Results 121 to 130 of about 257,172 (325)
Abstract Diet is one of a limited set of key ecological parameters defining primate species. A detailed understanding of dental functional correlates with primate diet is a key component for accurate dietary inference in fossil primates. Although considerable effort has been devoted to understanding post‐canine dental function, incisor function remains
Andrew Deane, Elizabeth R. Agosto
wiley +1 more source
Pricing Collar Options with Stochastic Volatility
This paper studies collar options in a stochastic volatility economy. The underlying asset price is assumed to follow a continuous geometric Brownian motion with stochastic volatility driven by a mean-reverting process.
Pengshi Li, Jianhui Yang
doaj +1 more source
Abstract The Weberian apparatus is a hearing specialization unique to the otophysan fishes, and an unexpected degree of morphological variation exists in species of the Noturus catfishes. Our aim in this study is to investigate relationships between morphological variations and ecology that may drive this variation.
J. C. Hoeflich, Juan Liu
wiley +1 more source
RECTILINEAR AND BROWNIAN MOTION FROM A RANDOM POINT IN A CONVEX REGION
A particle is projected from a point P in a subset E of a convex region H to a point Q in a uniformly random direction. The probability that Q lies in the interior of H at time t is obtained for two types of motion of the particle, rectilinear (i.e ...
Peter Ehlers, Ernest Enns, Tak Fung
doaj +1 more source
Ramsey Waits: A Theory of Non-Exclusive Real Options with First-Mover Advantages [PDF]
This paper analyses the exercise decision of non-exclusive real options in a two-player setting. A general model of non-exclusive real options, allowing the underlying asset to follow any strong Markov process is developed, thus extending the existing ...
Jacco Thijssen
core
Drawdown and drawup for fractional Brownian motion with trend [PDF]
In this paper, we consider the drawdown and drawup of the fractional Brownian motion with trend, which corresponds to the logarithm of geometric fractional Brownian motion representing the stock price in financial market. We derive the asymptotics of tail probabilities of the maximum drawdown and maximum drawup as the threshold goes to infinity ...
arxiv
The relationship between form and function of the carnivore mandible
Abstract Dietary morphology diversified extensively in Carnivoraformes (living Carnivora and their stem relatives) during the Cenozoic (the last 66 million years) as they evolved to capture, handle, and process new animal and plant diets. We used 3D geometric morphometrics, mechanical advantage, and finite element analysis to test the evolutionary ...
Charles J. Salcido, P. David Polly
wiley +1 more source
This paper provides explicit formulae for the probability that an arithmetic or a geometric Brownian motion will not cross an absorbing boundary defined as a step function during a finite time interval.
Tristan Guillaume
doaj +1 more source
On the Approximation of Geometric Fractional Brownian Motion [PDF]
We give an approximation to geometric fractional Brownian motion. The approximation is a simple corollary to a ‘teletraffic’ functional central limit theorem by Gaigalas and Kaj in (Bernoulli 9:671–703, 2003). We analyze the central limit theorem of Gaigalas and Kaj from the point of view of semimartingale limit theorems to have a better understanding ...
openaire +2 more sources
Exact Solution of Free Entropy for Matrix-Valued Geometric Brownian Motion with Non-Commutative Matrices via Replica Method [PDF]
Manaka Okuyama, Masayuki Ohzeki
openalex +1 more source