Results 131 to 140 of about 22,053 (245)

Liquid Phase TEM of Diffusing Emulsion Droplets. [PDF]

Small
Vratsanos MA, Bakalis E, Park C, Zerbetto F, Gianneschi NC.   +4 more
europepmc   +1 more source

Functional Vašiček Model

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka, Neda Mohammadi, Leonardo Santoro, Hong Miao, Haonan Wang   +4 more
wiley   +1 more source

Cellular Distribution and Motion of Essential Magnetosome Proteins Expressed in Mammalian Cells. [PDF]

Biosensors (Basel)
Sun Q, Fradin C, Ahmed M, Thompson RT, Prato FS, Goldhawk DE.   +5 more
europepmc   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Protein drift-diffusion in membranes with non-equilibrium fluctuations arising from gradients in concentration or temperature. [PDF]

PLoS Comput Biol
Jasuja D, Atzberger PJ.
europepmc   +1 more source

Perpetual Futures Pricing

Mathematical Finance, EarlyView.
ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer, Julien Hugonnier, Urban Jermann   +2 more
wiley   +1 more source

Plasmonic Brownian Ratchets for Directed Transport of Analytes. [PDF]

Nano Lett
Palma do Carmo M, Mack D, Roth DJ, Zhao M, Devis AM, Rodríguez-Fortuño FJ, Maier SA, Huidobro PA, Rakovich A.   +8 more
europepmc   +1 more source

Optimal Portfolio Choice With Cross‐Impact Propagators

Mathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber, Eyal Neuman, Sturmius Tuschmann   +2 more
wiley   +1 more source

Enhanced diffusion over a periodic trap by hydrodynamic coupling to an elastic mode. [PDF]

Commun Phys
Lacherez J, Lavaud M, Amarouchene Y, Dean DS, Salez T.   +4 more
europepmc   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source