Results 21 to 30 of about 6,587,940 (291)
Quadrinomial trees with stochastic volatility to value real options [PDF]
Journal of Economics Finance and Administrative Science, 2021 Purpose – The purpose of this article is to propose a detailed methodology to estimate, model and incorporate the non-constant volatility onto a numerical tree scheme, to evaluate a real option, using a quadrinomial multiplicative recombination.
Freddy H. Marín-Sánchez +2 more
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Using First-Passage Times to Analyze Tumor Growth Delay
Mathematics, 2021 A central aspect of in vivo experiments with anticancer therapies is the comparison of the effect of different therapies, or doses of the same therapeutic agent, on tumor growth.
Patricia Román-Román +3 more
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Fractal and Fractional, 2019 New aspects of electron transport in quantum wires with Lévy-type disorder are described. We study the weak scattering and the incoherent sequential tunneling in one-dimensional quantum systems characterized by a tempered Lévy stable ...
Renat T. Sibatov, HongGuang Sun
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DIFFUSION PROCESSES AND COHERENT STATES [PDF]
Modern Physics Letters B, 1994 It is shown that uncertanity relations, as well as coherent and squeezed states, are structural properties of stochastic processes with Fokker–Planck dynamics. The quantum mechanical coherent and squeezed states are explicitly constructed via Nelson stochastic quantization.
DE MARTINO, Salvatore +3 more
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Influence of defect clusters on diffusion processes in UO2+x [PDF]
, 2009 Thermodynamic and transport properties of hyperstoichiometric uranium dioxide,UO2+x, constitute a key issue in the application of this material for nuclear fuel since they are closely related to many chemical and physical processes, e.g., diffusion or ...
Riahi, Fatma, Mekki, Djamel Eddine
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Reduced Markovian Descriptions of Brownian Dynamics: Toward an Exact Theory
Frontiers in Physics, 2022 We outline a reduction scheme for a class of Brownian dynamics which leads to meaningful corrections to the Smoluchowski equation in the overdamped regime.
Matteo Colangeli, Adrian Muntean
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ANOVA for diffusions and Itô processes [PDF]
The Annals of Statistics, 2006 Itô processes are the most common form of continuous semimartingales, and include diffusion processes. This paper is concerned with the nonparametric regression relationship between two such Itô processes. We are interested in the quadratic variation (integrated volatility) of the residual in this regression, over a unit of time (such as a day). A main
Mykland, Per Aslak, Zhang, Lan
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Oxygen and cation diffusion processes in oxygen ion conductors [PDF]
, 2007 We discuss oxygen and cation diffusion processes in oxygen ion conductors. While the high oxygen diffusivity determines the proper oxygen ion conductivity, slow cation diffusion processes are important for sintering and degradation processes.
Martin, Manfred
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Two Multi-Sigmoidal Diffusion Models for the Study of the Evolution of the COVID-19 Pandemic
Mathematics, 2021 A proposal is made to employ stochastic models, based on diffusion processes, to represent the evolution of the SARS-CoV-2 virus pandemic. Specifically, two diffusion processes are proposed whose mean functions obey multi-sigmoidal Gompertz and Weibull ...
Antonio Barrera +3 more
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Discrete Dynamics in Nature and Society, 2001 We revise the interrelations between the classical Black Scholes equation, the diffusion equation and Burgers equation. Some of the algebraic properties the diffusion equation shows are elaborated and qualitatively presented.
Andreas Ruffing +2 more
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