Results 1 to 10 of about 88,663 (317)

Modelling river flows as jump-diffusion processes

Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e Naturali
The 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

The Truncated EM Method of Jump Diffusions with Markovian Switching: A Case Study of Music Signals

Mathematics
This paper investigates the strong convergence of jump-diffusion processes with Markovian switching using the truncated Euler–Maruyama (TEM) method. Under the assumption that the drift and diffusion coefficients satisfy a Khasminskii-type condition and ...
Ping Li, Ping Yu, Yuhang Zhen
doaj   +1 more source

Effect of Motor Ability and Self-Confidence on Triple Jump Skills in Youth Aged 18–20: Path Analysis Study Among Students at University College

Physical Education Theory and Methodology, 2019
The purpose of the study is to analyze the impact of motor skills and self-confidence on triple jump skills. Materials and methods. The study participants (n = 41) were male college students aged 18–20 years.
Herli Pardilla, Achmad Sofyan Hanif, Hidayat Humaid, Firmansyah Dlis, Raffly Henjilito, M. Jufrianis   +5 more
doaj   +1 more source

Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes

Modern Stochastics: Theory and Applications
The existence of density function of the running maximum of a stochastic differential equation (SDE) driven by a Brownian motion and a nontruncated pure-jump process is verified.
Takuya Nakagawa, Ryoichi Suzuki
doaj   +1 more source

Intelligent long jump evaluation system integrating blazepose human pose assessment algorithm in higher education sports teaching

Systems and Soft Computing
There are issues in current higher education long jump teaching, e.g., assessment relies on teachers' experience, lacks scientific evaluation, and can't quantitatively give performance feedback to students.
Tao Wang
doaj   +1 more source

Coupling for Ornstein–Uhlenbeck processes with jumps

Bernoulli, 2011
Published in at http://dx.doi.org/10.3150/10-BEJ308 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)
openaire   +6 more sources

Pricing of a Binary Option Under a Mixed Exponential Jump Diffusion Model

Mathematics
This paper focuses on the pricing problem of binary options under stochastic interest rates, stochastic volatility, and a mixed exponential jump diffusion model.
Yichen Lu, Ruili Song
doaj   +1 more source

PERMAINAN LOMPAT KANGURU UNTUK MENINGKATKAN HASIL BELAJAR LOMPAT JAUH GAYA JONGKOK

Active: journal of physical education, sport, health and recreation, 2015
This research aims to know the effectiveness of learning long jump squat-style through a kangaroo jump play approach for students of class IV SD Negeri Bangungalih Tegal Regency Kramat District 02 This type of research is the Research Action class ...
Moh. Bagus suroso
doaj  

Extreme value statistics of jump processes

Physical Review E
We investigate extreme value statistics (EVS) of general discrete time and continuous space symmetric jump processes. We first show that for unbounded jump processes, the semi-infinite propagator $G_0(x,n)$, defined as the probability for a particle issued from $0$ to be at position $x$ after $n$ steps whilst staying positive, is the key ingredient ...
Klinger, J., Voituriez, R., Bénichou, O.   +2 more
openaire   +3 more sources

Effect of Channel Boundary Conditions in Predicting Hydraulic Jump Characteristics using an ANFIS-Based Approach

Journal of Applied Fluid Mechanics, 2018
Hydraulic jump is a phenomenon which is used to dissipate the kinetic energy of the flow and prevent scour below overflow spillways, chutes and sluices. This paper applies adaptive neuro-fuzzy inference system (ANFIS) as a Meta model approach to estimate
K. Roushangar, R. Ghasempour, R. Valizadeh   +2 more
doaj