Results 21 to 30 of about 45,709 (265)
Geometric approximations to transition densities of Jump-type Markov processes
Open Mathematics, 2021 This paper is concerned with the transition functions of symmetric Levy-type processes generated by a pseudo-differential operator with variable coefficients.
Zhuang Yuanying, Song Xiao
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Traveling-wave tubes on looping waveguides with a potential jump
Доклады Белорусского государственного университета информатики и радиоэлектроники, 2021 Using computer simulation, a study of the effect of a potential jump on the interaction processes in O-type traveling-wave tubes has been carried out.
A. V. Aksenchyk, I. F. Kirynovich
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Спортивная медицина: наука и практика, 2023 Aim of the study: to identify mutual interaction between the reaction to a moving object with functional state of the central nervous system and kinematic-dynamic parameters of complex coordination movement.Materials and methods: 9 elite alpine skiers ...
A. S. Kryuchkov +4 more
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Homogenization of non-symmetric jump processes
Advances in Applied Probability, 2023 AbstractWe study homogenization for a class of non-symmetric pure jump Feller processes. The jump intensity involves periodic and aperiodic constituents, as well as oscillating and non-oscillating constituents. This means that the noise can come both from the underlying periodic medium and from external environments, and is allowed to have different ...
Huang, Qiao +2 more
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Effect of different jump distributions on the dynamics of jump processes [PDF]
Physical Review E, 2010 The paper investigates stochastic processes forced by independent and identically distributed jumps occurring according to a Poisson process. The impact of different distributions of the jump amplitudes are analyzed for processes with linear drift. Exact expressions of the probability density functions are derived when jump amplitudes are distributed ...
Daly, Edoardo, Porporato, Amilcare
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MathematicsJump-diffusion algorithms are applied to sampling from Bayesian posterior distributions. We consider a class of random sampling algorithms based on continuous-time jump processes.
Aaron Lanterman
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Weak Poincaré inequalities and hitting times for jump processes
Journal of Inequalities and Applications, 2016 In this paper, we get a criteria of weak Poincaré inequality by some integrability of hitting times for jump processes. In fact, integrability of hitting times on a subset F of state space E implies that the taboo process restricted on E ∖ F $E\setminus ...
Huihui Cheng, Hongde Xiao
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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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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
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Mathematics, 2023 We introduce a novel option pricing model that features stochastic interest rates along with an underlying price process driven by stochastic string shocks combined with pure jump Lévy processes.
Alberto Bueno-Guerrero, Steven P. Clark
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