Studying the Cognitive Involvement of Glia Using Stochastic Functional Microscopy

2016 ◽  
Vol 13 (2) ◽  
pp. 1-6
Author(s):  
Salvatore Spadaro
Keyword(s):  
Cognitive Involvement ◽  
Stochastic Functional

Entscheidungsprozesse beim Übersetzen: Routine und Reflexion bei Novizen und Berufsübersetzern

Fachsprache ◽  
2017 ◽  
Vol 32 (3-4) ◽  
pp. 100-121
Author(s):  
Friederike Prassl
Keyword(s):  
Decision Making ◽  
Success Rate ◽  
Knowledge Integration ◽  
Popular Science ◽  
Failure Rates ◽  
Science Text ◽  
Success Rates ◽  
Preliminary Results ◽  
Decision Making Processes ◽  
Cognitive Involvement

This article focuses on the decision-making processes involved in research and knowledge integration in translation processes. First, the relevance of decision taking intranslation is discussed. Second, the psychology of decision making as seen by Jungermann et al. (2005) is introduced, who propose a categorization of decision-making processes intofour types: “routinized”, “stereotype”, “reflected” and “constructed”. This classification is then applied to the translations by five professional translators and five novices of five segments occurring in a popular-science text. The analysis reveals that the decision-making types are distributed differently among students and professional translators, which also has to be seen against the background of whether the decisions made were successful or not. The preliminary results of this study show that students resort to reflected decisions in most cases, but with a low success rate. Professionals achieve a higher success rate when making reflected decisions. As expected, they also make more routinized decisions than students. The professionals’ success rates improve with increasing cognitive involvement, while their failure rates are relatively high when making routinized decisions, an aspect worthwhile considering in translation didactics.

Global attracting sets of neutral stochastic functional integro-differential equations driven by a fractional Brownian motion

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
A. Bakka ◽  
S. Hajji ◽  
D. Kiouach
Keyword(s):  
Hilbert Space ◽  
Fixed Point ◽  
Brownian Motion ◽  
Differential Equations ◽  
Fractional Brownian Motion ◽  
Sufficient Conditions ◽  
Integrodifferential Equations ◽  
Hurst Parameter ◽  
Fixed Point Principle ◽  
Stochastic Functional

Abstract By means of the Banach fixed point principle, we establish some sufficient conditions ensuring the existence of the global attracting sets of neutral stochastic functional integrodifferential equations with finite delay driven by a fractional Brownian motion (fBm) with Hurst parameter H ∈ ( 1 2 , 1 ) {H\in(\frac{1}{2},1)} in a Hilbert space.

scholarly journals Malformations of Cortical Development, Cognitive Involvementand Epilepsy: A Single Institution Experience in 19 Young Patients

Children ◽  
2021 ◽  
Vol 8 (8) ◽  
pp. 637
Author(s):  
Valeria Venti ◽  
Maria Chiara Consentino ◽  
Pierluigi Smilari ◽  
Filippo Greco ◽  
Claudia Francesca Oliva ◽  
...  
Keyword(s):  
Clinical Features ◽  
Cortical Development ◽  
Young Patients ◽  
Cortical Dysplasia ◽  
Drug Resistant ◽  
Malformations Of Cortical Development ◽  
Group Iii ◽  
Group I ◽  
Cognitive Involvement ◽  
Group Ii

Background. Malformations of cortical development (MCD) include a wide range of congenital disorders mostly causing severe cognitive dysfunction and epilepsy. Objective: to report on clinical features including cognitive involvement, epileptic seizures with response to antiseizure medications, comorbidities in young patients affected by MCD and followed in a single tertiary hospital. Patients and methods: A retrospective review of the medical records and magnetic resonance images (MRI) of 19 young patients with an age ranging between eight days and fifteen years affected by MCD and admitted to Pediatrics Department University of Catania, Italy from October 2009 and October 2020 were selected. Patients were distinguished in three groups following the Barcovich et al. 2012 classification for MCD: 4 (21%) in Group I; 8 (42%) in Group II; and, and 7 (37%) in Group III. Clinical features and MRI of the patients including cognitive involvement, epilepsy type and response to drugs treatment were analyzed. Results: In Group I, two patients showed cortical dysplasia and two dysembryoplastic neuroepithelial tumors plus focal cortical dysplasia; developmental delay/intellectual disability (DD/ID) was severe in one, moderate in one and absent in two; the type of seizures was in all the cases focal to bilateral tonic-clonic (FBTCs), and drug resistant was found in one case. In Group II, three patients showed neuronal hetero-topias and five had pachygyria-lissencephaly: DD/ID was severe in four, moderate in two, and absent in two; the type of seizure was focal (FS) in five, focal to bilateral tonic-clonic (FBTCs) in two, infantile spasms (IS) in one, and drug resistant was found in three. In Group III, six showed polymicrogyria and one schizencephaly: DD/ID was found severe in five, moderate in two, and the type of seizure was focal (FS) in five, FBTCS in two, and drug resistance was found in three.

A CONDITIONAL EQUITY RISK MODEL FOR REGULATORY ASSESSMENT

2018 ◽  
Vol 49 (1) ◽  
pp. 217-242
Author(s):  
A. Floryszczak ◽  
J. Lévy Véhel ◽  
M. Majri
Keyword(s):  
Risk Assessment ◽  
Risk Model ◽  
Capital Requirements ◽  
Market Failures ◽  
Equity Prices ◽  
Equity Risk ◽  
Solvency Capital ◽  
Functional Differential ◽  
Stochastic Functional

AbstractWe define and study in this work a simple model designed for managing long-term market risk of financial institutions with long-term commitments. It allows the assessment of solvency capital requirements and the allocation of risk budgets. This model allows one to avoid over-assessment of solvency capital requirements specifically after market disruptions. It relies on a dampener component in charge of refining risk assessment after market failures. Rather than aiming at a realistic and thus complex description of equity prices movements, this model concentrates on minimal features enabling accurate computation of capital requirements. It is defined both in a discrete and continuous fashion. In the latter case, we prove the existence, uniqueness and stability of the solution of the stochastic functional differential equation that specifies the model. One difficulty is that the proposed underlying stochastic process has neither stationary nor independent increments. We are however able to perform statistical analyses in view of its validation. Numerical experiments show that our model outperforms more elaborate ones of common use as far as medium-term (between 6 months and 5 years) risk assessment is concerned.

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