Results 141 to 150 of about 928,276 (315)
Telling from Discrete Data Whether the Underlying Continuous-Time Model is a Diffusion [PDF]
Asset returns have traditionally been modeled in the literature as following continuous-time Markov processes, and in many cases diffusions. Can discretely sampled financial rate data help us decide which continuous-time models are sensible?
Yacine Ait-Sahalia
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Advanced Engineering Materials, EarlyView.This study demonstrates how optimizing laser power, scanning speed, and hatching distance in laser powder bed fusion can boost the productivity of Inconel 718 manufacturing by up to 29% while maintaining mechanical integrity. The work delivers a validated process window and cost–time analysis, offering industry‐ready guidelines for efficient additive ...
Amir Behjat +7 more
wiley +1 more source
On an Inverse First-Passage Problem for Jump-Diffusion Processes
MathematicsComputing the exact mathematical expression for a quantity defined in terms of a first-passage time random variable for a jump-diffusion process is in general very difficult. In this paper, we consider the following inverse problem: can we find a certain
Mario Lefebvre
doaj +1 more source
Surface diffusion of particles over bivariate trap lattices
, 2009 We investigate the diffusion of particles on heterogeneous lattices with two kinds of nonequivalent sites. General analytical expressions for the chemical and jump diffusion coefficients have been derived in the case of strong inhomogeneity.
Tarasenko, Alexander, Jastrabik, Lubomir
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Advanced Engineering Materials, EarlyView.New features on yttria‐stabilized zirconia after exposure at 1500°C: Newly discovered pyramidal structures on an old material. After exposure at 1550°C on the cross section of YSZ new features, namely pyramidal structures are discovered. These structures grow with time, increase in numbers, appear as singularities, are often arranged in strings, and ...
Doris Sebold +2 more
wiley +1 more source
Exchange Options Under Jump-Diffusion Dynamics [PDF]
Margrabe provides a pricing formula for an exchange option where the distributions of both stock prices are log-normal with correlated Wiener components.
Carl Chiarella, Gerald H. L. Cheang
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Creating Ti–Fe α/β Alloys by Diffusion‐Driven Solid‐State Processing
Advanced Engineering Materials, EarlyView.This study proposes making alloys containing fast diffusing elements that are difficult to produce by ingot metallurgy, by diffusion‐driven solid‐state HIP processing of elemental powders and low‐temperature homogenisation. Here, novel Fe‐Ti α–β alloys are formed having fine α–β lamellae, a small β prior grain size without significant intermetallics ...
Jiaqi Xu +10 more
wiley +1 more source
Asset Pricing in a Two-Country Discontinuous General Equilibrium Model [PDF]
The aim of this paper is to develop a framework for asset pricing in a continuous time general equilibrium model for a two country Lucas type economy.
Ciprian Necula
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Advanced Engineering Materials, EarlyView.Mg–Zn composites with a thickness of 0.21 mm were fabricated using roll bonding of a kirigami‐patterned Mg alloy inlay within a Zn matrix. Thermal activation following this process led to the formation of tailored intermetallic structures, which provided the composite with enhanced flexural strength.
Yaroslav Frolov +4 more
wiley +1 more source
Modelling river flows as jump-diffusion processes
Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e NaturaliThe streamflow of a river is modelled as a jump-diffusion process. The jump size is distributed as an exponential random variable. The various parameters of the model are estimated by using the method of moments.
Mario Lefebvre
doaj +1 more source