Results 151 to 160 of about 928,276 (315)
Differential Properties of Information in Jump-Diffusion Channels
2025 IEEE International Symposium on Information Theory (ISIT)12 ...
Luyao Fan +3 more
openaire +2 more sources
Advanced Engineering Materials, EarlyView.Phase‐field simulations coupled with dislocation‐density‐based crystal plasticity modeling reproduce γ′ rafting behavior in single‐crystal Ni‐based superalloys under varied loading conditions. The model captures both macroscopic creep and microscopic morphology evolution, with results matching high‐temperature creep experiments.
Micheal Younan +5 more
wiley +1 more source
Filtering for jump-diffusion models by statistical modeling method
Научный вестник МГТУ ГА, 2016 This article develops new methods that reduce the optimal filtering problem for jump-diffusion models to the analysis problem for the special stochastic system with jumps, branching and terminating trajectories. Earlier appropriate methods and algorithms
K. A. Rybakov
doaj
A Proposal of Portfolio Choice for Infinitely Divisible Distributions of Assets Returns
In the paper we present a proposal of augmenting portfolio analysis for the infinitely divisible distributions of returns - so that the prices of assets can follow Lévy processes.
Kliber, Pawel
core
Symmetries in Jump-Diffusion Models with Applications in Option Pricing and Credit Risk [PDF]
It is a well known fact that local scale invariance plays a fundamental role in the theory of derivative pricing. Specific applications of this principle have been used quite often under the name of `change of numeraire', but in recent work it was shown ...
Jiri Hoogland +2 more
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Phase Field Failure Modeling: Brittle‐Ductile Dual‐Phase Microstructures under Compressive Loading
Advanced Engineering Materials, EarlyView.The approach by Amor and the approach by Miehe and Zhang for asymmetric damage behavior in the phase field method for fracture are compared regarding their fitness for microcrack‐based failure modeling. The comparison is performed for the case of a dual‐phase microstructure with a brittle and a ductile constituent.
Jakob Huber, Jan Torgersen, Ewald Werner
wiley +1 more source
Time‐Dependent Oxidation and Scale Evolution of a Wrought Co/Ni‐Based Superalloy
Advanced Engineering Materials, EarlyView.This study shows how a new wrought Co/Ni‐based superalloy resists oxidation at 800 ∘$^\circ$C. The oxide scale changes from rough, fast‐growing spinel to a dense, protective chromia–alumina layer. Atom probe analysis reveals tiny refractory‐rich bubbles at the interface that mark the transition to long‐term, diffusion‐controlled protection ...
Cameron Crabb +6 more
wiley +1 more source
Data-driven inference for stationary jump-diffusion processes with application to membrane voltage fluctuations in pyramidal neurons. [PDF]
J Math Neurosci, 2019 Melanson A, Longtin A.
europepmc +1 more source
The aim of this paper is to show how option prices in the Jump-diffusion model can be computed using meshless methods based on Radial Basis Function (RBF) interpolation.
Hubbert, Simon, Chan, Ron T.L.
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Oxygen and cation diffusion processes in oxygen ion conductors
, 2007 We discuss oxygen and cation diffusion processes in oxygen ion conductors. While the high oxygen diffusivity determines the proper oxygen ion conductivity, slow cation diffusion processes are important for sintering and degradation processes.
Martin, Manfred
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