Results 11 to 20 of about 88,663 (317)
On Itô formulas for jump processes [PDF]
Queueing Systems, 2021 AbstractA well-known Itô formula for finite-dimensional processes, given in terms of stochastic integrals with respect to Wiener processes and Poisson random measures, is revisited and is revised. The revised formula, which corresponds to the classical Itô formula for semimartingales with jumps, is then used to obtain a generalisation of an important ...
István Gyöngy, Sizhou Wu
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Parameter Estimation for a Fractional Black–Scholes Model with Jumps from Discrete Time Observations
Mathematics, 2022 We consider a stochastic differential equation (SDE) governed by a fractional Brownian motion (BtH) and a Poisson process (Nt) associated with a stochastic process (At) such that: dXt=μXtdt+σXtdBtH+AtXt−dNt,X0=x0>0.
John-Fritz Thony, Jean Vaillant
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Analysis and control of state jump in space deployable structures under alternating temperature loads [PDF]
Mechanical Sciences, 2021 State jump has been experimentally observed in space deployable structures working in alternating temperature environments. State jump is a phenomenon in which the geometric shape of the structure changes after the temperature loading and unloading ...
C. Chen, T. Li, Y. Tang, Z. Wang
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Journal of Statistical Software, 2023 We introduce a Python library, called jumpdiff, which includes all necessary functions to assess jump-diffusion processes. This library includes functions which compute a set of non-parametric estimators of all contributions composing a jump-diffusion ...
Leonardo Rydin Gorjão +2 more
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Korelasi status gizi dengan kebugaran calon atlit olahraga sepeda (Talent scouting)
AcTion: Aceh Nutrition Journal, 2022 The talent scouting process is fundamental in improving the performance of bicycle athletes. The selection process still focuses on prospective athletes' nutritional and fitness factors.
Muhammad Yani +3 more
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Degradation Modeling for Lithium-Ion Batteries with an Exponential Jump-Diffusion Model
Mathematics, 2022 The degradation of Lithium-ion batteries is usually measured by capacity loss. When batteries deteriorate with usage, the capacities would generally have a declining trend.
Weijie Liu, Yan Shen, Lijuan Shen
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PROCESSING JUMP POINT OF LIDAR DETECTION DATA AND INVERSING THE AEROSOL EXTINCTION COEFFICIENT [PDF]
The International Archives of the Photogrammetry, Remote Sensing and Spatial Information Sciences, 2019 For a long time, the research of the optical properties of atmospheric aerosols has aroused a wide concern in the field of atmospheric and environmental.
H. L. Zhang +4 more
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Hydraulic Jump Behavior during Filling Process of Cast Start I
Metals, 2022 This paper presents a 0.25 scale quasi-three-dimensional hydraulic model experiment of transient fluid flow phenomena during continuous casting of steel.
Jin Chen +5 more
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Discrete Dynamics in Nature and Society, 2020 Financial extreme jumps in asset price may propagate across stock markets and lead to the market-wide crashes, which severely threatens the stability of the financial system.
Chao Yu, Jianxin Bi, Xujie Zhao
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Symmetric Jump Processes [PDF]
Transactions of the American Mathematical Society, 1974 We use the theory of Dirichlet spaces to construct symmetric Markov processes of pure jump type and to identify the Lévy measures for these processes. Particular attention is paid to lattice and hard sphere systems which interact through speed change and exclusion.
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