Results 11 to 20 of about 1,034,593 (267)
Integrated OU Processes. [PDF]
In this paper we study the detailed distributional properties of integrated non-Gaussian OU (intOU) processes. Both exact results and approximate results are given. We emphasise the study of the tail behaviour of the intOU process. Our results have many potential applications in financial economics, for OU processes are used as models of instantaneous ...
Ole E. Barndorff-Nielsen, Neil Shephard
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COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES [PDF]
Summary: Integration for seasonal time series can take the form of seasonal periodic or nonperiodic integration. When seasonal time series are periodically integrated, we show that any cointegration is either full periodic cointegration or full nonperiodic cointegration, with no possibility of cointegration applying for only some seasons.
Tomas del Barrio Castro, Denise R Osborn
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Magic of hydrogen spillover: Understanding and application
The hydrogen spillover effect (HSPE) plays an important role in heterogeneous catalysis and hydrogen storage as an interfacial phenomenon, which facilitates the improvement of hydrogen storage properties of porous nanomaterials and indirectly or directly
Haifang Shen +3 more
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Perpetual Integrals for Lévy Processes [PDF]
We ask for necessary and sufficient conditions for almost sure finiteness of the perpetual integrals of a Levy process. Zero-one laws are already known for Brownian motion with drift and spectrally one-sided Levy processes. Under the assumption that local times exist, we use fluctuation theory and Jeulin's lemma to prove the zero-one law.
Döring, Leif, Kyprianou, Andreas E.
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Waste heat recovery is common in high‐temperature water electrolysis production, but the latent heat from the hydrogen–water mixture is not fully utilized, and the electric heater to generate steam consumes much energy.
Zhicong Fang +3 more
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A plate heat exchanger (PHE) is a modern, effective type of heat transfer equipment capable of increasing heat recuperation and energy efficiency. For PHEs, enhanced methods of heat transfer intensification can be further applied using the analysis and ...
Olga Arsenyeva +4 more
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On the integration processes of A. Huťa [PDF]
Huta [1], [2] has given two processes for solving a first order differential equation to sixth order accuracy. His methods are each eight stage Runge-Kutta processes and differ mainly in that the later process has simpler coefficients occurring in it.
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Janus particles for oil–water separation have attracted widespread attention in recent years. Herein, we prepared a bowl-shaped Janus particle that could rapidly separate oil and water through a thiol–ene click reaction and selective etching.
Xian Qi +3 more
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Solid oxide fuel cells (SOFC) have developed to a mature technology, able to achieve electrical efficiencies beyond 60%. This makes them particularly suitable for off-grid applications, where SOFCs can supply both electricity and heat at high efficiency.
Francesco Baldi +4 more
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The Business of Process Integration [PDF]
The paper describes the value of application integration and the place of business process management. It focuses on the duet BPM-SOA as the successful solution to build the adaptive enterprise of the near future.
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