Approximation of martingale couplings on the line in the adapted weak topology.

Our main result is to establish stability of martingale couplings: suppose that π is a martingale coupling with marginals µ , ν . Then, given approximating marginal measures µ ~ ≈ µ , ν ~ ≈ ν in convex order, we show that there exists an approximating martingale coupling π ~ ≈ π with marginals µ ~ , ν ~ . In mathematical finance, prices of European call/put option yield information on the marginal measures of the arbitrage free pricing measures. The above result asserts that small variations of call/put prices lead only to small variations on the level of arbitrage free pricing measures. While these facts have been anticipated for some time, the actual proof requires somewhat intricate stability results for the adapted Wasserstein distance. Notably the result has consequences for several related problems. Specifically, it is relevant for numerical approximations, it leads to a new proof of the monotonicity principle of martingale optimal transport and it implies stability of weak martingale optimal transport as well as optimal Skorokhod embedding. On the mathematical finance side this yields continuity of the robust pricing problem for exotic options and VIX options with respect to market data. These applications will be detailed in two companion papers.

Effect of zein additive on perfume evaporation.

OBJECTIVE: Zein is known to have filmogen properties. We wanted to show if a zein film containing eugenol (eugenol as model) would retain the fragrances, slow their evaporation and therefore produce a long-lasting perception of perfume. METHODS: We added corn zein to eugenol in a hydro-alcoholic solution to form a film in vitro and at the surface of the human skin. We have studied the trapping and release of eugenol from zein film by GC/MS. Also we labelled eugenol with deuterium to image specifically its distribution in the zein film using Secondary Ion Mass Spectrometry technique (NanoSIMS 50). Finally, we applied the zein/D-eugenol formulation onto skin to image the eugenol location on and in skin by SIMS (Secondary Ion Mass Spectrometry). RESULTS: We showed that eugenol evaporation from zein film can be divided in three periods. The first period (≤2 h) corresponds to the simultaneous solvent and eugenol evaporation occurring during film formation. The second period corresponds to the continuous and slow eugenol evaporation during a few hours (about 10 h) but not to its completion. The third period (at least up to 48 h) results from the trapping of eugenol in zein film. After 24 or 48 h, trapped eugenol can be released and evaporated under mechanical deformations of the film. Moreover we showed that zein addition does not favour the eugenol penetration into viable epidermis which may cause allergenic cutaneous reaction. CONCLUSION: The zein additive is safe to use, does not impact the olfactory perception, allows a better perception of the fragrance (long-lasting effect) in a more protective way and can be used in perfume.

Quantification of dissolved organic carbon at very low levels in natural ice samples by a UV-induced oxidation method.

The study of chemical impurities trapped in solid precipitation and accumulated in polar ice sheets and high-elevation, midlatitude cold glaciers over the last several hundreds of years provides a unique way to reconstruct our changing atmosphere from the preindustrial era to the present day. Numerous ice core studies of inorganic species have already evaluated the effects of growing anthropogenic emissions of SO(2) or NO(x) on the chemical composition of the atmosphere in various regions of the world. While it was recently shown that organic species dominate the atmospheric aerosol mass, the contribution of anthropogenic emissions to their budget remains poorly understood. The study of organics in ice is at the infancy stage, and it still is difficult to draw a consistent picture of the organic content of polar ice from sparse available data. A UV oxidation method and IR quantification of CO(2) was optimized to obtain measurements of dissolved organic carbon content as low as a few ppbC. Stringent working conditions were defined to prevent contamination during the cleaning of ice. Measurements in various ice cores corresponding to preindustrial times revealed dissolved organic carbon content of less than 10 ppbC in Antarctica and up to 75 ppbC in alpine ice.

Application of a data-processing model to determine the optimal sampling conditions for liquid phase trapping of atmospheric carbonyl compounds.

