Results 41 to 50 of about 69,676 (112)

The Heston stochastic volatility model in Hilbert space

, 2017
We extend the Heston stochastic volatility model to a Hilbert space framework. The tensor Heston stochastic variance process is defined as a tensor product of a Hilbert-valued Ornstein-Uhlenbeck process with itself. The volatility process is then defined
Benth, Fred Espen, Simonsen, Iben Cathrine   +1 more
core   +1 more source

Reconstruction of signals with unknown spectra in information field theory with parameter uncertainty

, 2001
The optimal reconstruction of cosmic metric perturbations and other signals requires knowledge of their power spectra and other parameters. If these are not known a priori, they have to be measured simultaneously from the same data used for the signal ...
Geyer, Bodo, Lavrov, Petr, Nersessian, Armen   +2 more
core   +4 more sources

Wiener-Hopf factorizations for a multidimensional Markov additive process and their applications to reflected processes

Stochastic Systems, 2012
We extend the framework of Neuts' matrix analytic approach to a reflected process generated by a discrete time multidimensional Markov additive process.
Masakiyo Miyazawa, Bert Zwart
doaj  

The stochastic porous media equation in $\R^d$

, 2014
Existence and uniqueness of solutions to the stochastic porous media equation $dX-\D\psi(X) dt=XdW$ in $\rr^d$ are studied. Here, $W$ is a Wiener process, $\psi$ is a maximal monotone graph in $\rr\times\rr$ such that $\psi(r)\le C|r|^m$, $\ff r\in\rr$, $
Barbu, Viorel, Russo, Francesco, Röckner, Michael   +2 more
core  

Modeling and analysis of stochastic quantum magnetohydrodynamics equations with energy estimates. [PDF]

Sci Rep
Divyabala K, Durga N.
europepmc   +1 more source

Stochastic and Statistical Analysis of Cnoidal, Snoidal, Dnoidal, Hyperbolic, Trigonometric and Exponential Wave Solutions of a Coupled Volatility Option-Pricing System. [PDF]

Entropy (Basel)
Abdalgadir LM, Ahmad S, Youniso B, Aldwoah K.   +3 more
europepmc   +1 more source

A stochastic dual-phase-lag two-temperature photo-thermoelastic model for double-porosity semiconductors with initial stress. [PDF]

Sci Rep
Rezk EG, Ismail GM, Ahmed A, Lotfy K, El-Bary AA, Can E, Elidy ES.   +6 more
europepmc   +1 more source

A Metric-Driven Evaluation Framework for Remaining Useful Life Prognosis with Quantified Uncertainty. [PDF]

Sensors (Basel)
Vashishtha G, Chauhan S, Ertarğın M.
europepmc   +1 more source

C-EMDNet: A Nonlinear Morphological Deep Framework for Robust Speech Enhancement. [PDF]

Sensors (Basel)
Khaldi K, Almenwer S, Alanazi A, Alanazi I, Mohamed A.   +4 more
europepmc   +1 more source

Bidirectional cross-day alignment of neural spikes and behavior using a hybrid SNN-ANN algorithm. [PDF]

Front Neurosci
Hong B, Xu Z, Zhang T, Zhang T.
europepmc   +1 more source