Results 11 to 20 of about 2,123,628 (287)

Jump Adapted Scheme Of a Non Mark Dependent Jump Diffusion Process with Application to the Merton Jump Diffusion Model

International Journal of Statistics and Probability, 2017
This paper provides a complete proof of the strong convergence of the Jump adapted discretization Scheme in the univariate and mark independent jump diffusion process case. We put in detail and clearly a known and general result for mark dependent jump diffusion process. A Monte-Carlo simulation is used as well to show numerical evidence.
Renaud Fadonougbo, George Otieno Orwa
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Modeling and Application of Self-Exciting Point Process in Dependent Events [PDF]

Advances in Applied Mathematics
乐 戴
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Constructing Markov Processes with Dependent Jumps by Multivariate Subordination: Applications to Multi-Name Credit-Equity Modeling

SSRN Electronic Journal, 2011
Rafael Mendoza‐Arriaga, Vadim Linetsky
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Dirichlet Process Log Skew-Normal Mixture with a Missing-at-Random-Covariate in Insurance Claim Analysis

Econometrics, 2023
In actuarial practice, the modeling of total losses tied to a certain policy is a nontrivial task due to complex distributional features. In the recent literature, the application of the Dirichlet process mixture for insurance loss has been proposed to ...
Minkun Kim, David Lindberg, Martin Crane, Marija Bezbradica   +3 more
doaj   +1 more source

Application of an ALE formulation for density-dependent hyperelastic-plastic models to the simulation of powder compaction processes

, 2001
Different quasi-static cold compaction processes of powders have been simulated with a density-dependent plastic model. The model is formulated within the framework of isotropic finite strain multiplicative hyperelastoplasticity. An elliptic plastic model expressed in terms of the Kirchhoff stresses and the relative density models the transition ...
Agustí Pérez Foguet, Antonio Rodríguez Ferran, Antonio Huerta   +2 more
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Identification of Potential Key Agents for Targeting RNA-Dependent RNA Polymerase of SARS-CoV-2 by Integrated Analysis and Virtual Drug Screening

Frontiers in Genetics, 2020
BackgroundRNA-dependent RNA polymerase (RdRp) is the key enzyme responsible for the SARS-CoV-2 replication process and catalyzes the synthesis of complementary minus strand RNA and genomic plus strand RNA, often recognized as good targets for antiviral ...
Shuang Ao, Dan Han, Lei Sun, Yanhong Wu, Yanhong Wu, Shuang Liu, Shuang Liu, Yaojiang Huang, Yaojiang Huang   +8 more
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Potentials of grinding process simulations for the analysis of individual grain engagement and complete grinding processes

Frontiers in Manufacturing Technology, 2023
Grinding processes are very complex due to the multitude of influencing parameters, resulting from the stochastic tool topography with numerous geometrically undefined abrasive cutting edges. Thus, the efficient design and optimization of these processes
Petra Wiederkehr, Adina Grimmert, Ines Heining, Tobias Siebrecht, Florian Wöste   +4 more
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Modifications of probabilistic models of states evolution for reliability analysis of district heating systems

Energy Reports, 2020
The analysis and synthesis of reliability of energy systems, particularly district heating systems (DHS), is based on probabilistic modeling of different system states and events connecting these states (usually, these are failures and restoration of ...
Ivan Postnikov, Valery Stennikov
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Modeling Anaerobic Co-Digestion of Corn Stover Hydrochar and Food Waste for Sustainable Biogas Production

Fermentation, 2022
Despite the importance of the biodegradability of lignocellulose biomass, few studies have evaluated the lignocellulose biomass digestion kinetics and modeling of the process.
Ibrahim Shaba Mohammed, Risu Na, Naoto Shimizu   +2 more
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Dynamic Monte Carlo transient analysis for the Organization for Economic Co-operation and Development Nuclear Energy Agency (OECD/NEA) C5G7-TD benchmark

Nuclear Engineering and Technology, 2017
With ever-advancing computer technology, the Monte Carlo (MC) neutron transport calculation is expanding its application area to nuclear reactor transient analysis.
Nadeem Shaukat, Min Ryu, Hyung Jin Shim
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