Results 101 to 110 of about 10,689,983 (306)
A numerical method for the expected penalty–reward function in a Markov-modulated jump–diffusion process. [PDF]
A generalization of the Cramér–Lundberg risk model perturbed by a diffusion is proposed. Aggregate claims of an insurer follow a compound Poisson process and premiums are collected at a constant rate with additional random fluctuation.
Usábel, Miguel A., Diko, Peter
core
Optimum take-off angle in the standing long jump [PDF]
, 2005 The aim of this study was to identify and explain the optimum projection angle that maximises the distance achieved in a standing long jump. Five physically active males performed maximum-effort jumps over a wide range of take-off angles, and the jumps ...
Wakai, M +3 more
core +1 more source
FEBS Letters, EarlyView.Encapsulins are protein nanocompartments that play an important role in iron storage. In the Myxococcus xanthus encapsulin system, two cargo proteins called EncB and EncC contribute to iron mineralization. Here, we show that EncB and EncC generate iron‐containing minerals with distinct chemical compositions, suggesting that the composition of stored ...
Harry B. McDowell +2 more
wiley +1 more source
Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility [PDF]
A rapidly growing literature has documented important improvements in financial return volatility measurement and forecasting via use of realized variation measures constructed from high-frequency returns coupled with simple modeling procedures. Building
Tim Bollerslev +2 more
core
Support theorem for jump processes
Stochastic Processes and their Applications, 2000 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
‘Guide and Prejudice’— How Argonautes recognize targets across domains of life
FEBS Letters, EarlyView.Argonaute proteins use short nucleic‐acid guides to locate and regulate specific targets across all domains of life. Despite striking diversity—from human gene silencing to bacterial immune defence—all Argonautes share a conserved three‐stage recognition logic: guide‐directed sampling, progressive target pairing with a conformational checkpoint and ...
Jack P. K. Bravo
wiley +1 more source
The Gerber-Shiu expected discounted penalty-reward function under an affine jump-diffusion model. [PDF]
We provide a unified analytical treatment of first passage problems under an affine state-dependent jump-diffusion model (with drift and volatility depending linearly on the state).
Avram, Florin, Usábel, Miguel A.
core
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
The Truncated EM Method of Jump Diffusions with Markovian Switching: A Case Study of Music Signals
MathematicsThis 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
Structural and biochemical analysis of a B12 superbinder
FEBS Letters, EarlyView.BtuG proteins are vitamin B12 scavengers in Bacteroides thetaiotaomicron, a dominant human gut bacterium. We present crystal structures of three BtuG homologs bound to cobalamin and its precursor cobinamide, revealing picomolar binding affinities, among the highest known for any natural protein.
Jose M. Martinez Felices +3 more
wiley +1 more source