Results 21 to 30 of about 1,064 (85)

Deformation Quantization by Moyal Star-Product and Stratonovich Chaos [PDF]

open access: yes, 2012
We make a deformation quantization by Moyal star-product on a space of functions endowed with the normalized Wick product and where Stratonovich chaos are well ...
Léandre, Rémi, Nguema, Maurice Obame
core   +4 more sources

Optimal insider control and semimartingale decompositions under enlargement of filtration

open access: yes, 2016
We combine stochastic control methods, white noise analysis and Hida-Malliavin calculus applied to the Donsker delta functional to obtain new representations of semimartingale decompositions under enlargement of filtrations.
Draouil, Olfa, Øksendal, Bernt
core   +1 more source

UEG Week 2023 Poster Presentations

open access: yes, 2023
United European Gastroenterology Journal, Volume 11, Issue S8, Page 535-1498, October 2023.
wiley   +1 more source

Fractional constant elasticity of variance model

open access: yes, 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

New approach to optimal control of stochastic Volterra integral equations

open access: yes, 2018
We study optimal control of stochastic Volterra integral equations (SVIE) with jumps by using Hida-Malliavin calculus. - We give conditions under which there exists unique solutions of such equations.
Agram, Nacira   +2 more
core   +1 more source

Contrasting Population Trajectories of Temperate Reef Fishes and Invertebrates Following Seasonal and Multi‐Decadal Temperature Change

open access: yesGlobal Change Biology, Volume 31, Issue 5, May 2025.
This paper explores the contrasting differences in population trajectories for temperate reef fishes and invertebrates following seasonal and decadal temperature changes. Fishes exhibited seasonal fluctuations but decadal stability, while invertebrates did not change over such short‐term intervals but suffered from long‐term decline.
Yann Herrera Fuchs   +6 more
wiley   +1 more source

Habitat Complexity and Substrate Age Are Primary Factors Influencing Temperate Intertidal Community Assembly

open access: yesDiversity and Distributions, Volume 31, Issue 3, March 2025.
ABSTRACT Aim Elucidating mechanisms underlying the formation and maintenance of communities remains a fundamental ecological question. However, the relative importance of niche and dispersal assembly might be contingent. Here, we aimed to investigate intertidal community dynamics to understand the process of community formation and maintenance ...
Dian Yu   +16 more
wiley   +1 more source

A Dynamic Emergency Lane Clearing Method for Urban Roads Considering Vehicle Turning Information in a Connected Vehicle Environment

open access: yesIET Intelligent Transport Systems, Volume 19, Issue 1, January/December 2025.
This study presents a bi‐level optimization model for dynamic emergency lane clearing in the connected vehicle environment, focusing on optimizing lane‐changing trajectories for normal vehicles and identifying the optimal clearance trigger points. The proposed method significantly reduces clearing time, deceleration delays, and the number of affected ...
Tingting Zhu, Zhengwu Wang, Kejun Long
wiley   +1 more source

Abstracts

open access: yes, 2022
Cancer Science, Volume 113, Issue S1, Page 1-1874, February 2022.
wiley   +1 more source

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