Results 131 to 140 of about 7,656 (241)

Uncertainty-Aware Remaining Useful Life Prediction via Synergizing TCN-Transformer Networks and Fractional Brownian Motion. [PDF]

Entropy (Basel)
Geng Y, Yu T, Liu Y, Zhao J.
europepmc   +1 more source

Fractional Brownian motion analysis for epidemic spreading of diseases

, 2021
Lima L.
europepmc   +1 more source

Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion. [PDF]

J Inequal Appl, 2018
Zhang X, Ruan D.
europepmc   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, Volume 45, Issue 4, Page 1579-1600, July 2026.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Isotropic Q-fractional Brownian motion on the sphere: regularity and fast simulation. [PDF]

Philos Trans A Math Phys Eng Sci
Lang A, Müller B.
europepmc   +1 more source

Global Asset Return in Pension Funds: a dynamical risk analysis

The aim of the paper is to develop a technique for rebalancing pension fund portfolios in function of their pointwise level of risk. The performance of pension funds is often measured by their global asset returns because of the latter’s influence on ...
Sergio, Bianchi, Alessandro, Trudda
core  

Endogenous Distress Contagion in a Dynamic Interbank Model: How Possible Future Losses May Spell Doom Today

Mathematical Finance, Volume 36, Issue 3, Page 595-619, July 2026.
ABSTRACT We introduce a dynamic and stochastic interbank model with an endogenous notion of distress contagion, arising from rational worries about future defaults and ensuing losses. This entails a mark‐to‐market valuation adjustment for interbank claims, leading to a forward‐backward approach to the equilibrium dynamics whereby future default ...
Zachary Feinstein, Andreas Søjmark
wiley   +1 more source

Generative inpainting of incomplete Euclidean distance matrices of trajectories generated by a fractional Brownian motion. [PDF]

Sci Rep
Lobashev A, Guskov D, Polovnikov K.
europepmc   +1 more source

Analytical Solutions for Multi-Time Scale Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion and Their Applications. [PDF]

Entropy (Basel), 2018
Ding XL, Nieto JJ.
europepmc   +1 more source

Magnetothermal‐Triggered Response and Self‐Healing of Recyclable and Reprocessable Nanocomposites for Actuation Systems

Advanced Functional Materials, Volume 36, Issue 45, 5 June 2026.
Developing recyclable materials for magnetic robotics that combine rapid response and self‐healing properties is challenging. Hence, this study focuses on the integration of magnetothermal nanoparticles into a dynamic sorbitol‐based vitrimer, a recyclable composite capable of remote actuation and self‐healing by magnetic heating.
Maria Weißpflog, Gloria Signorato, Birgit Hankiewicz, Volker Abetz   +3 more
wiley   +1 more source