees with sprouting *** both regeneration strategies often develop and co-occur after a disturbance,they tend to affect forest development differently due to significant functional ***,the origin of tree regeneration is rarely distinguished in post-disturbance forest surveys and ecological studies,and the differential roles of seed and sprout regeneration in forest productivity and diversity remain poorly *** address these research gaps,we explored the role of sprout and seed regeneration in the formation of woody species diversity and above-ground biomass(AGB)productivity in early-stage forest *** were collected in two experimental forest stands in the Czech Republic,where trees were cut with varying intensities with the density of residual(uncut)trees ranging from 0 to 275 trees per *** trees were mapped and their sizes were measured before cutting and then,either as a stump with sprouts or a residual tree,remeasured 11 years *** addition,all tree saplings were mapped and measured 11 years after logging,and their origin(sprout or seed)was *** assess abundances and productivity,we estimated AGB of all2,685 sprouting stumps of 19 woody species and 504 generative(i.e.,seed origin)individuals of 16 woody species,using allometric ***-effects models were used to analyze the effects of each regeneration strategy on woody species diversity and the total AGB under varying densities of residual *** multidimensional scaling was used to evaluate the effect of regeneration strategies on species *** and diversity of sprouts were significantly higher than those of seed *** formed on average97.1%of

关键词： Resprouting Seeding Residual trees Tree diversity Above-ground biomass

Early response of understory vegetation to the mass dieback of Norway spruce in the European lowland temperate forest

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Forest Ecosystems 2024年第2期11卷 214-225页

作者： Jan marek Matuszkiewicz Andrzej N.Affek Piotr Zaniewski Ewa Kołaczkowska Faculty of Geography and Regional Studies University of WarsawPoland Institute of Geography and Spatial Organization Polish Academy of SciencesPoland Institute of Forest Sciences Warsaw University of Life SciencesPoland

Spruce-dominated forests are commonly exposed to disturbances associated with mass occurrences of bark *** dieback of trees triggers many physical and chemical processes in the ecosystem resulting in rapid changes in the vegetation of the lower forest *** aimed to determine the response of non-tree understory vegetation to the mass dieback of Norway spruce(Picea abies)in the first years after the disturbance caused by the European spruce bark beetle(Ips typographus)*** study area was the Białowieża Biosphere Reserve covering the Polish part of the emblematic Białowieża Forest,in total 597km^(2).The main data source comprised 3,900 phytosociological relevés(combined spring and summer campaigns)collected from 1,300 systematically distributed forest sites in 2016–2018–the peak years of the bark beetle *** found that the understory responded immediately to mass spruce dieback,with the most pronounced changes observed in the year of the disturbance and the subsequent ***-tolerant forest species declined in the initial years following the mass spruce dieback,while hemicryptophytes,therophytes,light-demanding species associated with non-forest seminatural communities,as well as water-demanding forest species,*** acetosella,the most common understory species in the Białowieża Forest,showed a distinct fluctuation pattern,with strong short-term expansion right after spruce dieback,followed by a gradual decline over the next 3–4 years to a cover level 5 percentage points lower than before the ***,our study revealed that mass spruce dieback selectively affects individual herb species,and their responses can be directional and non-directional(fluctuation).Furthermore,we demonstrated that the mass dieback of spruce temporarily increases plant species diversity(α-diversity).

关键词： Forest disturbance Bark beetle outbreak Picea abies Ips typographus Response of understory vegetation Herbaceous species Biaowieza Forest

Theoretical investigation of electron-impact ionization of W8+ion

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Chinese Physics B 2024年第3期33卷 341-349页

作者：张世平张芳军张登红丁晓彬蒋军颉录有马玉龙李麦娟 marek Sikorski 董晨钟 Key Laboratory of Atomic and Molecular Physics & Functional Materials of Gansu Province College of Physics and Electronic EngineeringNorthwest Normal UniversityLanzhou 730070China

