Results 101 to 110 of about 77,815 (315)

On the Strong Approximation of Jump-Diffusion Processes [PDF]

open access: yes
In financial modelling, filtering and other areas the underlying dynamics are often specified via stochastic differential equations (SDEs) of jump-diffusion type.
Nicola Bruti-Liberati, Eckhard Platen
core  

Diffusion approximation in overloaded switching queueing models [PDF]

open access: yes, 2002
The asymptotic behavior of a queueing process in overloaded state-dependent queueing models (systems and networks) of a switching structure is investigated.
Anisimov, V. V.
core   +1 more source

Diffusive smoothing of 3D segmented medical data

open access: yesJournal of Advanced Research, 2015
This paper proposes an accurate, computationally efficient, and spectrum-free formulation of the heat diffusion smoothing on 3D shapes, represented as triangle meshes.
Giuseppe Patané
doaj   +1 more source

Comprehensive Characterization of 98 Chinese Cases of Genetic Creutzfeldt‐Jakob Disease With T188K Mutation

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To characterize the demographic, clinical, and laboratory features of the Chinese patients of genetic Creutzfeldt‐Jakob disease with T188K variant (T188K‐gCJD), the most common subtype of genetic prion diseases (gPrDs) in China. Methods In this nationwide retrospective study, data from 98 genetically confirmed T188K‐gCJD patients ...
Chun‐Jie Li   +11 more
wiley   +1 more source

Neurochemical Endpoints to Inform Early‐Stage Trials of Spinocerebellar Ataxia 2 and 3 in a Multisite Setting

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Neurochemical levels measured by brain MR spectroscopy (MRS) have been proposed as endpoints for clinical trials in early‐stage spinocerebellar ataxia (SCA) trials. We tested their trial‐readiness by quantifying neurochemicals in three affected brain regions in early‐stage cohorts of SCA2 and SCA3, examining their reproducibility in ...
James M. Joers   +19 more
wiley   +1 more source

Parameter estimation of a bivariate diffusion process : the Heston model

open access: yes, 2011
Includes abstract.Includes bibliographical references (leaves 27-29).The main objective of the research is to estimate the parameters on the Heston (1993) model, which models the movement of asset prices assuming that the asset price volatility is ...
Nomoyi, Siyabulela
core  

Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime

open access: yes
International audienceWe study a family of numerical schemes applied to a class of multiscale systems of stochastic differential equations. When the time scale separation parameter vanishes, a well-known homogenization or Wong-Zakai diffusion ...
Bréhier, Charles-Edouard
core   +1 more source

Entropy diminishing finite volume approximation of a cross-diffusion system

open access: yes, 2020
International audienceWe propose a two-point flux approximation finite volume scheme for the approximation of the solutions of a entropy dissipative cross-diffusion system.
Benoît Gaudeul   +3 more
core   +1 more source

Electroencephalographic Normalization as a Biomarker of Clinical Recovery in Down Syndrome Regression Disorder

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Down syndrome regression disorder is a syndrome characterized by subacute loss of cognitive, behavioral, and functional abilities in individuals with Down syndrome. Electroencephalography abnormalities are frequently observed during evaluation, but it remains unclear whether these findings represent a dynamic marker of disease ...
Jonathan D. Santoro   +14 more
wiley   +1 more source

SDE WEAK APPROXIMATION LIBRARY (SDE WA) (VERSION 1.0) [PDF]

open access: yes
In application of mathematical finance to practical problems, weak approximation of stochastic differential equations (SDEs) is one of the most important themes.In probabilistic approach to this problem, the Euler-Maruyama scheme which is a first-order ...
Mariko Ninomiya
core  

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