Investment timing and capacity choice in duopolistic competition under a jump-diffusion model. [PDF]
Math Financ Econ, 2022 Wu X, Hu Z.
europepmc +1 more source
A Depolarizing Leak in Sodium Bicarbonate Cotransporter NBCe1 Causes Brain Edema
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objectives SLC4A4 encodes electrogenic sodium bicarbonate cotransporter NBCe1, prominently expressed in kidney and brain. Recessive loss‐of‐function variants in SLC4A4 cause proximal renal tubular acidosis, no brain edema. In the brain, NBCe1 is expressed by astrocytes, where it regulates pH and mediates astrocyte volume changes.
Quinty Bisseling +16 more
wiley +1 more source
Separation of timescales for the seed bank diffusion and its jump-diffusion limit. [PDF]
J Math Biol, 2021 Blath J +3 more
europepmc +1 more source
On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance [PDF]
Event-driven uncertainties such as corporate defaults, operational failures or central bank announcements are important elements in the modelling of financial quantities.
Nicola Bruti-Liberati, Eckhard Platen
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Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Neurochemical levels measured by brain MR spectroscopy (MRS) have been proposed as endpoints for clinical trials in early‐stage spinocerebellar ataxia (SCA) trials. We tested their trial‐readiness by quantifying neurochemicals in three affected brain regions in early‐stage cohorts of SCA2 and SCA3, examining their reproducibility in ...
James M. Joers +19 more
wiley +1 more source
Testing Jump-Diffusion in Epileptic Brain Dynamics: Impact of Daily Rhythms. [PDF]
Entropy (Basel), 2021 Kurth JG, Rings T, Lehnertz K.
europepmc +1 more source
Microscopic origin of the jump diffusion model
The Journal of Chemical Physics, 2009 The present paper is aimed at studying the microscopic origin of the jump diffusion. Starting from the N-body Liouville equation and making only the assumption that molecular reorientation is overdamped, we derive and solve the new (hereafter generalized diffusion) equation. This is the most general equation which governs orientational relaxation of an
Gelin, Maxim F., Kosov, Daniil
openaire +5 more sources
A jump-diffusion Libor model and its robust calibration [PDF]
In this paper we propose a jump-diffusion Libor model with jumps in a high-dimensional space (Rm) and test a stable non-parametric calibration algorithm which takes into account a given local covariance structure.
Denis Belomestny, John Schoenmakers
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T1 Over Squared Proton Density Ratio to Characterize Multiple Sclerosis Lesions
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Differentiating remyelinated from demyelinated lesions in MS remains challenging without histological confirmation. This study introduces the T1‐to‐PD2 ratio (TPR) imaging approach and evaluates its ability to characterize MS lesions alongside other quantitative MRI (qMRI) metrics. Methods Thirty individuals with MS (mean age: 47.5 ±
Sarah J. Wright +10 more
wiley +1 more source
The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines [PDF]
This paper considers the problem of numerically evaluating American option prices when the dynamics of the underlying are driven by both stochastic volatility following the square root process of Heston (1993), and by a Poisson jump process of the type ...
Boda Kang +3 more
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