Results 81 to 90 of about 4,286,494 (274)
Characteristic functions of regional soils: convergence
Whether from the perspective of engineering application of establishing N-vs relationship curve in a region or as an essential part of regional soil characteristic theory, the number of arrays required for constructing scientific N-vs function is an ...
YUAN Xiaoming , LU Kunyu , LI Zhaoyan , CHEN Zhoushi , WU Xiaoyang
doaj +1 more source
Characteristic Functionals [PDF]
Silverman, R. J., Yen, Ti
openaire +1 more source
ABSTRACT A second allogeneic (allo‐)hematopoietic stem cell transplantation (HSCT2) is a potential curative option for pediatric patients with acute lymphoblastic leukemia (ALL) following relapse after first allogeneic transplantation (HSCT1), but its efficacy is limited by high relapse rates and transplant‐related toxicity in highly pretreated ...
Ava Momm +10 more
wiley +1 more source
Spectral analysis of q-fractional Sturm-Liouville operators
In this article, we study q-fractional Sturm-Liouville operators. Using by the functional method, we pass to a new operator. Then, showing that this operator is a maximal operator and constructing a self-adjoint dilation of the maximal dissipative ...
Bilender P. Allahverdiev, Huseyin Tuna
doaj
Abstract Background A routine baseline echocardiogram is often obtained prior to anthracycline administration in children with cancer. The utility of baseline echocardiogram is unclear in patients with standard risk B‐cell acute lymphoblastic leukemia (SR B‐ALL) as their anthracycline cumulative dose is low.
Ziyad Alrajhi +4 more
wiley +1 more source
ABSTRACT Background/Objectives Outcomes for pediatric relapsed/refractory (R/R) acute myeloid leukemia (AML) remain dismal. CPX‐351, a liposomal formulation of cytarabine and daunorubicin, may have less off‐target toxicities than traditional chemotherapies and has shown improved outcomes for adults with newly diagnosed therapy‐related AML.
Jonathan D. Bender +17 more
wiley +1 more source
Stochastic autoregressive volatility model for exchange rates [PDF]
A discrete time model for asset price changes is considered. The volatility process underlying these changes is modeled as a first-order Gaussian autoregressive series.
Nittaya McNeil +2 more
doaj
On a class of norms generated by nonnegative integrable distributions
We show that any distribution function on ℝd with nonnegative, nonzero and integrable marginal distributions can be characterized by a norm on ℝd+1, called F-norm. We characterize the set of F-norms and prove that pointwise convergence of a sequence of F-
Falk Michael, Stupfler Gilles
doaj +1 more source
Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes. [PDF]
Continuous non-Gaussian stationary processes of the OU-type are becoming increasingly popular given their flexibility in modelling stylized features of financial series such as asymmetry, heavy tails and jumps.
Emanuele Taufer
core

