Results 171 to 180 of about 6,841,171 (281)

Convergence of Heavy‐Tailed Hawkes Processes and the Microstructure of Rough Volatility

Mathematical Finance, EarlyView.
ABSTRACT We establish the weak convergence of the intensity of a nearly‐unstable Hawkes process with heavy‐tailed kernel. Our result is used to derive a scaling limit for a financial market model where orders to buy or sell an asset arrive according to a Hawkes process with power‐law kernel.
Ulrich Horst, Wei Xu, Rouyi Zhang
wiley   +1 more source

Option Pricing in a Fractional Brownian Motion Environment [PDF]

The purpose of this paper is to obtain a fractional Black-Scholes formula for the price of an option for every t in [0,T], a fractional Black-Scholes equation and a risk-neutral valuation theorem if the underlying is driven by a fractional Brownian ...
Cipian Necula
core  

Process bigraphs and the architecture of compositional systems biology. [PDF]

PLoS Comput Biol
Agmon E, Spangler RK.
europepmc   +1 more source

Reconstructing Cenozoic grasslands in North America and western Eurasia: evidence for cold‐season grasses from 3D phytolith morphology

New Phytologist, EarlyView.
Pie charts illustrate the composition of fossil grass silica short‐cell phytolith (GSSCP) assemblages at investigated fossil sites in the United States and Türkiye and representative 3D meshes of classified phytoliths. Summary Pooideae, the largest grass subfamily, radiated in the Northern Hemisphere from the Paleocene onward and today dominates cold ...
Rosalie M. Hermans, Timothy J. Gallaher, William H. Brightly, Callie Zender, Christophe Snoeck, Caroline A. E. Strömberg   +5 more
wiley   +1 more source

Characterizing cellular receptor dynamics in live fluorescence imaging using stochastic modeling and machine learning. [PDF]

iScience
Nardi G, Sano MS, Bilay M, Brelot A, Olivo-Marin JC, Lagache T.   +5 more
europepmc   +1 more source

Variance Ratio Tests for Panels With Cross‐Section Dependence

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper develops panel variance ratio statistics to examine serial dependence in time series with cross‐sectional dependence. We derive asymptotic properties for panels where the cross‐section dimension N$$ N $$ is fixed or grows with T. Using a factor structure to explain cross‐sectional dependence, we propose a common correlation effects ...
Seongman Moon, Carlos Velasco
wiley   +1 more source

TENSO: Software Package for Numerically Exact Open Quantum Dynamics Based on Efficient Tree Tensor Network Decomposition of the Hierarchical Equations of Motion. [PDF]

J Chem Theory Comput
Rodriguez-Betancourt JC, Anderson MC, Niu L, Chen X, Franco I.   +4 more
europepmc   +1 more source

Effect of Microchannel Geometry on Nanoparticle Deposition in Nanofluid Flow

International Journal for Numerical Methods in Fluids, Volume 98, Issue 12, Page 1293-1303, December 2026.
This study numerically analyzed nanoparticle deposition in microchannels with varying geometries. Deposition per unit area decreases significantly with increasing bend angle (28.612 to 8.941 between 30° and 120°) and bend radius (11.922 to 4.769 between 0.2 and 0.4 mm). Acute bends and small radii enhance centrifugal forces and flow separation, leading
Meng Wang, Kai Zhang, Juanli Zhang, Jay Wang   +3 more
wiley   +1 more source

Drift-diffusion dynamics of hippocampal replay. [PDF]

PLoS Comput Biol
Wu Z, Wei XX.
europepmc   +1 more source

Recent Advances in Self‐Healing Conducting Polymers for Gas Sensors

SmartMat, Volume 7, Issue 6, December 2026.
Schematic illustration showing the challenges of conventional gas sensors, the self‐healing and gas‐sensing mechanisms of conducting polymers, and the structural design strategies (layered and integrated network architectures) for constructing durable, high‐performance self‐healing gas sensors.
Xinghang Gu, Yizhen Li, Cong Xu, Siming Zhang, Shujun Liu, Haitao Yang, Yonghui Deng   +6 more
wiley   +1 more source