Results 51 to 60 of about 7,656 (241)
Option Pricing in a Fractional Brownian Motion Environment [PDF]
The purpose of this paper is to obtain a fractional Black-Scholes formula for the price of an option for every t in [0,T], a fractional Black-Scholes equation and a risk-neutral valuation theorem if the underlying is driven by a fractional Brownian ...
Cipian Necula
core
Multi‐Scale Hybrid Modeling to Predict Cell Culture Process With Metabolic Phase Transitions
Biotechnology and Bioengineering, EarlyView.ABSTRACT To advance understanding of cellular metabolism and reduce batch‐to‐batch variability in cell culture processes, this study introduces a multi‐scale hybrid modeling framework designed to simulate and predict the dynamic behavior of CHO cell cultures undergoing metabolic phase transitions.
Keqi Wang, Sarah W. Harcum, Wei Xie
wiley +1 more source
Nonlinear Filtering with Fractional Brownian Motion [PDF]
Applied Mathematics and Optimization, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Sub-fractional Brownian motion and its relation to occupation times [PDF]
We study a long-range dependence Gaussian process which we call “sub-fractional Brownian motion” (sub-fBm), because it is intermediate between Brownian motion (Bm) and fractional Brownian motion (fBm) in the sense that it has properties analogous to ...
Luis G. Gorostiza +2 more
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Biological Reviews, EarlyView.ABSTRACT Recent methodological development in phylogenetic inference has focused predominantly on molecular data. However, renewed interest in other data types, particularly morphological data, has followed from the increased recognition of the power of total evidence and tip‐dating approaches, including fossil data, for inference of time‐scaled trees ...
Melanie J. Hopkins +9 more
wiley +1 more source
Fractional Brownian Motion as a Differentiable Generalized Gaussian Process [PDF]
Brownian motion can be characterized as a generalized random process and, as such, has a generalized derivative whose covariance functional is the delta function. In a similar fashion, fractional Brownian motion can be interpreted as a generalized random
Peter C.B. Phillips +1 more
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Age‐related trends in niche position and specialization in Neotropical vertebrates
Ecography, EarlyView.Species' niche positions and breadths within a region's environmental space, measured through ecological niche factor analysis (ENFA) as marginality and specialization, can reflect evolutionary constraints related to lineage age. The ‘internal incumbency' hypothesis predicts that older species, due to competitive preemption, occupy more central niche ...
Carlos Calderón del Cid +3 more
wiley +1 more source
An extension of sub-fractional Brownian motion [PDF]
Publicacions Matemàtiques, 2013 In this paper, firstly, we introduce and study a self-similar Gaussian process with parameters H ∈ (0; 1) and K ∈ (0; 1] that is an extension of the well known sub-fractional Brownian motion introduced by Bojdecki et al. [4]. Secondly, by using a decomposition in law of this process, we prove the existence and the joint continuity of its local time.
openaire +6 more sources
ENERGY &ENVIRONMENTAL MATERIALS, EarlyView.A one‐step gas‐phase synthesis directly assembles amorphous Si nanoparticles with few‐layer graphene heterostructures via in‐flight mixing. Compositions with only 15 wt.% FLG deliver ~2800 mAh g−1 (Si + FLG) at 0.05 C and retain ~1400 mAh g−1 after 100 cycles at a high cycling rate of 1 C, enabled by a percolated, strain‐buffering graphene network that
Muhammad Ali +5 more
wiley +1 more source
ELECTROPHORESIS, EarlyView.A scalable purification strategy using hydroxyl (OH) monolithic chromatography enables efficient isolation and direct concentration of MSC‐EVs from adherent and microcarrier‐based upstreams. This approach supports process scale‐up while ensuring high purity suitable for therapeutic EV manufacturing.
Katja Vrabec +8 more
wiley +1 more source