Results 121 to 130 of about 76,132 (306)
The present review of (financial) risk measures, prepared for the Encyclopaedia of Actuarial Science, first distinguishes two conceptions of risk. Risk of the first kind conceives risk as the magnitude of (one- or two-sided) deviations from a target ...
Albrecht, Peter
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Invariant measures of Mass Migration Processes
, 2016 International audienceWe introduce the Mass Migration Process (MMP), a conservative particle system on ℕℤd. It consists in jumps of k particles (k≥1) between sites, with a jump rate depending only on the state of the system at the departure and arrival ...
Fajfrovà, Lucie +2 more
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On the Invariant Measure for the Ostrovsky Equation
Journal of Dynamical and Control Systems, 2017 In this paper, we construct invariant measures for the Ostrovsky equation associated with conservation laws. On the other hand, we prove the local well- posedness of the initial value problem for the periodic Ostrovsky equation with initial data in $H^{s}(\mathbb{T})$ for $s>-1/2$.
openaire +2 more sources
FEBS Open Bio, EarlyView.This study investigated a novel WST‐8‐based assay for evaluating d‐Amino acid oxidase (DAO) inhibitors. We confirmed its effectiveness using known inhibitors and found that uremic toxins possess relatively weak inhibitory activity compared to existing drugs.
Kahoko Miyake +4 more
wiley +1 more source
Escape rates and conditionally invariant measures
, 2005 We consider dynamical systems on domains that are not invariant under the dynamics – for example, a system with a hole in the phase space – and raise issues regarding the meaning of escape rates and conditionally invariant measures.
Young, Lai-Sang +3 more
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Screening and epitope characterization of Nidogen‐2‐specific nanobodies
FEBS Open Bio, EarlyView.Camel immunization and phage display were employed to generate high‐affinity VHH nanobodies against Nidogen‐2. After library construction, biopanning, ELISA screening, sequencing, and recombinant expression, selected nanobodies were purified and characterized, leading to the preliminary exploration of a nanobody‐based sandwich ELISA for specific ...
Jianchuan Wen +9 more
wiley +1 more source
Large deviation limits of invariant measures
, 2023 This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for the invariant measures of stochastic processes to the associated sample path LDP.
Puhalskii, Anatolii A.
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FEBS Open Bio, EarlyView.14‐day casting‐induced immobilization reduced gastrocnemius muscle mass and increased non‐heme iron and ferritin heavy chain levels. Despite iron accumulation, transferrin receptor 1 and iron regulatory protein 2 were paradoxically upregulated. Lipid peroxidation was elevated without compensatory antioxidant responses.
Haruka Yokogawa +2 more
wiley +1 more source
On s-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model [PDF]
Recently, Frittelli and Scandolo ([9]) extend the notion of risk measures, originally introduced by Artzner, Delbaen, Eber and Heath ([1]), to the risk assessment of abstract financial positions, including pay offs spread over different dates, where ...
Volker Krätschmer
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On representing claims for coherent risk measures [PDF]
, 2007 We consider the problem of representing claims for coherent risk measures. For this purpose we introduce the concept of (weak and strong) time-consistency with respect to a portfolio of assets, generalizing the one defined in Delbaen [7]. In a similar
Berkaoui, Abdelkarem, Jacka, Saul D.
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