Results 41 to 50 of about 88,663 (317)
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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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
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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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
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FEBS Letters, EarlyView.The Ile181Asn variant of human UDP‐xylose synthase (hUXS1), associated with a short‐stature genetic syndrome, has previously been reported as inactive. Our findings demonstrate that Ile181Asn‐hUXS1 retains catalytic activity similar to the wild‐type but exhibits reduced stability, a looser oligomeric state, and an increased tendency to precipitate ...
Tuo Li +2 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
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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FEBS Letters, EarlyView.We reconstituted Synechocystis glycogen synthesis in vitro from purified enzymes and showed that two GlgA isoenzymes produce glycogen with different architectures: GlgA1 yields denser, highly branched glycogen, whereas GlgA2 synthesizes longer, less‐branched chains.
Kenric Lee +3 more
wiley +1 more source
FEBS Letters, EarlyView.In this study, we found that human cervical‐derived adipocytes maintain intracellular iron level by regulating the expression of iron transport‐related proteins during adrenergic stimulation. Melanotransferrin is predicted to interact with transferrin receptor 1 based on in silico analysis.
Rahaf Alrifai +9 more
wiley +1 more source