The electron-impact single ionization cross section for W8+ion has been calculated using flexible atomic code,employing the level-to-level distorted-wave *** calculations takes into account contributions form both direct ionization(DI)and excitation autoionization(EA).However,the theoretical predictions,based solely on the ground state,tends to underestimate the experimental *** discrepancy can be mitigated by incorporation contributions from excited *** extended the theoretical analysis,including the contributions from the long-lived metastable states with lifetimes exceeding 1.5×10-5 *** employed two statistical models to predict the fraction of ground state ions in the parent ion *** a 79%fraction of parent ions in ground configuration,the experiment measurements align with the *** we derived the theoretical cross-section for the ground state as correlated plasma rate coefficients,and compared it with existing *** the uncertainty in our calculations,our results are still acceptable.

关键词： tungsten ions electron-impact ionization cross section

The Economic Demands on the Method of Founding a Passive Brick House on Foamed Glass Granulate

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Journal of Civil Engineering and Architecture 2024年第5期18卷 218-222页

作者： marek Jašek Faculty of Civil Engineering VSB-TU of OstravaOstrava 70800Czech Republic

The cost of acquisition of a passive house is a little higher than that of a conventional *** design of a passive house should include not only thermal protection and stability of the construction,but it must also take into account the price demands on each of the proposed structures and solution of *** paper deals with the financial comparison of the traditional method of a foundation on the foundation strips of plain concrete and the modern method of founding a passive house as brick construction on the reinforced concrete slab base with a compact subsoil layer of thermal insulation in the form of granules of foamed glass.

关键词： Passive house financial comparison granules of foamed glass

Endoscopic pancreatogastric anastomosis in the treatment of symptoms associated with inflammatory diseases of the pancreas

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World Journal of Gastrointestinal Endoscopy 2024年第7期16卷 406-412页

作者： Mateusz Jagielski Eryk Bella marek Jackowski Department of General Gastroenterological and Oncological SurgeryNicolaus Copernicus UniversityToruń87-100Poland

BACKGROUND The outflow of pancreatic juice into the duodenum is often impaired in pancreatic inflammatory *** basis of interventional treatment in these cases is anatomical transpapillary access of the main pancreatic duct during endoscopic retrograde cholangiopancreatography(ERCP),which ensures the physiological outflow of pancreatic juice into the lumen of the digestive ***,in some patients,anatomical changes prevent transpapillary drainage of the main pancreatic *** is the treatment of choice in such *** To evaluate the effectiveness and safety of endoscopic pancreaticogastrostomy under endoscopic ultrasound(EUS)*** Retrospective analysis of treatment outcomes of all patients with acute or chronic pancreatitis who underwent endoscopic pancreatogastric anastomosis under EUS guidance in 2018-2023 at the Department of General,Gastroenterological and Oncological Surgery,Ludwik Rydygier Collegium Medicum in Bydgoszcz,Nicolaus Copernicus University in Toruń,*** In 9 patients[7 men,2 women;mean age 53.45(36-66)years],endoscopic pancreatogastric anastomosis under EUS guidance was performed because of the lack of transpapillary access during *** of the main pancreatic duct at the head of the pancreas was observed in 4/9 patients(44.44%).Pancreatic fragmentation(disconnected pancreatic duct syndrome)was diagnosed in 3/9 patients(33.33%).In 2/9 patients(22.22%),narrowing of the pancreatoenteric anastomosis was observed after *** success of endoscopic pancreaticogastrostomy was observed in 8/9 patients(88.89%).Endotherapeutic complications were observed in 2/9 patients(22.22%).Clinical success was achieved in 8/9 patients(88.89%).The mean follow-up period was 451(42-988)***-term success of endoscopic pancreatogastric anastomosis was achieved in 7/9 patients(77.78%).CONCLUSION Endoscopic pancreaticogastrostomy under EUS guidance is an effective and safe treatment method,espec

关键词： Pancreaticogastrostomy Chronic pancreatitis Acute pancreatitis Disconnected pancreatic duct syndrome Endotherapy

Penalization schemes for BSDEs and reflected BSDEs with generalized driver

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Probability, Uncertainty and Quantitative Risk 2024年第3期9卷 301-338页

