Results 31 to 40 of about 10,689,983 (306)
On the Regularity and Stability Properties of G-SDEs with Jumps
MathematicsThis paper deals with a system of G-stochastic differential equations with jumps, driven by G-Brownian motion and the G-Lévy process. By using Burkholder–Davis–Gundy inequalities, we prove the moment estimate and the Hölder regularity of the solution ...
Zineb Arab +2 more
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Loneliness is associated with adverse physical and mental health outcomes and remains understudied in children and adolescents undergoing cancer therapy. Pediatric oncology patients may be at increased risk due to medical isolation and disruption of social networks.
Charlotte N. Stahlfeld +5 more
wiley +1 more source
Kolmogorov’s equations for jump Markov processes with unbounded jump rates [PDF]
Annals of Operations Research, 2017 As well-known, transition probabilities of jump Markov processes satisfy Kolmogorov's backward and forward equations. In the seminal 1940 paper, William Feller investigated solutions of Kolmogorov's equations for jump Markov processes. Recently the authors solved the problem studied by Feller and showed that the minimal solution of Kolmogorov's ...
Eugene A. Feinberg +2 more
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Survivors of pediatric brain tumors (PBTs) can experience long‐term social difficulties, impacting quality of life. Beyond medical and environmental factors, family psychosocial risk may play a role in social outcomes by shaping the caregiving environment and may provide intervention options.
Renske H. Houben +4 more
wiley +1 more source
Exact simulation of jump-diffusion processes with Monte Carlo applications [PDF]
, 2008 We introduce a novel algorithm (JEA) to simulate exactly from a class of one-dimensional jump-diffusion processes with state-dependent intensity. The simulation of the continuous component builds on the recent Exact Algorithm ((1)).
Casella, Bruno, Roberts, Gareth O.
core
The Well-Posedness and Ergodicity of a CIR Equation Driven by Pure Jump Noise
MathematicsThe current paper is devoted to the dynamical property of the stochastic Cox–Ingersoll–Ross (CIR) model with pure jump noise, which is an extension of the CIR model.
Xu Liu +4 more
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An empirical study on asymmetric jump diffusion for option and annuity pricing.
PLoS ONE, 2019 In this paper, we present a method to estimate the market parameters modelled by an asymmetric jump diffusion process. The method proposed is based on Kou's jump diffusion model while the market parameters refer to the market drift, the market volatility,
Kein Joe Lau +2 more
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Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Background Chronic micro‐inflammation in patients with end‐stage renal disease (ESRD) is a significant driver of cardiovascular complications and diminished quality of life. While standard hemodialysis (SHD) effectively manages small‐molecule clearance, its ability to remove medium‐to‐large uremic toxins—the primary catalysts of systemic ...
Hongwei Zuo +5 more
wiley +1 more source
Training Knee Tuck Jump In Order To Increasethe Time To Drill The Ball Than The Split Jump
Kinestetik, 2021 The capability is necessary not only to exercise but also in situations of physical activity. To achieve this necessary exercise continuous and systematic so easily trained athletes in learning a new movement, such as the knee tuck jump exercise and ...
Yovinianus Mbede Wea
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Reflected Diffusion Processes with Jumps
The Annals of Probability, 1985 In this paper, the authors study the question of building solutions of stochastic differential equations with reflecting boundary conditions, corresponding to reflected diffusion processes with jumps. To do so, they adapt to the case of jump processes the penalty argument used by many authors.
Menaldi, Jose-Luis, Robin, Maurice
openaire +3 more sources