Results 91 to 100 of about 5,321,021 (304)
On Maximal Inequalities for some Jump Processes [PDF]
We present a solution to the considered in [5] and [22] optimal stopping problem for some jump processes. The method of proof is based on reducing the initial problem to an integro-differential free-boundary problem where the normal reflection and smooth
Pavel V. Gapeev
core
Generalizing HMMs to Continuous Time for Fast Kinetics: Hidden Markov Jump Processes. [PDF]
Biophys J, 2021 Kilic Z, Sgouralis I, Pressé S.
europepmc +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
American Call Options on Jump-Diffusion Processes: A Fourier Transform Approach [PDF]
This paper considers the Fourier transform approach to derive the implicit integral equation for the price of an American call option in the case where the underlying asset follows a jump-diffusion process.
Andrew Ziogas, Carl Chiarella
core
Path dependent option pricing under Lévy processes applied to Bermudan options [PDF]
, 2004 A model is developed that can price path dependent options when the underlying process is an exponential Lévy process with closed form conditional characteristic function. The model is an extension of a recent quadrature option pricing model so that it
O'Sullivan, Conall
core +1 more source
Exact statistical solution for the hopping transport of trapped charge via finite Markov jump processes. [PDF]
Sci Rep, 2021 Pil'nik AA, Chernov AA, Islamov DR.
europepmc +1 more source
On multidimensional diffusion processes with jumps
Osaka Journal of Mathematics, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +4 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
Approximation of Jump Diffusions in Finance and Economics [PDF]
In finance and economics the key dynamics are often specified via stochastic differential equations (SDEs) of jump-diffusion type. The class of jump-diffusion SDEs that admits explicit solutions is rather limited.
Nicola Bruti-Liberati, Eckhard Platen
core
Podium, 2020 Currently, multiple strategies have been proposed to guarantee better processes of super compensation for sports training, however, there is still no consensus due to the emergence of new knowledge related to interference processes related to concurrent ...
Héctor Fuentes-Barria +2 more
doaj