Results 61 to 70 of about 11,121 (220)
Brownian motion models: cryptographic applications, capabilities, and limitations
Frontiers in Computer ScienceBrownian motion (BM) is a stochastic model that has been extensively studied in physics, finance, and engineering. However, its potential use in cryptographic applications remains underexplored.
Abduljameel Zainalabideen +4 more
doaj +1 more source
Advanced Energy Materials, EarlyView.Hybrid perovskite solar cells are nearing commercial mass production. Therefore, academic research must tackle the remaining barriers for their large‐scale rollout. One of these is consistent manufacturing yield. Here, evidence is reviewed for the impact of process paramters on perovskite solution processes, finding a great potential for better ...
Simon Ternes +11 more
wiley +1 more source
The fractional volatility model: An agent-based interpretation
, 2007 Based on criteria of mathematical simplicity and consistency with empirical market data, a model with volatility driven by fractional noise has been constructed which provides a fairly accurate mathematical parametrization of the data.
Black +16 more
core +1 more source
The multifaceted behavior of integrated supOU processes: the infinite variance case [PDF]
, 2020 The so-called "supOU" processes, namely the superpositions of Ornstein-Uhlenbeck type processes are stationary processes for which one can specify separately the marginal distribution and the dependence structure.
Grahovac, Danijel +2 more
core
Aggregate, EarlyView.This review clarifies the multiscale coupling mechanisms between macroscopic mechanics (e.g., surface tension, fluid shear, interfacial stress) and atomic assembly, highlighting the importance of mechanical regulation in suppressing solute aggregation and guiding crystal orientation.
Xiangzhe Li +5 more
wiley +1 more source
, 2019 Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails.
Burnecki, Krzysztof +2 more
core +1 more source
Advanced NanoBiomed Research, EarlyView.Perfluorocarbon‐based artificial oxygen carriers have long been of scientific interest for because they can be used as oxygen donors in medical applications. Lecithin‐modified nanoscale oxygen carriers (LENOX) are a newly designed nanoscaled emulsion based on perfluorodecalin, which is characterized by its compatibility with numerous clinically ...
Fabian Nocke +5 more
wiley +1 more source
Fractional constant elasticity of variance model
, 2006 This paper develops a European option pricing formula for fractional market models. Although there exist option pricing results for a fractional Black-Scholes model, they are established without accounting for stochastic volatility.
Chan, Ngai Hang, Ng, Chi Tim
core +2 more sources
Next Generation Modeling of Glioblastoma Progression: Diffusing Through Time and Brain
Annalen der Physik, EarlyView.Glioblastoma (GBM) is a fatal brain tumor that will inevitably recur following surgical resection. Early mathematical tumor growth models used the reaction‐diffusion equation to describe the proliferation and invasion of tumor spread. However, with increasingly advanced neuroimaging technology, diffusion tensor imaging data has more recently been ...
Francesca M. Cozzi +5 more
wiley +1 more source
Optimal Algebras and Novel Solutions of Time-Fractional 2+1−D European Call Option Model
Discrete Dynamics in Nature and SocietyIn this article, we analyse the time-fractional 2+1−D Black–Scholes model for European call options by employing Lie symmetry analysis. We derive the infinitesimal transformations and classify the optimal systems.
Gimnitz Simon S. +2 more
doaj +1 more source