Results 191 to 200 of about 92,103 (370)

Barrier Options and a Reflection Principle of the Fractional Brownian Motion

, 2003
Ciprian Necula
openalex   +1 more source

Robust Distance Covariance

International Statistical Review, EarlyView.
Summary Distance covariance is a popular measure of dependence between random variables. It has some robustness properties, but not all. We prove that the influence function of the usual distance covariance is bounded, but that its breakdown value is zero.
Sarah Leyder, Jakob Raymaekers, Peter J. Rousseeuw   +2 more
wiley   +1 more source

Erythrocyte ‘Feierzeit’ reaction: Novel filamentous and vesicular response to n‐butyl acetate

Journal of Microscopy, EarlyView.
Abstract Human erythrocytes (red blood cells; RBCs) undergo spontaneous disassembly after several hours of exposure to n‐butyl acetate (nBA). Images of the morphological changes were captured in time‐lapse sequences using differential interference contrast (DIC) light microscopy.
Philip W. Kuchel
wiley   +1 more source

Fractional Brownian Motion Analysis for Spreading of Novel Coronavirus

, 2022
Lima L.
europepmc   +1 more source

Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice

The Journal of Finance, EarlyView.
ABSTRACT We study aversion to model ambiguity and misspecification in dynamic portfolio choice. Risk‐averse investors (relative risk aversion γ>1$\gamma > 1$) fear return persistence, while risk‐tolerant investors (0<γ<1$0<\gamma <1$) fear mean reversion, when confronting model misspecification concerns of identically and independently distributed (IID)
PASCAL J. MAENHOUT, HAO XING, ANNE G. BALTER   +2 more
wiley   +1 more source

Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion

Applied Mathematics Letters, 2020
B. Pei, Yong Xu, Jiang-Lun Wu
semanticscholar   +1 more source

FRACTIONAL BROWNIAN MOTION (fBm) SIMULATIONS AS A DIAGNOSTICS FOR FRACTAL STRUCTURE OF MOLECULAR CLOUDS [PDF]

Orlin Stanchev, Vladimira Irincheva, Todor V. Veltchev   +2 more
openalex   +1 more source

Analysis of the gradient of the solution to a stochastic heat equation\n via fractional Brownian motion [PDF]

, 2014
Mohammud Foondun, Davar Khoshnevisan, Pejman Mahboubi   +2 more
openalex   +1 more source

Sleep Deprivation in Mice: Looking Beyond the Slow Wave Rebound

Journal of Sleep Research, EarlyView.
ABSTRACT Sleep is a fundamental process supporting the dynamic regulation of neural function. Emerging methods have proposed that the aperiodic components of brain signals (such as the spectral slope, spectral intercept, and spectral knee), in addition to entropy‐based measures, offer robust empirical markers of neural states.
Tárek Zoltán Magyar, Orsolya Szalárdy, Róbert Bódizs   +2 more
wiley   +1 more source

The valuation of currency options by fractional Brownian motion. [PDF]

Springerplus, 2016
Shokrollahi F, Kılıçman A.
europepmc   +1 more source