Results 81 to 90 of about 10,047 (263)

Control Improvement for Jump-Diffusion Processes with Applications to Finance

open access: yesApplied Mathematics & Optimization, 2011
We consider stochastic control problems with jump-diffusion processes and formulate an algorithm which produces, starting from a given admissible control Pi, a new control with a better value. If no improvement is possible, then Pi is optimal. Such an algorithm is well-known for discrete-time Markov Decision Problems under the name Howard’s policy ...
Bäuerle, N., Rieder, U.
openaire   +3 more sources

Long‐Term Neurologic Exam Findings in People Diagnosed and Treated During Acute HIV Infection

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Evaluate clinical and laboratory correlates of abnormal neurologic exam findings after acute HIV infection (AHI). Methods Participants from the RV254/SEARCH 010 cohort in Bangkok underwent standardized neurologic examinations at Weeks 0 (AHI), 12, 96, and 288 following antiretroviral therapy (ART).
Kathryn B. Holroyd   +118 more
wiley   +1 more source

Mycophenolate Mofetil Treatment Reduces the Risk of Treatment Escalation Due to Vascular Complications in Limited Cutaneous Systemic Sclerosis: Emulation of a Target Trial From the Italian Rheumatology Society SPRING Registry

open access: yesArthritis Care &Research, EarlyView.
Objective Mycophenolate mofetil (MMF) use in limited cutaneous systemic sclerosis (lcSSc) is relatively uncommon because of the lower fibrotic burden and the predominance of vascular complications. In vitro observations and clinical data from transplanted patients suggest a protective effect of MMF on endothelial function.
Enrico De Lorenzis   +77 more
wiley   +1 more source

Research on American Option Pricing Under the Heston Jump Diffusion Model—Based on Fourier Space Time-Stepping Method

open access: yesMathematics
American options are more complex to price than European options because they grant holders the right to exercise at any time before expiration, especially in realistic market environments that consider both stochastic volatility and asset price jumps ...
Yu Zhang, Shilong Wang, Longsuo Li
doaj   +1 more source

The First Passage Time Problem for Mixed-Exponential Jump Processes with Applications in Insurance and Finance

open access: yesAbstract and Applied Analysis, 2014
This paper studies the first passage times to constant boundaries for mixed-exponential jump diffusion processes. Explicit solutions of the Laplace transforms of the distribution of the first passage times, the joint distribution of the first passage ...
Chuancun Yin   +3 more
doaj   +1 more source

Engagement Patterns with an AI Health Coach for Systemic Sclerosis Self‐Management: A Mixed Methods Study

open access: yesArthritis Care &Research, Accepted Article.
Objective To evaluate utility of an artificial intelligence (AI) health coach for systemic sclerosis (SSc) self‐management and identify patterns associated with participant engagement. Methods We conducted a mixed‐methods study in which an AI health coach, powered by a large language model (LLM), was used to support self‐management for SSc.
Nirali Shah   +4 more
wiley   +1 more source

Assessing the suitability of the Langevin equation for analyzing measured data through downsampling

open access: yesJournal of Physics: Complexity
The measured time series from complex systems are renowned for their complex stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions.
Pyei Phyo Lin   +3 more
doaj   +1 more source

Data sets of migration barriers for atomistic Kinetic Monte Carlo simulations of Fe self-diffusion

open access: yesData in Brief, 2018
Atomistic rigid lattice Kinetic Monte Carlo (KMC) is an efficient method for simulating nano-objects and surfaces at timescales much longer than those accessible by molecular dynamics.
Ekaterina Baibuz   +6 more
doaj   +1 more source

Revisiting Stability Criteria in Ball‐Milled High‐Entropy Alloys: Do Hume–Rothery and Thermodynamic Rules Equally Apply?

open access: yesAdvanced Engineering Materials, Volume 27, Issue 6, March 2025.
The stability criteria affecting the formation of high‐entropy alloys, particularly focusing in supersaturated solid solutions produced by mechanical alloying, are analyzed. Criteria based on Hume–Rothery rules are distinguished from those derived from thermodynamic relations. The formers are generally applicable to mechanically alloyed samples.
Javier S. Blázquez   +5 more
wiley   +1 more source

Characterization of Defect Distribution in an Additively Manufactured AlSi10Mg as a Function of Processing Parameters and Correlations with Extreme Value Statistics

open access: yesAdvanced Engineering Materials, EarlyView.
Predicting extreme defects in additive manufacturing remains a key challenge limiting its structural reliability. This study proposes a statistical framework that integrates Extreme Value Theory with advanced process indicators to explore defect–process relationships and improve the estimation of critical defect sizes. The approach provides a basis for
Muhammad Muteeb Butt   +8 more
wiley   +1 more source

Home - About - Disclaimer - Privacy