One of the central themes of biology is to understand how individual cells achieve a high fidelity in gene expression. Each cell needs to ensure accurate protein levels for its proper functioning and its capability to proliferate. Therefore, complex regulatory mechanisms have evolved in order to render the expression of each gene dependent on the expression level of (all) other genes. Regulation can occur at different stages within the framework of the central dogma of molecular biology. One very effective and relatively direct mechanism concerns the regulation of the stability of mRNAs. All organisms have evolved diverse and powerful mechanisms to achieve this. In order to better comprehend the regulation in living cells, biochemists have studied specific degradation mechanisms in detail. In addition to that, modern high-throughput techniques allow to obtain quantitative data on a global scale by parallel analysis of the decay patterns of many different mRNAs from different genes. In previous studies, the interpretation of these mRNA decay experiments relied on a simple theoretical description based on an exponential decay. However, this does not account for the complexity of the responsible mechanisms and, as a consequence, the exponential decay is often not in agreement with the experimental decay patterns. We have developed an improved and more general theory of mRNA degradation which provides a general framework of mRNA expression and allows describing specific degradation mechanisms. We have made an attempt to provide detailed models for the regulation in different organisms. In the yeast S. cerevisiae, different degradation pathways are known to compete and furthermore most of them rely on the biochemical modification of mRNA molecules. In bacteria such as E. coli, degradation proceeds primarily endonucleolytically, i.e. it is governed by the initial cleavage within the coding region. In addition, it is often coupled to the level of maturity and the size of the polysome of an mRNA. Both for S. cerevisiae and E. coli, our descriptions lead to a considerable improvement of the interpretation of experimental data. The general outcome is that the degradation of mRNA must be described by an age-dependent degradation rate, which can be interpreted as a consequence of molecular aging of mRNAs. Within our theory, we find adequate ways to address this much debated topic from a theoretical perspective. The improvements of the understanding of mRNA degradation can be readily applied to further comprehend the mRNA expression under different internal or environmental conditions such as after the induction of transcription or stress application. Also, the role of mRNA decay can be assessed in the context of translation and protein synthesis. The ultimate goal in understanding gene regulation mediated by mRNA stability will be to identify the relevance and biological function of different mechanisms. Once more quantitative data will become available, our description allows to elaborate the role of each mechanism by devising a suitable model. / Ein zentrales Ziel der modernen Biologie ist es, ein umfassendes Verständnis der Genexpression zu erlangen. Die fundamentalen Prozesse sind im zentralen Dogma der Genexpression zusammengefasst: Die genetische Information wird von DNA in Boten-RNAs (mRNA) transkribiert und im Prozess der Translation von mRNA in Proteine übersetzt. Zum Erhalt ihrer Funktionalität und der Möglichkeit von Wachstum und Fortpflanzung muss in jeder Zelle und für jedes Gen die optimale Proteinkonzentration akkurat eingestellt werden. Hierzu hat jeder Organismus detaillierte Regulationsmechanismen entwickelt. Regulation kann auf allen Stufen der Genexpression erfolgen, insbesondere liefert der Abbau der mRNA-Moleküle einen effizienten und direkten Kontrollmechanismus. Daher sind in allen Lebewesen spezifische Mechanismen - die Degradationsmechanismen - entstanden, welche aktiv den Abbau befördern. Um ein besseres Verständnis von den zugrunde liegenden Prozessen zu erlangen, untersuchen Biochemiker die Degradationsmechanismen im Detail. Gleichzeitig erlauben moderne molekularbiologische Verfahren die simultane Bestimmung der Zerfallskurven von mRNA für alle untersuchten Gene einer Zelle. Aus theoretischer Perspektive wird der Zerfall der mRNA-Menge als exponentieller Zerfall mit konstanter Rate betrachtet. Diese Betrachtung dient der Interpretation der zugrunde liegenden Experimente, berücksichtigt aber nicht die fundierten Kenntnisse über die molekularen Mechanismen der Degradation. Zudem zeigen viele experimentelle Studien ein deutliches Abweichen von einem exponentiellen Zerfall. In der vorliegenden Doktorarbeit wird daher eine erweiterte theoretische Beschreibung für die Expression von mRNA-Molekülen eingeführt. Insbesondere lag der Schwerpunkt auf einer verbesserten Beschreibung des Prozesses der Degradation. Die Genexpression kann als ein stochastischer Prozess aufgefasst werden, in dem alle Einzelprozesse auf zufällig ablaufenden chemischen Reaktionen basieren. Die Beschreibung erfolgt daher im Rahmen von Methoden der stochastischen Modellierung. Die fundamentale Annahme besteht darin, dass jedes mRNA-Molekül eine zufällige Lebenszeit hat und diese Lebenszeit für jedes Gen durch eine statistische Lebenszeitverteilung gegeben ist. Ziel ist es nun, spezifische Lebenszeitverteilungen basierend auf den molekularen Degradationsmechanismen zu finden. In dieser Arbeit wurden theoretische Modelle für die Degradation in zwei verschiedenen Organismen entwickelt. Zum einen ist bekannt, dass in eukaryotischen Zellen wie dem Hefepilz S. cerevisiae mehrere Mechanismen zum Abbau der mRNA-Moleküle in Konkurrenz zueinander stehen. Zudem ist der Abbau durch mehrere geschwindigkeitsbestimmende biochemische Schritte charakterisiert. In der vorliegenden Arbeit wurden diese Feststellungen durch ein theoretisches Modell beschrieben. Eine Markow-Kette stellte sich als sehr erfolgreich heraus, um diese Komplexität in eine mathematisch-fassbare Form abzubilden. Zum anderen wird in Kolibakterien die Degradation überwiegend durch einen initialen Schnitt in der kodierenden Sequenz der mRNA eingeleitet. Des Weiteren gibt es komplexe Wechselwirkungen mit dem Prozess der Translation. Die dafür verantwortlichen Enzyme - die Ribosomen - schützen Teile der mRNA und vermindern dadurch deren Zerfall. In der vorliegenden Arbeit wurden diese Zusammenhänge im Rahmen eines weiteren spezifischen, theoretischen Modells untersucht. Beide Mechanismen konnten an experimentellen Daten verifiziert werden. Unter anderem konnten dadurch die Interpretation der Zerfallsexperimente deutlich verbessert und fundamentale Eigenschaften der mRNA-Moleküle bestimmt werden. Ein Vorteil der statistischen Herangehensweise in dieser Arbeit liegt darin, dass theoretische Konzepte für das molekulare Altern der mRNAs entwickelt werden konnten. Mit Hilfe dieser neuentwickelten Methode konnte gezeigt werden, dass sich die Komplexität der Abbaumechanismen in einem Alterungsprozess manifestiert. Dieser kann mit der Lebenserwartung von einzelnen mRNA-Molekülen beschrieben werden. In dieser Doktorarbeit wurde eine verallgemeinerte theoretische Beschreibung des Abbaus von mRNAMolek ülen entwickelt. Die zentrale Idee basiert auf der Verknüpfung von experimentellen Zerfallsmessungen mit den biochemischen Mechanismen der Degradation. In zukünftigen experimentellen Untersuchungen können die entwickelten Verfahren angewandt werden, um eine genauere Interpretation der Befunde zu ermöglichen. Insbesondere zeigt die Arbeit auf, wie verschiedene Hypothesen über den Degradationsmechanismus anhand eines geeigneten mathematischen Modells durch quantitative Experimente verifiziert oder falsifiziert werden können.

