Gradient Bounds for Solutions of Stochastic Differential Equations Driven by Fractional Brownian Motions [PDF]
, 2011 We study some functional inequalities satisfied by the distribution of the solution of a stochastic differential equation driven by fractional Brownian motions.
Cheng Ouyang +3 more
core
How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach. [PDF]
, 2017 This paper examines financial integration among stock markets in the Eurozone using the prices from each stock index. Monthly time series are constructed for four major stock indices for the period between 1998 and 2016.
Golpe, Antonio A. +2 more
core +2 more sources
Disordered but rhythmic—the role of intrinsic protein disorder in eukaryotic circadian timing
FEBS Letters, EarlyView.Unstructured domains known as intrinsically disordered regions (IDRs) are present in nearly every part of the eukaryotic core circadian oscillator. IDRs enable many diverse inter‐ and intramolecular interactions that support clock function. IDR conformations are highly tunable by post‐translational modifications and environmental conditions, which ...
Emery T. Usher, Jacqueline F. Pelham
wiley +1 more source
Hysteresis in the trade flows of some EU member countries
Ekonomski Vjesnik, 2020 The paper tests for the existence of hysteresis in the net export development patterns of five EU member countries - the Czech Republic, Latvia, Hungary, Slovakia and Slovenia.
Mile Bošnjak, Ivan Novak, Zoran Wittine
doaj
TÜRKİYE’DE SATIN ALMA GÜCÜ PARİTESİ HİPOTEZİNİN GEÇERLİLİĞİ: UZUN HAFIZA TESTLERİNDEN KANITLAR
Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2018 Esnekkur rejiminin küresel anlamda yaygınlaşmasıyla birlikte döviz kuru öngörüsü deönem kazanmaya başlamıştır. Döviz kurları, başta dış ticaret dengesi olmaküzere, yatırım kararlarının alınmasında ve küresel gelirden daha fazla payalabilmek için merkez ...
İsmail Çelik, Harun Kaya
doaj +1 more source
Advances in Difference Equations, 2021 In this study we propose a fractional frequency flexible Fourier form fractionally integrated ADF unit-root test, which combines the fractional integration and nonlinear trend as a form of the Fourier function.
Tolga Omay, Dumitru Baleanu
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Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
, 2008 We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst parameter H>1/2 and a multidimensional ...
David Nualart +9 more
core +2 more sources
Extension of Mikhlin Multiplier Theorem to Fractional Derivatives and Stable Processes [PDF]
, 2018 In this paper, we prove a new generalized Mikhlin multiplier theorem whose conditions are given with respect to fractional derivatives in integral forms with two different integration intervals.
Karli, Deniz
core +2 more sources
Time after time – circadian clocks through the lens of oscillator theory
FEBS Letters, EarlyView.Oscillator theory bridges physics and circadian biology. Damped oscillators require external drivers, while limit cycles emerge from delayed feedback and nonlinearities. Coupling enables tissue‐level coherence, and entrainment aligns internal clocks with environmental cues.
Marta del Olmo +2 more
wiley +1 more source
Persistent and Long-Term Co-Movements between Gender Equality and Global Prices
EconomiesThis paper investigates the relationships of the Bloomberg Gender Equality Index and the MSCI World Index in global financial markets. The main objective is to analyze the degree of integration of each index from a fractional perspective for the years ...
Juan Infante +2 more
doaj +1 more source