Results 61 to 70 of about 15,601 (265)
Jump-Diffusion Risk-Sensitive Asset Management II: Jump-Diffusion Factor Model [PDF]
SIAM Journal on Control and Optimization, 2013 In this article we extend earlier work on the jump-diffusion risk-sensitive asset management problem [SIAM J. Fin. Math. (2011) 22-54] by allowing jumps in both the factor process and the asset prices, as well as stochastic volatility and investment constraints. In this case, the HJB equation is a partial integro-differential equation (PIDE).
Mark Davis, Sebastien Lleo
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Molecular Oncology, EarlyView.This review summarizes the transcription factors, repressive chromatin‐modifying complexes, and epigenetic mechanisms that control fetal hemoglobin repression. Notably, many regulators of γ‐globin silencing also function in transcriptional and epigenetic networks that drive cancer, highlighting opportunities to translate advances in hemoglobinopathy ...
Meigen Yu +3 more
wiley +1 more source
Dynamics of a Stochastic COVID-19 Epidemic Model with Jump-Diffusion [PDF]
Adv Differ Equ, 2021 Tesfay A +5 more
europepmc +2 more sources
On the exact simulation of (jump) diffusion bridges [PDF]
2015 Winter Simulation Conference (WSC), 2015 12 pages, 3 ...
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Spatial biology in cancer epigenetics
Molecular Oncology, EarlyView.Spatial epigenomics combines molecular profiling with tissue architecture to reveal how gene regulation is organized within intact tissues. In cancer, these technologies uncover the mechanisms driving tumor heterogeneity and microenvironmental interactions, opening new opportunities for biomarker discovery and precision medicine.
Eva Crespo‐García, Manel Esteller
wiley +1 more source
Jump locations of jump-diffusion processes with state-dependent rates [PDF]
Journal of Physics A: Mathematical and Theoretical, 2017 We propose a general framework for studying jump-diffusion systems driven by both Gaussian noise and a jump process with state-dependent intensity. Of particular natural interest are the jump locations: the system evaluated at the jump times. However, the state-dependence of the jump rate provides direct coupling between the diffusion and jump ...
Christopher E Miles, James P Keener
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FEBS Open Bio, EarlyView.RoboMic is an automated confocal microscopy pipeline for high‐throughput functional imaging in living cells. Demonstrated with fluorescence recovery after photobleaching (FRAP), it integrates AI‐driven nuclear segmentation, ROI selection, bleaching, and analysis.
Selçuk Yavuz +6 more
wiley +1 more source
Physical Review XPathwise observables—functionals of stochastic trajectories—are at the heart of time-averaged statistical mechanics and are central to thermodynamic inequalities such as uncertainty relations, speed limits, and correlation bounds. They provide a means of
Lars Torbjørn Stutzer +2 more
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Analysis of a stochastic single species model with Allee effect and jump-diffusion
Advances in Difference Equations, 2020 In this paper, we consider the effects of the small and abrupt random perturbations in the environment, and formulate a stochastic single species model with Allee effect and jump-diffusion.
Yalin Jin
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On the Jumps of Time Changed Diffusions
The Annals of Probability, 1981 Assuming points to be polar, a time changed diffusion has zero or an infinity of jumps in any predictable set.
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