An asymptotic expansion scheme in finance initiated by Kunitomo and Takahashi [15] and Yoshida[68] is a widely applicable methodology for analytic approximation of the expectation of a certain functional of diffusion processes. [46], [47] and [53] provide explicit formulas of conditional expectations necessary for the asymptotic expansion up to the third order. In general, the crucial step in practical applications of the expansion is calculation of conditional expectations for a certain kind of Wiener functionals. This paper presents two methods for computing the conditional expectations that are powerful especially for high order expansions: The first one, an extension of the method introduced by the preceding papers presents a general scheme for computation of the conditional expectations and show the formulas useful for expansions up to the fourth order explicitly. The second one develops a new calculation algorithm for computing the coefficients of the expansion through solving a system of ordinary differential equations that is equivalent to computing the conditional expectations. To demonstrate their effectiveness, the paper gives numerical examples of the approximation for λ-SABR model up to the fifth order and a cross-currency Libor market model with a general stochastic volatility model of the spot foreign exchange rate up to the fourth order.

SUMMARYThe quantity and state of fishery resources must be known so that they can be sustained. The fish culture industry is also planning to investigate resources. The results of investigations are used to estimate the catch size, times fish are caught, and future stocks. We have developed a method for extracting scallop areas from gravel seabed images to assess fish resources and also developed an automatic system that measures their quantities, sizes, and states. Japanese scallop farms for fisheries are found on gravel and sand seabeds. The seabed images are used for fishery investigations, which are absolutely necessary to visually estimate, and help us avoid using the acoustic survey. However, there is no automatic technology to measure the quantities, sizes, and states of resources, and so the current investigation technique is the manual measurement by experts. There are varied problems in automating technique. The photography environments have a high degree of noise, including large differences in lighting. Gravel, sand, clay, and debris are also included in the images. In the gravel field, we can see scallop features, such as colors, striped patterns, and fan-like shapes. This paper describes the features of our image extracting method, presents the results, and evaluates its effectiveness.

Abstract-The muscle is moved by muscle fiber contraction receiving command from the brain. But, energy that moves muscle is not infinity. If muscle get into energy shortage, no matter how send command from the brain, muscle is not moved. Such a temporary muscular dysfunction is muscle fatigue. If muscle becomes excess fatigue condition, it may decrease work efficiency, or muscle strain. If we are able to measure muscle fatigue objectively, improve work efficiency, or avert muscle strain. Therefore, it is necessity to measure muscle fatigue. It is able to objectively measure with a surface electromyogram(EMG). The characteristic of muscle fatigue are increase in amplitude and make the transition from high frequency spectrum to low frequency spectrum. We evaluate muscle fatigue Mean Power Frequency (MPF). to evaluates frequency of surface EMG. We assume muscle recovery process is converse phenomenon from muscle fatigue, and it is able to evaluate elevated MPF. The purpose of the present study is to design of system that effective training, or improve work efficiency, or avert muscle strain uses feature of muscular fatigue and muscle recovery process.

We considered that elucidation of the movements of perioral soft tissue during mastication would be useful in evaluating masticatory movements. However, the evaluation of these movements is difficult because multivariable analysis is needed. In this study, we considered whether principal component analysis (PCA), a form of the multivariate analysis, can reduce the number of degrees of freedom (d.f.) of perioral skin movements (i.e. the time-series data with 45 d.f.). The subjects were 15 healthy persons with complete natural dentition. The chosen experimental food for this study was sufficiently softened chewing gum. Over 95% of the perioral soft tissue movements of healthy subjects with complete natural dentition during mastication could be expressed by PCA using the first three principal components (PCs). Therefore, perioral soft tissue movements in these subjects during mastication were considered to be spatially smooth. Moreover, time analysis of these movements was made possible by the application of proportion diagrams. The results of this study showed that the spatiostructural and temporal analyses of the movements of perioral soft tissue during mastication made possible by the application of PCA.

We developed and tested a biomedical monitoring system using TextileNet, a

We considered that elucidation of the movements of perioral soft tissue during mastication would be useful in evaluating masticatory movements. However, the evaluation of these movements is difficult because multivariable analysis is needed. In this study, we considered whether principal component analysis (PCA), a form of the multivariate analysis, can reduce the number of degrees of freedom (d.f.) of perioral skin movements (i.e. the time-series data with 45 d.f.). The subjects were 15 healthy persons with complete natural dentition. The chosen experimental food for this study was sufficiently softened chewing gum. Over 95% of the perioral soft tissue movements of healthy subjects with complete natural dentition during mastication could be expressed by PCA using the first three principal components (PCs). Therefore, perioral soft tissue movements in these subjects during mastication were considered to be spatially smooth. Moreover, time analysis of these movements was made possible by the application of proportion diagrams. The results of this study showed that the spatiostructural and temporal analyses of the movements of perioral soft tissue during mastication made possible by the application of PCA.

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SummaryObjective: To solve the complicated wires and battery maintainance problems in the application of werarable computing for biomedical monitoring, the electromyography (EMG) measurement system using conductive fabric for power supply and electric shield for noise reduction is proposed.Material and Methods: The basic cable-free network system using conductive fabric, named as "TextileNet" is developed. The conductive fabric has the function of electic shield for noise reduction in EMG measurement, and it enables the precise EMG measurement with wearable system.Results: The specifications of the developed prototype TextileNet system using wear with conductive fabric were communication speed of 9600 bit per second and power supply of 3W for each device. The electric shield effect was evaluated for precise EMG measurement, and the shield efficacy of conductive fabric was estimated as high as that of shield room.Conclusions: TextileNet system solves both the problems of complicated wires and battery maintainance in wearable computing systems. Conductive fabric * Phone: +81-76-234-4864, FAX:+81-76-264-6404, E-mail:akita@is.t.kanazawau.ac.jp Preprint submitted to Elsevier 24 November 2007 used in TextileNet system is also effective for precise EMG measurement as electric shield. The combination of TextileNet system and EMG measurement device will implement the cable-free, battery-free wearable EMG measurement system.