Results 51 to 60 of about 20,826 (139)

The first hitting time of stochastic volatility models(随机波动模型的首中时问题)

Zhejiang Daxue xuebao. Lixue ban, 2017
研究了一类波动率是平方根过程的随机波动CEV模型的首中时问题.利用鞅方法求解首中时和波动率的联合拉普拉斯变换，继而将问题转换为求解一类变系数二阶常微分方程，通过变量代换将此方程转化为经典的Whittaker方程，得到联合拉普拉斯变换表达式.最后，选取不同的参数，使随机波动CEV模型的资产价格过程能够涵盖O-U过程、几何布朗运动、平方根过程等几种常见的扩散过程，画出不同参数下联合拉普拉斯变换函数的三维图像，并分析其变化趋势.
ZHANGMiao(张苗), LIUHui(刘晖), ZHANGFeilong(张飞龙)   +2 more
openaire   +1 more source

Mathematical modeling of terminal ballistics of gunshot and shrapnel wounds

Медицина неотложных состояний
Background. The goal is to demonstrate the features of terminal ballistics of gunshot and shrapnel wounds in an experiment using mathematical modeling. Materials and methods. Two samples of cylindrical damaging elements were used for experimental studies,
І.А. Лурін, Е.М. Хорошун, К.В. Гуменюк, О.О. Ларін, А.В. Грабовський, В.В. Негодуйко, О.В. Коломійцев, А.В. Динець   +7 more
doaj   +1 more source

Corrected-Inverse-Gaussian First-Hitting-Time Modeling for Molecular Communication Under Time-Varying Drift [PDF]

Yen-Chi Lee
openalex   +2 more sources

Nonlinear-Wiener-process-based remaining useful life prediction method for stochastic deteriorating devices with multiple modes

Jixie qiangdu
The challenge in predicting the remaining useful life (RUL) of multi-mode stochastic degradation equipment lies in establishing a class of stochastic degradation models capable of characterizing multiple distinct degradation modes and deriving the ...
LI Mengcao, ZHANG Zhengxin, SI Xiaosheng, FENG Lei, ZHANG Jianxun   +4 more
doaj  

On optimal stopping problems with positive discounting rates and related Laplace transforms of first hitting times in models with geometric Brownian motions

MODSIM2021, 24th International Congress on Modelling and Simulation., 2021
openaire   +3 more sources

Estructuras de deformación (¿sismitas?) en la Formación Río Negro, provincia de Río Negro, Argentina

Latin American Journal of Sedimentology and Basin Analysis, 2010
A Las estructuras de deformación (ED) en sedimentos blandos comprenden las alteraciones que se producen casi simultáneamente con la sedimentación.
Roberto Schillizzi, Liliana Luna, Juan Ignacio Falco   +2 more
doaj  

Increased compensatory kidney workload results in cellular damage in a short time porcine model of mixed acidemia – Is acidemia a ‘first hit’ in acute kidney injury?

, 2019
Martin Ruß, Sascha Ott, Janis R. Bedarf, Michael Kirschfink, Bernhard Hiebl, J. Unger   +5 more
openalex   +2 more sources

Comparison of kinematic manipulability in baseball hitting at different hitting points. [PDF]

Sci Rep
Morimoto A, Sato T, Nagano A.
europepmc   +1 more source

Optimization method for catching deviation of table tennis training robot based on physical motion model and YOLOv3. [PDF]

Sci Rep
Wang X.
europepmc   +1 more source

The Scaling Limit of the Volume of Loop-<i>O</i>(<i>n</i>) Quadrangulations. [PDF]

Commun Math Phys
Aïdékon É, Da Silva W, Hu X.
europepmc   +1 more source