In this thesis we present the Laplace transform method of option pricing and it's realization, also compare it with another methods. We consider vanilla and exotic options, but more attention we pay to the two-asset correlation options. We chose the one of the modifications of Black-Scholes model, the Kou double exponential jump-diffusion model with the double exponential distribution of jumps, as model of the underlying stock prices development. The computations was done by the Laplace transform and it's inversion by the Euler method. We will present in details proof of finding Laplace transforms of put and call two-asset correlation options, the calculations of the moment generation function of the jump-diffusion by Levy-Khintchine formulae in cases without jumps and with independent jumps, and direct calculation of the risk-neutral expectation by solving double integral. Our work also contains the programme code for two-asset correlation call and put options. We will show the realization of our programme in the real data. As a result we see how our model complies on the NASDAQ OMX Stock-holm Market, considering the two-asset correlation options on three cases by stock prices of Handelsbanken, Ericsson and index OMXS30.

Hybrid systems with or without stochastic noise and with or without time delay are addressed and the qualitative properties of these systems are investigated. The main contribution of this thesis is distributed in three parts. In Part I, nonlinear stochastic impulsive systems with time delay (SISD) with variable impulses are formulated and some of the fundamental properties of the systems, such as existence of local and global solution, uniqueness, and forward continuation of the solution are established. After that, stability and input-to-state stability (ISS) properties of SISD with fixed impulses are developed, where Razumikhin methodology is used. These results are then carried over to discussed the same qualitative properties of large scale SISD. Applications to automated control systems and control systems with faulty actuators are used to justify the proposed approaches. Part II is devoted to address ISS of stochastic ordinary and delay switched systems. To achieve a variety stability-like results, multiple Lyapunov technique as a tool is applied. Moreover, to organize the switching among the system modes, a newly developed initial-state-dependent dwell-time switching law and Markovian switching are separately employed. Part III deals with systems of differential equations with piecewise constant arguments with and without random noise. These systems are viewed as a special type of hybrid systems. Existence and uniqueness results are first obtained. Then, comparison principles are established which are later applied to develop some stability results of the systems.

Polymer/inorganic nanoparticle hybrid thin films, primarily composed of functional inorganic nanoparticles, are of great interest to researchers because of their interesting electronic, photonic, and optical properties. In the past two decades, layer-by-layer (LbL) assembly has become one of the most powerful techniques to fabricate such hybrid thin films. This method offers an easy, inexpensive, versatile, and robust fabrication technique for multilayer formation, with precisely controllable nanostructure and tunable properties. In this thesis, various ways to control the structure of hybrid thin films, primarily composed of polyelectrolytes and indium tin oxide (ITO), are the main topics of study. ITO is one of the most widely used conductive transparent oxides (TCOs) for applications such as flat panel displays, photovoltaic cells, and functional windows. In this work, polyethyleneimine (PEI) was used to stabilize the ITO suspensions and improve the film buildup rate during the LbL assembly of poly(sodium 4-styrenesulfonate) (PSS) and ITO. The growth rate was doubled due to the stronger interaction forces between the PSS and PEI-modified ITO layer. The assembly of hybrid films was often initiated by a polyelectrolyte precursor layer, and the characteristics of the precursor layer were found to significantly affect the assembly of the hybrid thin films. The LbL assembly of ITO nanoparticles was realized on several substrates, including cellulose fibers, write-on transparencies, silicon wafers, quartz crystals, and glasses. By coating the cellulose fibers with ITO nanoparticles, a new type of conductive paper was manufactured. By LbL assembly of ITO on write-on transparencies, transparent conductive thin films with conductivity of 10⁻⁴ S/cm and transparency of over 80 % in the visible range were also prepared. As a result of this work on the mechanisms and applications of LbL grown films, the understanding of the LbL assembly of polyelectrolytes and inorganic nanoparticles was significantly extended. In addition to working with ITO nanoparticles, this thesis also demonstrated the ability to grow bicomponent [PEI/SiO₂]n thin films. It was further demonstrated that under the right pH conditions, these films can be grown exponentially (e-LbL), resulting in much thicker films, consisting of mostly the inorganic nanoparticles, in much fewer assembly steps than traditional linearly grown films (l-LbL). These results open the door to new research opportunities for achieving structured nanoparticle thin films, whose functionality depends primarily on the properties of the nanoparticles.