作者： Libo Li Ruyi Liu marek Rutkowski School of Mathematics and Statistics University of New South WalesSydneyNSW 2052Australia School of Mathematics and Statistics University of SydneySydneyNSW 2006Australia Faculty of Mathematics and Information Science Warsaw University of Technology00-661 WarszawaPoland

The paper is directly motivated by the pricing of vulnerable European and American options in a general hazard process setup and a related study of the corresponding pre-default backward stochastic differential equations(BSDE)and pre-default reflected backward stochastic differential equations(RBSDE).The goal of this work is ***,we aim to establish the well-posedness results and comparison theorems for a generalized BSDE and a reflected generalized BSDE with a continuous and nondecreasing driver ***,we study penalization schemes for a generalized BSDE and a reflected generalized BSDE in which we penalize against the driver in order to obtain in the limit either a constrained optimal stopping problem or a constrained Dynkin game in which the set of minimizer's admissible exercise times is constrained to the right support of the measure generated by A.

关键词： Generalized BSDEs Reflected generalized BSDEs Penalization scheme Constrained optimal stopping Constrained Dynkin game

Sustaining forest biodiversity:Exploring the effect of long-term natural disturbance dynamics on contemporary lichen communities in primary forest ecosystems

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Forest Ecosystems 2024年第4期11卷 556-567页

作者： Rhiannon Gloor marek Svitok Martin Mikolas Jenyk Hofmeister Josef Halda Pavel Janda Francesco Maria Sabatini Lucie Zemanova Arne Buechling Daniel Kozak Matej Ferencik Michal Frankovic Martin Dusatko Miroslav Svoboda Department of Forest Ecology Faculty of Forestry and Wood SciencesCzech University of Life Sciences PragueKamycka 129Praha 6–Suchdol16500Czech Republic Faculty of Ecology and Environmental Sciences Technical University in ZvolenT.G.Masaryka 2496001ZvolenSlovakia Institute of Botany Plant Science and Biodiversity CenterSlovak Academy of SciencesDúbravska cesta 984523BratislavaSlovakia PRALES Odtrnovie 56301322RosinaSlovakia Faculty of Science University of Hradec KraloveHradecka 1285Hradec KraloveⅢ50003Czech Republic BIOME–Biogeography and Macroecology Department of BiologicalGeological and Environmental Sciences(BIGEA)Alma Mater Studiorum-University of Bolognavia Irnerio 42BolognaItaly

In this era of biodiversity loss and climate change,quantifying the impacts of natural disturbance on forest communities is imperative to improve biodiversity conservation *** and epixylic lichens are effective forest quality bioindicators,as they are generally long-lived organisms supported by continuity of specific forest structures and their associated microclimatic ***,how lichen communities respond to the effects of fluctuating historical disturbances remains *** a dendrochronological approach,this study investigates how natural disturbance dynamics indirectly influence various lichen community metrics in some of Europe's best-preserved primary mixed-beech *** modelling revealed that natural historical disturbance processes have decades-long effects on forest structural attributes,which had both congruent and divergent impacts on lichen community richness and *** species richness indirectly benefited from both historical and recent higher-severity disturbances via increased standing dead tree basal area and canopy openness respectively-likely through the presence of both pioneer and late-successional species associated with these ***-listed species richness showed a dependence on habitat continuity(old trees),and increased with disturbance-related structures(standing dead trees)whilst simultaneously benefiting from periods without severe disturbance events(old trees and reduced deadwood volume).However,if the disturbance occurred over a century in the past,no substantial effect on forest structure was ***,while disturbance-mediated forest structures can promote overall richness,threatened species appear vulnerable to more severe disturbance events-a concern,as disturbances are predicted to intensify with climate ***,the high number of threatened species found reinforce the critical role of primary forest structural attributes for biodiversity ***

关键词： Mixed-beech forests Species richness Old-growth forests Carpathian mountains Biodiversity conservation Dendroecology Fagus sylvatica