Results 31 to 40 of about 298 (48)
Time averages, recurrence and transience in the stochastic replicator dynamics
, 2009 We investigate the long-run behavior of a stochastic replicator process, which describes game dynamics for a symmetric two-player game under aggregate shocks.
Hofbauer, Josef, Imhof, Lorens A.
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Outperforming the market portfolio with a given probability
, 2012 Our goal is to resolve a problem proposed by Fernholz and Karatzas [On optimal arbitrage (2008) Columbia Univ.]: to characterize the minimum amount of initial capital with which an investor can beat the market portfolio with a certain probability, as a ...
Bayraktar, Erhan +2 more
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A stochastic model for the stepwise motion in actomyosin dynamics
, 2003 A jump-diffusion process is proposed to describe the displacements performed by single myosin heads along actin filaments during the rising phases.
Buonocore, A. +3 more
core
Optimal arbitrage under model uncertainty
, 2012 In an equity market model with "Knightian" uncertainty regarding the relative risk and covariance structure of its assets, we characterize in several ways the highest return relative to the market that can be achieved using nonanticipative investment ...
Fernholz, Daniel, Karatzas, Ioannis
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The sequential loss of allelic diversity
, 2018 This paper gives a new flavor of what Peter Jagers and his co-authors call `the path to extinction'. In a neutral population with constant size $N$, we assume that each individual at time $0$ carries a distinct type, or allele.
Achaz, Guillaume +2 more
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A dual process for the coupled Wright-Fisher diffusion. [PDF]
J Math Biol, 2021 Favero M, Hult H, Koski T.
europepmc +1 more source
Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean. [PDF]
Stat Pap (Berl), 2022 Di Crescenzo A +3 more
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Identifiability analysis for models of the translation kinetics after mRNA transfection. [PDF]
J Math Biol, 2022 Pieschner S, Hasenauer J, Fuchs C.
europepmc +1 more source
Analysis of diversity-dependent species evolution using concepts in population genetics. [PDF]
J Math Biol, 2021 Kaj I, Glémin S, Tahir D, Lascoux M.
europepmc +1 more source