Results 71 to 80 of about 10,877,215 (250)

Pricing Compound and Extendible Options under Mixed Fractional Brownian Motion with Jumps

Axioms, 2019
This study deals with the problem of pricing compound options when the underlying asset follows a mixed fractional Brownian motion with jumps. An analytic formula for compound options is derived under the risk neutral measure.
Foad Shokrollahi
doaj   +1 more source

Sub‐Nanometer Curvature Unlocks Quantum Orbital Flexoelectricity in Graphene

Advanced Materials, EarlyView.
In self‐assembled, reproducible, large‐area, quasi‐pristine graphene nanowrinkles, extreme curvature forces out‐of‐plane π‐electrons toward hybridization, driving a transition from classical to quantum orbital flexoelectricity. As curvature approaches the fundamental physical limit set by the C─C bond length, the resulting polarization increases by ...
Sathvik Ajay Iyengar, James G. McHugh, Jonathan P. Salvage, Robert Vajtai, Venkataramana Gadhamshetty, Alan B. Dalton, Manoj Tripathi, Pulickel M. Ajayan, Vincent Meunier   +8 more
wiley   +1 more source

Rational Tuning of Hygroscopic Oscillation of Stacked Nanoflake Assemblies for Continuous Ambient Energy Harvesting

Advanced Materials, EarlyView.
Stacked nanoflake assembly (SNA) membranes can oscillate autonomously, offering opportunities for soft actuation and energy harvesting. This work uncovers the physical mechanism behind the sustained oscillation of SNA membranes in gradient humidity and identifies three governing dimensionless parameters, enabling rational design for optimizing SNA ...
Zijing Zhang, Jimin Fu, Gesa Zhang, Zhihua Liang, Boxun Zhang, Haimin Yao   +5 more
wiley   +1 more source

Probability distributions for the run-and-tumble models with variable speed and tumbling rate

Modern Stochastics: Theory and Applications, 2018
In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed according to a non ...
Luca Angelani, Roberto Garra
doaj   +1 more source

First Passage Time of Filtered Poisson Process with Exponential Shape Function [PDF]

Solving some integro-differential equation we find the Laplace transformation of the first passage time for Filtered Poisson Process generated by pulses with uniform or exponential distributions.
E. Shinjikashvili, N. Kordzakhia, R. E. Melchers, Alexander Novikov   +3 more
core  

Large deviations for fractional Poisson processes [PDF]

, 2013
We prove large deviation principles for two versions of fractional Poisson processes: the main version is a renewal process, the alternative version is a weighted Poisson process.
Beghin, L, Macci, C, BEGHIN, Luisa, Claudio Macci, MACCI, CLAUDIO   +4 more
core   +1 more source

Toward Pore‐Engineered 3D‐Printed Materials for Sorption Water Harvesting, Interfacial Evaporation, and Radiative Cooling

Advanced Materials, EarlyView.
Water harvesting, radiative cooling, and interfacial solar evaporation are fundamentally governed by coupled heat, mass, and light transport processes. These processes are mediated by pore architecture, including pore size, connectivity, and hierarchical organization.
Dejan J. Trajkovski, Higgins M. Wilson, Abdallah Y. M. Ali, Jiaxing Xu, Ruzhu Wang, Primož Poredoš   +5 more
wiley   +1 more source

Coverage and Effective Capacity in Downlink MIMO Multicell Networks With Power Control: Stochastic Geometry Modelling

IEEE Access, 2018
In this paper, coverage probability and effective capacity in downlink multiple-antenna cellular system are considered. Two scenarios are investigated; in the first scenario, it is assumed that the system employs distance-based fractional power control ...
Murtadha Al-Saedy, Hamed Al-Raweshidy, Hussien Al-Hmood, Fourat Haider   +3 more
doaj   +1 more source

Light‐Programmed Localized Supersaturation Enables Ambient Aqueous Synthesis of Highly Crystalline Metal–Organic Frameworks

Advanced Materials, EarlyView.
In the proposed model, a photoinduced nanoreactor uses Cu2O self‐photooxidation to generate localized supersaturation. A metastable supersaturation state first forms a shell, creating a spatially confined environment that restricts reactant exchange; continued Cu release then drives the local environment toward a labile regime that favors predominantly
Yongdeok Ahn, Seunghyeon Jeong, Sun Ho Park, Juhyeong Cho, Nak Cheon Jeong, Daeha Seo   +5 more
wiley   +1 more source

Laplace-Laplace analysis of the fractional Poisson process [PDF]

, 2012
We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving probability ...
MAINARDI, FRANCESCO, R. Gorenflo
core   +1 more source