Results 51 to 60 of about 5,321,021 (304)
Upside and downside correlated jump risk premia of currency options and expected returns
Financial 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
Generalized Telegraph Process with Random Jumps [PDF]
Journal of Applied Probability, 2013 We consider a generalized telegraph process which follows an alternating renewal process and is subject to random jumps. More specifically, consider a particle at the origin of the real line at time t=0. Then it goes along two alternating velocities with opposite directions, and performs a random jump toward the alternating direction at each velocity ...
Di Crescenzo, Antonio +3 more
openaire +3 more sources
FEBS Letters, EarlyView.We present robust protocols for the preparation of supported lipid bilayers (SLBs) incorporating either Salmonella smooth LPS or outer membrane vesicles (OMVs). We use a combination of quartz crystal microbalance with dissipation (QCM‐D) and fluorescence microscopy to both characterize the SLBs of various compositions and to probe their interactions ...
Hudson P. Pace +6 more
wiley +1 more source
Monte Carlo filtering of piecewise deterministic processes [PDF]
, 2011 We present efficient Monte Carlo algorithms for performing Bayesian inference in a broad class of models: those in which the distributions of interest may be represented by time marginals of continuous-time jump processes conditional on a realisation of
Godsill, S +5 more
core +1 more source
Large deviations for Markov jump processes with uniformly diminishing rates [PDF]
, 2021 . We prove a large-deviation principle (LDP) for the sample paths of jump Markov processes in the small noise limit when, possibly, all the jump rates vanish uniformly, but slowly enough, in a region of the state space.
Robert I.A. Patterson +15 more
core +1 more source
Modelling river flows as jump-diffusion processes
Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e NaturaliThe streamflow of a river is modelled as a jump-diffusion process. The jump size is distributed as an exponential random variable. The various parameters of the model are estimated by using the method of moments.
Mario Lefebvre
doaj +1 more source
Structural insights and therapeutic targets in Acinetobacter baumannii capsule biosynthesis
FEBS Letters, EarlyView.Hypervirulent KL49 A. baumannii's capsular polysaccharide contains the nonulosonic acid 8‐epi‐Leg5,7Ac2, synthesized by epimerization via ElaA, ElaB, and ElaC. Crystal structures of ElaA, ElaB, and ElaC reveal their role in CMP‐Leg5,7Ac2 synthesis and regioselective C8 epimerization.
Woo Cheol Lee +7 more
wiley +1 more source
FEBS Letters, EarlyView.CT10 regulator of kinase (CRK) and CRK‐Like (CRKL) are signaling adaptors driving cell adhesion, motility, differentiation, and proliferation. SH2‐domain containing (SH) proteins are enriched in YXXP motifs which when phosphorylated create preferred binding sites for CRK family SH2 domains.
Phoebe M. Cousens +8 more
wiley +1 more source
Information processing for observed jump processes
Information and Control, 1973 An equation is derived for the posterior statistics of a Markov process that modulates the transition rates of an observed jump process. This equation forms the basis of a nonlinear filtering theory for observed jump processes that is the counterpart of the Stratonovich\3-Kushner filtering theory for nonlinear observations in additive white Gaussian ...
openaire +3 more sources
FEBS Letters, EarlyView.The process of internalization of the Shiga toxin A subunit via formation of a complex with the Shiga toxin B subunit, which specifically binds to the Gb3 receptor. The peptide is designed to act as a carrier of drugs into cancer cells. Here, we explored the potential of peptides derived from the catalytic A subunit of Shiga toxin (STxA) to be drug ...
Giulia Opassi +6 more
wiley +1 more source