Results 101 to 110 of about 17,710,470 (300)
Exponential inequalities for bessel processes [PDF]
, 2000 Let R*d(t) be the supremum at time t of a Bessel process with dimension d. For T a stopping time, Burkholder has compared the expectationsof (R*d(T) / √d)p and (√T)p for p>0. Replacing the function xp by exponential functions, we obtain some variant of his results.
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Integrating the Gestalt Model of Self With Psychedelic‐Assisted Psychotherapy
The Journal of Humanistic Counseling, EarlyView.ABSTRACT This theoretical integration paper employs a conceptual analysis methodology to synthesize the Gestalt model of self‐as‐process with Psychedelic Somatic Interactional Psychotherapy (PSIP). Unlike traditional psychedelic therapy models that defer therapeutic engagement to postsession integration, PSIP emphasizes an active, directive therapeutic
Travis R. Fox
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Laser &Photonics Reviews, EarlyView.A scattering‐robust 3D speckle customization method is proposed to enhance both resolution and imaging depth in scattering tissue. Applied to light‐field microscopy (LFM), it improves 3D resolution by over twofold under strong optical scattering. In wide‐field fluorescence imaging, it enables a substantial improvement in imaging depth, allowing imaging
Yue Xing +4 more
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On hyperbolic Bessel processes and beyond
Bernoulli, 2013 Published in at http://dx.doi.org/10.3150/12-BEJ458 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)
Jakubowski, Jacek, Wiśniewolski, Maciej
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Advances in Position‐Momentum Entanglement: A Versatile Tool for Quantum Technologies
Laser &Photonics Reviews, EarlyView.Position–momentum entanglement constitutes a high‐dimensional continuous‐variable resource in quantum optics. Recent advances in its generation, characterization, and control are reviewed, with emphasis on spontaneous parametric down‐conversion and modern measurement techniques.
Satyajeet Patil +6 more
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Calculating the Price for Derivative Financial Assets of Bessel Processes Using the Sturm-Liouville Theory [PDF]
Problemi Ekonomiki, 2017 In the paper we apply the spectral theory to find the price for derivatives of financial assets assuming that the processes described are Markov processes and such that can be considered in the Hilbert space L^2 using the Sturm-Liouville theory.
Burtnyak Ivan V., Malytska Hanna P.
doaj
A direct extension of Meller's calculus
International Journal of Mathematics and Mathematical Sciences, 1982 This paper extends the operational calculus of Meller for the operator Bα=t−αddttα+1ddt to the case where α∈(0,∞). The development is àla Mikusinski calculus and uses Meller's convolution process with a fractional derivative operator.
E. L. Koh
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Properties of Poisson processes directed by compound Poisson-Gamma subordinators
Modern Stochastics: Theory and Applications, 2018 In the paper we consider time-changed Poisson processes where the time is expressed by compound Poisson-Gamma subordinators $G(N(t))$ and derive the expressions for their hitting times.
Khrystyna Buchak, Lyudmyla Sakhno
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Two limiting regimes of interacting Bessel processes [PDF]
, 2014 Sergio Andraus +2 more
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Laser &Photonics Reviews, EarlyView.This review examines how optical coherence tomography transforms industrial inspection by delivering real‐time, micrometer‐resolution, depth‐resolved imaging. It surveys applications across display manufacturing, thin films, microelectronics, laser processing, and coatings, evaluates performance against conventional techniques, and highlights emerging ...
Nipun Shantha Kahatapitiya +7 more
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