Results 81 to 90 of about 257,172 (325)
MOF Coating Enhances the Ion Tolerance of Micromotors
Angewandte Chemie, EarlyView.This work reported a novel method to significantly enhance the ion tolerance of EMNMs using a MOF coating via controllable heteroepitaxial growth, enabling effective motion in high‐salt environments and propulsion through biological tissues under 980 nm NIR light, with potential applications in targeted drug delivery.
Leyan Ou +10 more
wiley +2 more sources
Green function estimates for subordinate Brownian motions : stable and beyond [PDF]
, 2013 A subordinate Brownian motion $X$ is a L\'evy process which can be obtained by replacing the time of the Brownian motion by an independent subordinator. In this paper, when the Laplace exponent $\phi$ of the corresponding subordinator satisfies some mild
Kim, Panki, Mimica, Ante
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Revealing Dynamic Ion Transport in Tailorable Carbon Nano‐Skyscraper Electrodes
Advanced Science, EarlyView.A 3D carbon nanotube electrode reveals how ions and electrons prioritize rapid transport over the shortest paths during charging. By creating a uniformly interconnected porous network, researchers improved electrode efficiency, surpassing traditional localized and gradient designs.
Jiye Li +9 more
wiley +1 more source
Asian Option Pricing with Transaction Costs and Dividends under the Fractional Brownian Motion Model
Journal of Applied Mathematics, 2014 The pricing problem of geometric average Asian option under fractional Brownian motion is studied in this paper. The partial differential equation satisfied by the option’s value is presented on the basis of no-arbitrage principle and fractional formula.
Yan Zhang +3 more
doaj +1 more source
Prediksi harga saham PT. Astra agro lestari TBK dengan jump diffusion model
JRAMB (Jurnal Riset Akuntansi Mercubuana), 2017 Saham merupakan salah satu emiten yang paling banyak diperjualbelikan di pasar modal. Harga saham dan perubahannya merupakan dua indikator yang sering dijadikan bahan pertimbangan oleh para calon investor sebelum memutuskan untuk membeli saham suatu ...
Di Asih I Maruddani, Trimono Trimono
doaj +1 more source
Ergodicity and first passage probability of regime-switching geometric Brownian motions [PDF]
arXiv, 2016 A regime-switching geometric Brownian motion is used to model a geometric Brownian motion with its coefficients changing randomly according to a Markov chain. In this work, we give a complete characterization of the recurrent property of this process. The long time behavior of this process such as its $p$-th moment is also studied.
arxiv
Advanced Science, EarlyView.An amphiphilic open‐shell d/π‐conjugated nickel dithiolate salt forms a bilayer capsule exhibiting uniaxial magnetic anisotropy, driven by spin–spin interactions. The capsule, exceptionally stable in aqueous environments, undergoes temperature‐dependent structural transitions representing, to the knowledge, the first observation of such behavior for ...
Tomoko Fujino +13 more
wiley +1 more source
Optimal Trade Execution under Jump Diffusion Process: A Mean-VaR Approach
Discrete Dynamics in Nature and Society, 2018 In the classical optimal execution problem, the basic assumption of underlying asset price is Arithmetic Brownian Motion (ABM) or Geometric Brownian Motion (GBM).
Tianmin Zhou, Can Jia, Handong Li
doaj +1 more source
Ruin probability in a risk model with variable premium intensity and risky investments [PDF]
Opuscula Mathematica, 2015 We consider a generalization of the classical risk model when the premium intensity depends on the current surplus of an insurance company. All surplus is invested in the risky asset, the price of which follows a geometric Brownian motion.
Yuliya Mishura +2 more
doaj +1 more source
Matched Asymptotic Expansions for Valuing Spread Options [PDF]
, 2008 Spread Options are crucial in the energy, currency and fixed income, and com- modity markets. The problem with spread options is that there are no closed- form formulae to price or hedge them.
Charara, Razan
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