Suchergebnisse

In this paper, we analyse a market where the risky assets follow exponential additive processes, which can be viewed as time‐inhomogeneous generalizations of geometric Levy processes. In this market we show that, when an investor wants to maximize a CRRA utility function of his/her terminal wealth, his/her optimal strategy consists in keeping proportions of wealth in the risky assets which depend only on time but not on the current wealth level or on the prices of the risky assets. In the time‐homogeneous case, the optimal strategy is to keep constant proportions of wealth, a result already found by Kallsen which extends the classical Merton's result to this market. While the one‐dimensional case has been extensively treated and the multidimensional case has been treated only in the time‐homogeneous case Callegaro and Vargiolu (2009), Kallsen (2000), and Korn et al. (2003) to the authors' knowledge this is the first time that such results are obtained for exponential additive processes in the multidimensional case. We use these results to show that the optimal solution in the presence of jumps has the form of the analogous one without jumps but with the asset yields vector reduced by suitable quantities: in the one‐dimensional case, we extend a result by Benth et al. (2001). We conclude with four examples.

Introduction Intracranial pressure (ICP) monitoring is commonly used in neurocritical care patients with acute brain injury (ABI). Practice about indications and use of ICP monitoring in patients with ABI remains, however, highly variable in high-income countries, while data on ICP monitoring in low and middle-income countries are scarce or inconsistent. The aim of the SYNAPSE-ICU study is to describe current practices of ICP monitoring using a worldwide sample and to quantify practice variations in ICP monitoring and management in neurocritical care ABI patients. Methods and analysis The SYNAPSE-ICU study is a large international, prospective, observational cohort study. From March 2018 to March 2019, all patients fulfilling the following inclusion criteria will be recruited: age >18 years; diagnosis of ABI due to primary haemorrhagic stroke (subarachnoid haemorrhage or intracranial haemorrhage) or traumatic brain injury; Glasgow Coma Score (GCS) with no eye opening (Eyes response=1) and Motor score ≤5 (not following commands) at ICU admission, or neuro-worsening within the first 48 hours with no eye opening and a Motor score decreased to ≤5. Data related to clinical examination (GCS, pupil size and reactivity, Richmond Agitation-Sedation Scale score, neuroimaging) and to ICP interventions (Therapy Intensity Levels) will be recorded on admission, and at day 1, 3 and 7. The Glasgow Outcome Scale Extended (GOSE) will be collected at discharge from ICU and from hospital and at 6-month follow-up. The impact of ICP monitoring and ICP-driven therapy on GOSE will be analysed at both patient and ICU level. Ethics and dissemination The study has been approved by the Ethics Committee 'Brianza' at the Azienda Socio Sanitaria Territoriale (ASST)-Monza (approval date: 21 November 2017). Each National Coordinator will notify the relevant ethics committee, in compliance with the local legislation and rules. Data will be made available to the scientific community by means of abstracts submitted to the European Society of Intensive Care Medicine annual conference and by scientific reports and original articles submitted to peer-reviewed journals.

Intracranial pressure (ICP) monitoring is commonly used in neurocritical care patients with acute brain injury (ABI). Practice about indications and use of ICP monitoring in patients with ABI remains, however, highly variable in high-income countries, while data on ICP monitoring in low and middle-income countries are scarce or inconsistent. The aim of the SYNAPSE-ICU study is to describe current practices of ICP monitoring using a worldwide sample and to quantify practice variations in ICP monitoring and management in neurocritical care ABI patients. The SYNAPSE-ICU study is a large international, prospective, observational cohort study. From March 2018 to March 2019, all patients fulfilling the following inclusion criteria will be recruited: age >18 years; diagnosis of ABI due to primary haemorrhagic stroke (subarachnoid haemorrhage or intracranial haemorrhage) or traumatic brain injury; Glasgow Coma Score (GCS) with no eye opening (Eyes response=1) and Motor score ≤5 (not following commands) at ICU admission, or neuro-worsening within the first 48 hours with no eye opening and a Motor score decreased to ≤5. Data related to clinical examination (GCS, pupil size and reactivity, Richmond Agitation-Sedation Scale score, neuroimaging) and to ICP interventions (Therapy Intensity Levels) will be recorded on admission, and at day 1, 3 and 7. The Glasgow Outcome Scale Extended (GOSE) will be collected at discharge from ICU and from hospital and at 6-month follow-up. The impact of ICP monitoring and ICP-driven therapy on GOSE will be analysed at both patient and ICU level. The study has been approved by the Ethics Committee 'Brianza' at the Azienda Socio Sanitaria Territoriale (ASST)-Monza (approval date: 21 November 2017). Each National Coordinator will notify the relevant ethics committee, in compliance with the local legislation and rules. Data will be made available to the scientific community by means of abstracts submitted to the European Society of Intensive Care Medicine annual conference and by scientific ...