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Macrophage-NLRP3 Inflammasome Activation Exacerbates Cardiac Dysfunction after Ischemic Stroke in a Mouse Model of Diabetes 被引量:9
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作者 Hong-Bin Lin Guan-Shan Wei +8 位作者 Feng-Xian Li wen-jing guo Pu Hong Ya-Qian Weng Qian-Qian Zhang Shi-Yuan Xu Wen-Bin Liang Zhi-Jian You Hong-Fei Zhang 《Neuroscience Bulletin》 SCIE CAS CSCD 2020年第9期1035-1045,共11页
Ischemic stroke is one of the leading causes of death worldwide.In the post-stroke stage,cardiac dysfunction is common and is known as the brain-heart interaction.Diabetes mellitus worsens the post-stroke outcome.Stro... Ischemic stroke is one of the leading causes of death worldwide.In the post-stroke stage,cardiac dysfunction is common and is known as the brain-heart interaction.Diabetes mellitus worsens the post-stroke outcome.Stroke-induced systemic inflammation is the major causative factor for the sequential complications,but the mechanism underlying the brain-heart interaction in diabetes has not been clarified.The NLRP3(NLR pyrin domain-containing 3) inflammasome,an important component of the inflammation after stroke,is mainly activated in M1-polarized macrophages.In this study,we found that the cardiac dysfunction induced by ischemic stroke is more severe in a mouse model of type 2 diabetes.Meanwhile,M1-polarized macrophage infiltration and NLRP3 inflammasome activation increased in the cardiac ventricle after diabetic stroke.Importantly,the NLRP3 inflammasome inhibitor CY-09 restored cardiac function,indicating that the Ml-polarized macrophage-NLRP3 inflammasome activation is a pathway underlying the brain-heart interaction after diabetic stroke. 展开更多
关键词 Ischemic stroke Diabetes mellitus Cardiac dysfunction NLRP3 inflammasome MACROPHAGE
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Portfolio Optimization with Uncertain Exit Time in Infinite-Time Horizon
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作者 wen-jing guo Jun CAI 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2013年第4期673-684,共12页
In this paper, we study infinite-period mean-variance formulations for portfolio selections with an uncertain exit time. We employ the convergence control method together with the dynamic programming algorithm to deri... In this paper, we study infinite-period mean-variance formulations for portfolio selections with an uncertain exit time. We employ the convergence control method together with the dynamic programming algorithm to derive analytical expressions for the optimal portfolio policy and the mean-variance efficient frontier under certain conditions. We illustrate these results by an numerical example. 展开更多
关键词 infinite-time horizon mean-variance formulation stochastic optimal control dynamic programming algorithm optimal investment policy efficient frontier exit time
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