Results 71 to 80 of about 5,321,021 (304)

On the Strong Approximation of Pure Jump Processes [PDF]

open access: yes
This paper constructs strong discrete time approximations for pure jump processes that can be described by stochastic differential equations. Strong approximations based on jump-adapted time discretizations, which produce no discretization bias, are ...
Nicola Bruti-Liberati, Eckhard Platen
core  

Introducing a new approach for modeling a given time series based on attributing any random variation to a jump event: jump-jump modeling

open access: yesScientific Reports
When analyzing the data sampled at discrete times, one encounters successive discontinuities in the trajectory of the sampled time series, even if the underlying path is continuous.
Ali Asghar Movahed, Houshyar Noshad
doaj   +1 more source

Epigenetic reprogramming of lineage switching in cancer

open access: yesFEBS Letters, EarlyView.
Cancer cells rarely commit to a single identity. Epigenetic mechanisms and tumor microenvironment cues push epithelial cells toward flexible, hybrid states that can shift into mesenchymal, neuroendocrine, or stem‐like fates, driving metastasis, drug resistance, and tumor heterogeneity. Targeting the epigenetic regulators behind these transitions, using
Ezgi Boyvatlı   +4 more
wiley   +1 more source

On the Strong Approximation of Jump-Diffusion Processes [PDF]

open access: yes
In financial modelling, filtering and other areas the underlying dynamics are often specified via stochastic differential equations (SDEs) of jump-diffusion type.
Nicola Bruti-Liberati, Eckhard Platen
core  

Analysis of jump processes with nondegenerate jumping kernels

open access: yesStochastic Processes and their Applications, 2013
We prove regularity estimates for functions which are harmonic with respect to certain jump processes. The aim of this article is to extend the method of Bass-Levin[BL02] and Bogdan-Sztonyk[BS05] to more general processes. Furthermore, we establish a new version of the Harnack inequality that implies regularity estimates for corresponding harmonic ...
Kaßmann, Moritz, Mimica, Ante
openaire   +5 more sources

Golgi enzymes are retrieved from the plasma membrane to the trans‐Golgi network

open access: yesFEBS Letters, EarlyView.
Golgi enzymes are traditionally considered resident proteins retained within the Golgi apparatus. Here, we demonstrate that a subset transiently reaches the cell surface and is subsequently retrieved to the trans‐Golgi network via retrograde transport. Using a nanobody‐based toolkit, we uncover a dynamic trafficking cycle of several Golgi enzymes.
Dominik P. Buser, Tina Junne
wiley   +1 more source

Stochastic Calculus for Pathwise Observables of Markov-Jump Processes: Unification of Diffusion and Jump Dynamics

open access: yesPhysical Review X
Pathwise observables—functionals of stochastic trajectories—are at the heart of time-averaged statistical mechanics and are central to thermodynamic inequalities such as uncertainty relations, speed limits, and correlation bounds. They provide a means of
Lars Torbjørn Stutzer   +2 more
doaj   +1 more source

Ligand‐dependent transcriptional heterogeneity in cell cycle gene expression delays G1/S entry

open access: yesFEBS Letters, EarlyView.
EGF and HRG induce distinct G1/S progression programs in ErbB2‐amplified BT474 breast cancer cells. Despite activating the potent ErbB2–ErbB3 heterodimer, HRG does not accelerate cell‐cycle entry. Instead, EGF promotes earlier restriction‐point passage via ERK–FOS signaling, whereas HRG activates the AKT–MYC axis, driving transcriptional heterogeneity ...
Ririn Rahmala Febri   +5 more
wiley   +1 more source

Dependent jump processes with coupled Lévy measures [PDF]

open access: yes
I present a simple method for the modeling and simulation of dependent positive jump processes through a series representation. Each constituent process is represented by a series whose terms are equal to a transformation of the jump times of a standard ...
Naoufel El-Bachir
core  

Option Pricing under the Jump Diffusion and Multifactor Stochastic Processes

open access: yesJournal of Function Spaces, 2019
In financial markets, there exists long-observed feature of the implied volatility surface such as volatility smile and skew. Stochastic volatility models are commonly used to model this financial phenomenon more accurately compared with the conventional
Shican Liu   +3 more
doaj   +1 more source

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