The reactivity of two fluorescent derivatization reagents, 2-diphenyl-1,3-indandione-1-hydrazone (DIH) and 2-aminooxy-N-[3-(5-dimethylamino-naphtalene-1-sulfonamino)-propyl]-acetamide (dansylacetamidooxyamine, DNSAOA), was studied towards selected atmospheric carbonyl compounds. The results were compared to those obtained using the 2,4-dinitrophenylhydrazine (2,4-DNPH) UV-vis reagent, a standard well-established technique used to detect atmospheric carbonyl compounds. The experimental rate constant were integrated into a data-processing model developed in the laboratory to simulate the trapping efficiencies of a mist chamber device as a function of temperature, reagent and solvent type among others. The results showed that in an aqueous solution, DNSAOA exhibits a higher reactivity towards carbonyl compounds without the addition of an acidic catalyst than 2,4-DNPH. It was observed that DNSAOA can trap efficiently water-soluble gaseous compounds (for example formaldehyde). However, because of a high initial contamination of the reagent caused by the synthesis procedure used in this work, DNSAOA cannot be used in high concentrations. As a result, very low trapping efficiencies of less reactive water-insoluble gaseous compounds (acetone) using DNSAOA are observed. However, the use of an organic solvent such as acetonitrile improved the trapping efficiencies of the carbonyl compounds. In this case, using DIH as the derivatization reagent (DNSAOA is not soluble in acetonitrile), trapping efficiencies greater than 95% were obtained, similar to 2,4-DNPH. Moreover, fluorescence associated with DIH derivatives (detection limits 3.33 x 10(-8)M and 1.72x10(-8)M for formaldehyde and acetone, respectively) is further advantage of this method for the determination of carbonyl compounds in complex matrix compared to the classical UV-vis detection method (detection limits 3.20 x 10(-8)M and 2.9 x 10(-8)M for formaldehyde and acetone, respectively).

Field comparison of particulate PAH measurements using a low-flow denuder device and conventional sampling systems.

Polyaromatic hydrocarbons (PAHs) are complex carbonaceous compounds emitted to the atmosphere by various combustion processes. Because the toxicity of many of them is now well recognized and documented, the determination of their atmospheric concentrations is of great interest to better understand and develop future atmospheric pollution control strategies. Hence, a common sampling protocol has to be defined to homogenize the results. With this goal in mind, field studies were carried out under different environmental conditions (74 samples) by simultaneously operating both a conventional sampler and a sampler equipped with a denuder tube upstream from the filter. The experimental results presented in this work show that the atmospheric particulate PAH concentrations are underestimated at least by a factor of 2 using a conventional sampler. The discrepancy between the two kinds of samplers used varied a lot from one compound to another and from one field campaign to another. This discrepancy may be explained by a simple degradation of particulate PAH in the natural atmosphere and on the filter. This is particularly worrisome because, based on the results presented in this work, the atmospheric PAH concentrations measured using conventional samplers not equipped with an ozone trap can underestimate the PAH concentration by more than 200%. This is especially true when the samples are collected in the vicinity of the point source of particulate PAHs and for highly reactive compounds such as benzo[a]pyrene.

[Primary non-small-cell lung cancer: analysis of 419 T1 (

T1 tumors have the best prognosis among primary non-small-cell lung cancers, basically because surgery is generally possible. Among 5.667 patients with primary lung cancer included in the KBP-2000-CPHG study, we examined the characteristics of 419 T1 tumors, i.e. 9.2% of the non-small-cell cancers. Compared with the group of patients with non-T1 tumors, patients with T1 tumors were younger (p=0.0007). They had an equivalent percentage of squamous-cell tumors but more adenocarcinomas (40.3% versus 35.5%, p=0.05). TNM staging showed that 27.6% of the T1 tumors were metastatic at diagnosis (stage IV) with 12.4% T1N0M1 nad 15.2% T1N1-3M1. For the M0 tumors, 52.2% were T1N0 (stage IA) and 20.1% were T1N1-3. Squamous-cell tumors were significantly more frequent among the T1M1 tumors (p=0.07). More than one quarter (27.6%) of the T1 tumors were in stage IV, pointing out the importance of the initial work-up. This findings suggests we should revisit strategies in order to take into account new diagnostic possibilities. Likewise for the therapeutic strategy. Combinations using chemotherapy, surgery and radiotherapy should be better defined for this group of tumors.

Usefulness of quantitative cultures of BAL fluid for diagnosing nosocomial pneumonia in ventilated patients.

STUDY OBJECTIVE: To evaluate the role of quantitative cultures of BAL for diagnosing nosocomial pneumonia in mechanically ventilated patients. DESIGN: Cohort study. SETTING: Medical ICU, Hôpital Bichat, Paris, France, an academic tertiary care center. PATIENTS: A total of 141 episodes of suspected lung infection in 84 consecutive patients mechanically ventilated for 48 h or more. MEASUREMENTS AND RESULTS: Microbiologic findings obtained using BAL were compared with those obtained with protected specimen brush (PSB) samples and their operating characteristics were determined. The level of qualitative agreement between BAL and PSB specimen cultures was high, with 83% of the organisms isolated in PSB specimens being recovered simultaneously from BAL fluid. In addition, the results of quantitative BAL and PSB cultures were significantly correlated (rho = 0.46, p < 0.0001). Fifty-seven cases of pneumonia were diagnosed based on the following criteria: PSB sample yielding > or = 10(3) cfu/mL of at least one microorganism and/or > or = 5% of cells containing intracellular bacteria on direct examination of BAL. The operating characteristics of BAL fluid cultures were determined using different ways to report the results and over a range of values. The discriminative value of 10(4) cfu/mL was found to be an optimal threshold, with a sensitivity of 82% (95% confidence interval [CI], 76 to 88) and a specificity of 84.5% (95% CI, 79 to 90). CONCLUSIONS: These results indicate that BAL fluid cultures can offer a sensitive and specific means to diagnose pneumonia in ventilated patients and may provide relevant information about the causative pathogens.

