A pure-jump mean-reverting short rate model
Modern Stochastics: Theory and Applications, 2020 A new multi-factor short rate model is presented which is bounded from below by a real-valued function of time. The mean-reverting short rate process is modeled by a sum of pure-jump Ornstein–Uhlenbeck processes such that the related bond prices possess ...
Markus Hess
doaj +1 more source
Emerging experimental and computational methods for studying redox‐regulated structural transitions
FEBS Letters, EarlyView.Redox reactions can reshape proteins and alter how they behave in cells, with important consequences for health and disease. This review explores emerging experimental and computational approaches for discovering these redox‐sensitive protein switches, revealing their structural effects, and predicting their behavior, opening new opportunities to ...
Tasneem Rass +2 more
wiley +1 more source
Limit Theorems for Reinforced Jump Processes on Regular Trees [PDF]
Consider a vertex-reinforced jump process defined on a regular tree, where each vertex has exactly b children, with b >= 3. We prove the strong law of large numbers and the central limit theorem for the distance of the process from the root.
Andrea Collevecchio
core
The ⋆-vertex-reinforced jump process
The Annals of ProbabilityWe investigate the nonreversible generalization of the Vertex-Reinforced Jump Process (VRJP), called the ⋆-Vertex-Reinforced Jump Process (⋆-VRJP) and introduced in Bacallado, Sabot, Tarrès (2020). It can be seen as the continuous-time counterpart to the ⋆-Edge-Reinforced Random Walk (⋆-ERRW) (see Bacallado, Chodera, Pande (2009); Bacallado, Sabot ...
Sabot, Christophe, Tarrès, Pierre
openaire +2 more sources
Synergistic perspectives—How single‐molecule biophysics complement biochemical understanding
FEBS Letters, EarlyView.In this review, we discuss how ensemble biochemistry and single‐molecule approaches are complementary, outline commonly used single‐molecule techniques, and illustrate their relevance through two representative case studies: chromatin organization by SMC complexes and pathway choice during DNA double‐strand break repair.
Sara De Bragança +2 more
wiley +1 more source
On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance [PDF]
Event-driven uncertainties such as corporate defaults, operational failures or central bank announcements are important elements in the modelling of financial quantities.
Nicola Bruti-Liberati, Eckhard Platen
core
Integration by Parts and Martingale Representation for a Markov Chain
Abstract and Applied Analysis, 2014 Integration-by-parts formulas for functions of fundamental jump processes relating to a continuous-time, finite-state Markov chain are derived using Bismut's change of measures approach to Malliavin calculus.
Tak Kuen Siu
doaj +1 more source
Observation of the liquid film on a circular plate formed by a droplet train impingement
Nihon Kikai Gakkai ronbunshu, 2017 Droplet impingement phenomena are found in the wide variety of industrial processes, however the detail of liquid film structure formed by the continuous impact of droplets is not clarified.
Shunsuke MURAKI +3 more
doaj +1 more source
Direct statistical inference for finite Markov jump processes via the matrix exponential. [PDF]
Comput Stat, 2021 Sherlock C.
europepmc +1 more source
Translophagy—A potential link between autophagy impairment and translational errors
FEBS Letters, EarlyView.Neurodegenerative diseases are characterised by the accumulation of abnormal proteins and protein aggregates, but their origin often remains unknown. We propose that selective autophagy removes damaged protein‐making machinery, preventing errors during protein synthesis.
Mykola V. Korolchuk +11 more
wiley +1 more source