Results 41 to 50 of about 486,489 (281)

Multifractal Analysis of Infinite Products of Stationary Jump Processes

open access: yesJournal of Probability and Statistics, 2010
There has been a growing interest in constructing stationary measures with known multifractal properties. In an earlier paper, the authors introduced the multifractal products of stochastic processes (MPSP) and provided basic properties concerning ...
Petteri Mannersalo   +2 more
doaj   +1 more source

Reliability Analysis Based on a Jump Diffusion Model with Two Wiener Processes for Cloud Computing with Big Data

open access: yesEntropy, 2015
At present, many cloud services are managed by using open source software, such as OpenStack and Eucalyptus, because of the unification management of data, cost reduction, quick delivery and work savings.
Yoshinobu Tamura, Shigeru Yamada
doaj   +1 more source

Upside and downside correlated jump risk premia of currency options and expected returns

open access: yesFinancial Innovation, 2023
This research explores upside and downside jumps in the dynamic processes of three rates: domestic interest rates, foreign interest rates, and exchange rates.
Jie-Cao He   +3 more
doaj   +1 more source

Crosstalk between the ribosome quality control‐associated E3 ubiquitin ligases LTN1 and RNF10

open access: yesFEBS Letters, EarlyView.
Loss of the E3 ligase LTN1, the ubiquitin‐like modifier UFM1, or the deubiquitinating enzyme UFSP2 disrupts endoplasmic reticulum–ribosome quality control (ER‐RQC), a pathway that removes stalled ribosomes and faulty proteins. This disruption may trigger a compensatory response to ER‐RQC defects, including increased expression of the E3 ligase RNF10 ...
Yuxi Huang   +8 more
wiley   +1 more source

Donsker-Varadhan asymptotics for degenerate jump Markov processes [PDF]

open access: yes, 2015
We consider a class of continuous time Markov chains on a compact metric space that admit an invariant measure strictly positive on open sets together with absorbing states. We prove the joint large deviation principle for the empirical measure and flow.
Basile, Giada, Bertini, Lorenzo
core  

Stochastic Reaction-diffusion Equations Driven by Jump Processes

open access: yes, 2018
We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative functional.
A Debussche   +69 more
core   +1 more source

Interplay between circadian and other transcription factors—Implications for cycling transcriptome reprogramming

open access: yesFEBS Letters, EarlyView.
This perspective highlights emerging insights into how the circadian transcription factor CLOCK:BMAL1 regulates chromatin architecture, cooperates with other transcription factors, and coordinates enhancer dynamics. We propose an updated framework for how circadian transcription factors operate within dynamic and multifactorial chromatin landscapes ...
Xinyu Y. Nie, Jerome S. Menet
wiley   +1 more source

Correlated continuous-time random walks: combining scale-invariance with long-range memory for spatial and temporal dynamics

open access: yes, 2013
Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen.
Chechkin, Aleksei V   +2 more
core   +1 more source

Disordered but rhythmic—the role of intrinsic protein disorder in eukaryotic circadian timing

open access: yesFEBS Letters, EarlyView.
Unstructured domains known as intrinsically disordered regions (IDRs) are present in nearly every part of the eukaryotic core circadian oscillator. IDRs enable many diverse inter‐ and intramolecular interactions that support clock function. IDR conformations are highly tunable by post‐translational modifications and environmental conditions, which ...
Emery T. Usher, Jacqueline F. Pelham
wiley   +1 more source

Introducing a new approach for modeling stock market prices using the combination of jump-drift processes

open access: yesFrontiers in Physics
The stock price data are sampled at discrete times (e.g., hourly, daily, weekly, etc). When data are sampled at discrete times, they appear as a sequence of discontinuous jump events, even if they have been sampled from a continuous process. On the other
Ali Asghar Movahed, Houshyar Noshad
doaj   +1 more source

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