This paper studies an infinite horizon optimal tracking portfolio problem using capital injection in incomplete market models. The benchmark process is modelled by a geometric Brownian motion with zero drift driven by some unhedgeable risk. The relaxed tracking formulation is adopted where the fund …
Department of Electrical Engineering, Pennsylvania State University, University Park, PA 16802…
Translocation of a single stranded DNA through genetically engineered $α$-hemolysin channels with positively charged walls is studied. It is predicted that transport properties of such channels are dramatically different from neutral wild type $α$-hemolysin channel. We assume that the wall charges…
We study the ultrasensitivity of multisite binding processes where ligand molecules can bind to several binding sites, considering more particularly recent models involving complex chemical reactions in phosphorylation systems such as allosteric phosphorylation processes, or substrate-catalyst chain…
In 1968, Sorin Comorosan first reported a phenomenon wherein irradiation of the substrate of an enzyme reaction, in the crystalline state, for a specific number of seconds could lead to an enhanced aqueous solution reaction rate for the enzyme(up to 30%). Dependence on crystal irradiation time was f…
We show that the choice of the sign of the hopping matrix in our impurity band model for disordered III-V diluted magnetic semiconductors [PRL 87, 107293 (2000); cond-mat/0111045] is justified: with this choice, the impurity band is placed inside the gap and it has a mobility edge, as expected for a…
The equation of motion method (EOM) is one of the approximations to calculate transport coefficients of interacting electron systems. The method is known to be useful to examine high-temperature properties. However, sometimes a naive application of the EOM fails to capture an important physics at lo…
We comment on recent numerical experiments by G.Hed and E.Domany [cond-mat/0608535v2] on the quenched equilibrium state of the Edwards-Anderson spin glass model. The rigorous proof of overlap identities related to replica equivalence shows that the observed violations of those identities on finite s…
An inadequate approximation and its consequences as well as an incorrect statement made in cond-mat/0102150v2 are pointed out.…
Claims by Kroha and Zawadowski in cond-mat/0105026 on inadequate approximations and an incorrect statement in cond-mat/0102150 are shown to be based on oversimplified estimates and a false quotation.…