Le travail présenté dans ce mémoire avait pour objectif d'étudier le processus de la pénétration d'eau dans les composites en carbone/époxyde dans un premier temps, et dans un deuxième temps, d'étudier l'effet de la prise en eau par ces matériaux sur les performances mécaniques des composites et leur joints collés. L'intégration de ces phénomènes physiques dans la modélisation numérique est d'une grande importance dans la prédiction de la durabilité d'une structure en composite subissant un vieillissement hygrothermique. Par conséquent, ce travail consiste non seulement en des observations expérimentales, mais aussi en des simulations numériques. Des corrélations entre les résultats obtenus permettent d'une part de mieux comprendre ce qui se passe dans un système composite avec l'assemblage collé soumis à des charges mécaniques, de l'initiation d'endommagement jusqu'à la rupture finale ; d'autre part, de valider un modèle numérique robuste dans le but de la conception et de l'optimisation. Les originalités de ce travail se situent à différents niveaux en proposant : 1. un nouveau modèle de diffusion à deux-phases permettant de mieux décrire l'effet de l'épaisseur des stratifiés sur la pénétration de l'eau; 2. un nouveau modèle RPM " Residual Property Model " afin de prévoir la dégradation des propriétés mécaniques due à la prise en eau ; 3. une nouvelle loi de traction-séparation linéaire-exponentiel pour décrire la courbe-R observée dans les essais DCB en mode I pur sur les composites stratifiés afin de les intégrer plus facilement dans les modèles numériques

This thesis consists of a summary and five papers, dealing with financial applications of optimal stopping, optimal control and volatility. In Paper I, we present a method to recover a time-independent piecewise constant volatility from a finite set of perpetual American put option prices. In Paper II, we study the optimal liquidation problem under the assumption that the asset price follows a geometric Brownian motion with unknown drift, which takes one of two given values. The optimal strategy is to liquidate the first time the asset price falls below a monotonically increasing, continuous time-dependent boundary. In Paper III, we investigate the optimal liquidation problem under the assumption that the asset price follows a jump-diffusion with unknown intensity, which takes one of two given values. The best liquidation strategy is to sell the asset the first time the jump process falls below or goes above a monotone time-dependent boundary. Paper IV treats the optimal dividend problem in a model allowing for positive jumps of the underlying firm value. The optimal dividend strategy is of barrier type, i.e. to pay out all surplus above a certain level as dividends, and then pay nothing as long as the firm value is below this level. Finally, in Paper V it is shown that a necessary and sufficient condition for the explosion of implied volatility near expiry in exponential Lévy models is the existence of jumps towards the strike price in the underlying process.

In this thesis, we presented three different methods for enumerating special subnetworks containedin a metabolic network: metabolic stories, minimal precursor sets and chemical organisations. Foreach of the three methods, we gave theoretical results, and for the two first ones, we further providedan illustration on how to apply them in order to study the metabolic behaviour of living organisms.Metabolic stories are defined as maximal directed acyclic graphs whose sets of sources and targets arerestricted to a subset of the nodes. The initial motivation of this definition was to analyse metabolomicsexperimental data, but the method was also explored in a different context. Metabolic precursor setsare minimal sets of nutrients that are able to produce metabolites of interest. We present threedifferent methods for enumerating minimal precursor sets and we illustrate the application in a studyof the metabolic exchanges in a symbiotic system. Chemical organisations are sets of metabolites thatare simultaneously closed and self-maintaining, which captures some stability feature in the

En acoustique sous marine, les 'etudes sur les zones en eau peu profondes sontredevenues strat'egiques. Cette th'ese porte sur l' 'etude de la s'eparation et la d'etectionde trajet dans le cadre des eaux peu profondes tomographie acoustique oc'eanique. Dansune premi'ere 'etape de notre travail, nous avons donn'e un bref aperc¸u sur les techniquesexistantes de traitement acoustique sous-marine afin de trouver la difficult'e toujoursconfront'es 'a ce type de m'ethodes. Par cons'equent, nous avons fait une conclusion qu'ilest encore n'e cessaire d'am'eliorer la r'esolution de s'eparation afin de fournir des informationsplus utiles pour l' 'etape inverse de la tomographie acoustique oc'eanique.Ainsi, une enquˆete sur les mthodes haute r'esolution est effecut'ee. Enfin, nous avonspropos'e une m'ethode 'a haute r'esolution appel'ee lissage MUSICAL (MUSIC Active largeband), qui combine le lissage de fr'equence spatiale avec l'algorithme MUSICAL, pourune s'eparation efficace de trajet coh'erentes ou totalement corr'el'es. Cependant, cettem'ethode est bas'ee sur la connaissance a priori du nombre de trajet. Ainsi, nous introduisonsun test (exponential fitting test) (EFT) 'a l'aide de courte longueur des 'echantillonspour d'eterminer le nombre de trajets. Ces deux m'ethodes sont appliqu'ees 'a la fois desdonn'ees synth'etiques et les donn'ees r'eelles acquises dans un r'eservoir 'a petite 'echelle.Leurs performances sont compar'ees avec les m'ethodes conventionnelles pertinentes.

