Results 201 to 210 of about 1,580,924 (326)

A Markov approach to credit rating migration conditional on economic states

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley   +1 more source

Entropy corrected geometric Brownian motion. [PDF]

open access: yesSci Rep
Gupta R   +3 more
europepmc   +1 more source

A priori bounds for the generalised parabolic Anderson model

open access: yesCommunications on Pure and Applied Mathematics, EarlyView.
Abstract We show a priori bounds for solutions to (∂t−Δ)u=σ(u)ξ$(\partial _t - \Delta) u = \sigma (u) \xi$ in finite volume in the framework of Hairer's Regularity Structures [Invent Math 198:269–504, 2014]. We assume σ∈Cb2(R)$\sigma \in C_b^2 (\mathbb {R})$ and that ξ$\xi$ is of negative Hölder regularity of order −1−κ$- 1 - \kappa$ where κ<κ¯$\kappa <
Ajay Chandra   +2 more
wiley   +1 more source

Fourier Mass Lower Bounds for Batchelor‐Regime Passive Scalars

open access: yesCommunications on Pure and Applied Mathematics, EarlyView.
ABSTRACT Batchelor predicted that a passive scalar ψν$\psi ^\nu$ with diffusivity ν$\nu$, advected by a smooth fluid velocity, should typically have Fourier mass distributed as |ψ̂ν|2(k)≈|k|−d$|\widehat{\psi }^\nu |^2(k) \approx |k|^{-d}$ for |k|≪ν−1/2$|k| \ll \nu ^{-1/2}$.
William Cooperman, Keefer Rowan
wiley   +1 more source

Temperature and non-Markovian parameter estimation in quantum Brownian motion [PDF]

open access: green
João C. P. Porto   +4 more
openalex   +1 more source

Predicting oxygen thresholds of marine taxa to improve ecological forecasts

open access: yesEcography, EarlyView.
Species' ranges are shifting in response to increasing temperature and decreasing oxygen in coastal oceans. Predicting these shifts is limited by information on physiological oxygen thresholds and how they depend on temperature. Here we collate laboratory‐derived measurements of a common oxygen threshold, pcrit, for 148 animal species that span six ...
Timothy E. Essington   +2 more
wiley   +1 more source

Membrane Engineering for Battery Systems: Bridging Design Principles and Frontier Applications

open access: yesENERGY &ENVIRONMENTAL MATERIALS, EarlyView.
The review emphasizes membrane separators' role in battery performance and safety, covering redox flow, lithium‐ion, and solid‐state batteries. It reviews advances in membrane materials (e.g., polymer electrolytes, hybrid composites) and ion transport mechanisms, while addressing challenges like dendrite growth and crossover losses.
Xiaoqun Zhou   +3 more
wiley   +1 more source

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