Assessment of the motor pathway to the diaphragm using cortical and cervical magnetic stimulation in the decision-making process of phrenic pacing.

BACKGROUND: Phrenic nerve pacing is a recognized substitute to positive pressure ventilation via tracheotomy in patients with high cervical cord lesions or central hypoventilation. Although its indications are infrequent, reliable strategies need to be used in the determinations of patients who may benefit from this treatment; contraindications should be carefully respected. STUDY OBJECTIVES: To determine whether modern and noninvasive means to study the motor pathway to the diaphragm, namely cortical magnetic stimulation (CxMS) and cervical magnetic stimulation (CMS), can contribute to the selection of patients who may benefit from phrenic pacing. DESIGN AND SETTING: Prospective study (18 months), on a consecutive basis, of patients referred for possible phrenic pacing to a 10-bed ICU associated with a respiratory neurophysiology laboratory. PATIENTS: Seven patients (high cervical cord injury, n = 5; central hypoventilation following neurosurgery, n = 1; idiopathic acquired central hypoventilation, n = 1). INTERVENTION, MEASUREMENTS, AND RESULTS: Electromyography of the diaphragm and transdiaphragmatic pressure were assessed in response to CxMS and CMS. In three cases, no interruption of the corticodiaphragmatic pathway was evidenced, the decision of pacing was postponed, and the patients eventually recovered a spontaneous breathing activity. In two cases, the diagnosis of irreversible peripheral phrenic dysfunction was reached and pacing was denied. In two cases, complete interruption of the corticodiaphragmatic pathway and integrity of peripheral conduction led to the decision of phrenic pacemaker implantation. CONCLUSION: CxMS and CMS can be used to refine the assessment of patients proposed for phrenic pacing. CxMS can possibly identify those in whom there is a possibility for eventual recovery, and therefore substantiate a decision to postpone the pacing.

Interactions between neutrophils and cytokines in blood and alveolar spaces during ARDS.

Although the pathogenesis of the acute respiratory distress syndrome (ARDS) is complex and poorly understood, several observations point to an important role of interactions between polymorphonuclear neutrophils (PMN) and cytokines in this process. We therefore studied certain parameters involved in PMN transendothelial migration (adhesion molecule expression and cytoskeletal organization) in patients with ARDS (n = 14) in comparison with other ventilated patients (n = 15). We found that in the basal state, both whole-blood PMN and alveolar PMN obtained by bronchoalveolar lavage (BAL) were activated, as shown by decreased L-selectin CD62L and increased beta 2 integrin CD11b expression, as well as decreased F-actin content. The degree of PMN activation increased with the degree of lung injury and with the levels of tumor necrosis factor-alpha (TNF-alpha), interleukin-6 (IL-6), and interleukin-8 (IL-8). Moreover, the capacity of ex vivo stimulation of alveolar PMN by a bacterial peptide was low in ARDS and could partly account for the high susceptibility of these patients to lung infection. Therefore, ARDS-associated lung injury could be caused, at least in part, by inappropriate adhesion and transendothelial migration of proinflammatory cytokine-primed PMN.

Role of quantitative cultures of endotracheal aspirates in the diagnosis of nosocomial pneumonia.

To assess the reliability of quantitative cultures of endotracheal aspirates (EA) to diagnose ventilator-associated pneumonia, fiberoptic bronchoscopy was used to study 57 episodes of suspected lung infection in 39 patients with no recent changes in antimicrobial chemotherapy. A total of 19 cases (33%) of pneumonia were diagnosed based on the following criteria: protected specimen brush (PBS) sampling yielding > or = 10(3) cfu/ml of at least one microorganism and/or > or = 5% of cells containing intracellular bacteria on direct examination of bronchoalveolar lavage (BAL). The operating characteristics of EA cultures were calculated over a range of cutoff values (from 10(3) to 10(7) cfu/ml), and the threshold of 10(6) cfu/ml appeared to be the most accurate, with a sensitivity of 68% and a specificity of 84%. Microorganisms cultured from EA samples correlated weakly with those obtained using PSB specimens (rho = 0.32), with only 49 microorganisms among 123 (40%) found in both samples. These latter results and the relatively low sensitivity of the technique indicate that EA quantitative cultures are of limited value for the diagnosis of pneumonia in ventilated patients when fiberoptic techniques are available.