Demand forecasting performance is subject to the uncertainty underlying the time series an organisation is dealing with. There are many approaches that may be used to reduce demand uncertainty and consequently improve the forecasting (and inventory control) performance. An intuitively appealing such approach that is known to be effective is demand aggregation. One approach is to aggregate demand in lower-frequency 'time buckets'. Such an approach is often referred to, in the academic literature, as temporal aggregation. Another approach discussed in the literature is that associated with cross-sectional aggregation, which involves aggregating different time series to obtain higher level forecasts.This research discusses whether it is appropriate to use the original (not aggregated) data to generate a forecast or one should rather aggregate data first and then generate a forecast. This Ph.D. thesis reveals the conditions under which each approach leads to a superior performance as judged based on forecast accuracy. Throughout this work, it is assumed that the underlying structure of the demand time series follows an AutoRegressive Integrated Moving Average (ARIMA) process.In the first part of our1 research, the effect of temporal aggregation on demand forecasting is analysed. It is assumed that the non-aggregate demand follows an autoregressive moving average process of order one, ARMA(1,1). Additionally, the associated special cases of a first-order autoregressive process, AR(1) and a moving average process of order one, MA(1) are also considered, and a Single Exponential Smoothing (SES) procedure is used to forecast demand. These demand processes are often encountered in practice and SES is one of the standard estimators used in industry. Theoretical Mean Squared Error expressions are derived for the aggregate and the non-aggregate demand in order to contrast the relevant forecasting performances. The theoretical analysis is validated by an extensive numerical investigation and experimentation with an empirical dataset. The results indicate that performance improvements achieved through the aggregation approach are a function of the aggregation level, the smoothing constant value used for SES and the process parameters.In the second part of our research, the effect of cross-sectional aggregation on demand forecasting is evaluated. More specifically, the relative effectiveness of top-down (TD) and bottom-up (BU) approaches are compared for forecasting the aggregate and sub-aggregate demands. It is assumed that that the sub-aggregate demand follows either a ARMA(1,1) or a non-stationary Integrated Moving Average process of order one, IMA(1,1) and a SES procedure is used to extrapolate future requirements. Such demand processes are often encountered in practice and, as discussed above, SES is one of the standard estimators used in industry (in addition to being the optimal estimator for an IMA(1) process). Theoretical Mean Squared Errors are derived for the BU and TD approach in order to contrast the relevant forecasting performances. The theoretical analysis is supported by an extensive numerical investigation at both the aggregate and sub-aggregate levels in addition to empirically validating our findings on a real dataset from a European superstore. The results show that the superiority of each approach is a function of the series autocorrelation, the cross-correlation between series and the comparison level.Finally, for both parts of the research, valuable insights are offered to practitioners and an agenda for further research in this area is provided.

Hybrid systems with or without stochastic noise and with or without time delay are addressed and the qualitative properties of these systems are investigated. The main contribution of this thesis is distributed in three parts. In Part I, nonlinear stochastic impulsive systems with time delay (SISD) with variable impulses are formulated and some of the fundamental properties of the systems, such as existence of local and global solution, uniqueness, and forward continuation of the solution are established. After that, stability and input-to-state stability (ISS) properties of SISD with fixed impulses are developed, where Razumikhin methodology is used. These results are then carried over to discussed the same qualitative properties of large scale SISD. Applications to automated control systems and control systems with faulty actuators are used to justify the proposed approaches. Part II is devoted to address ISS of stochastic ordinary and delay switched systems. To achieve a variety stability-like results, multiple Lyapunov technique as a tool is applied. Moreover, to organize the switching among the system modes, a newly developed initial-state-dependent dwell-time switching law and Markovian switching are separately employed. Part III deals with systems of differential equations with piecewise constant arguments with and without random noise. These systems are viewed as a special type of hybrid systems. Existence and uniqueness results are first obtained. Then, comparison principles are established which are later applied to develop some stability results of the systems.