Results 31 to 40 of about 91,552 (229)
Small-Time Asymptotics of Option Prices and First Absolute Moments [PDF]
, 2011 We study the leading term in the small-time asymptotics of at-the-money call option prices when the stock price process $S$ follows a general martingale. This is equivalent to studying the first centered absolute moment of $S$.
Abramowitz +6 more
core +1 more source
Two coupled Lévy queues with independent input
Stochastic Systems, 2014 We consider a pair of coupled queues driven by independent spectrally-positive Lévy processes. With respect to the bi-variate workload process this framework includes both the coupled processor model and the two-server fluid network with independent ...
Jevgenijs Ivanovs, Onno Boxma
doaj +1 more source
The hitting time of zero for a stable process [PDF]
, 2014 For any two-sided jumping $\alpha$-stable process, where $1 < \alpha < 2$, we find an explicit identity for the law of the first hitting time of the origin. This complements existing work in the symmetric case and the spectrally one-sided case; cf.
Kuznetsov, Alexey +3 more
core +4 more sources
Cognitive Behavioral Therapy for Youth With Childhood‐Onset Lupus: A Randomized Clinical Trial
Arthritis Care &Research, EarlyView.Objective Our objective was to determine the feasibility and acceptability of the Treatment and Education Approach for Childhood‐Onset Lupus (TEACH), a six‐session cognitive behavioral intervention addressing depressive, fatigue, and pain symptoms, delivered remotely to individual youth with lupus by a trained interventionist.
Natoshia R. Cunningham +29 more
wiley +1 more source
Hepatology, EarlyView., 2022 IL‐31 levels correlate with pruritus in patients with cholestatic and metabolic liver diseases Abstract Background and Aims Pruritus is associated with multiple liver diseases, particularly those with cholestasis, but the mechanism remains incompletely understood.
Jun Xu +20 more
wiley +1 more source
Magnetically Actuated Drops‐on‐Stilts Microrobots for Transport and Delivery of Hydrophobic Cargo
Advanced Materials Interfaces, EarlyView.Iron oxide nanoparticles and oil droplets in external magnetic fields form “drops‐on‐stilts” microrobots that transport hydrophobic cargo. Tunable nanoparticle–droplet interactions generate stilt‐like structures. Field rotation enables walking, obstacle navigation, and collective motion.
Oluwafemi Ligan +9 more
wiley +1 more source
First passage and first hitting times of Lévy flights and Lévy walks
New Journal of Physics, 2019 For both Lévy flight and Lévy walk search processes we analyse the full distribution of first-passage and first-hitting (or first-arrival) times. These are, respectively, the times when the particle moves across a point at some given distance from its ...
Vladimir V Palyulin +6 more
doaj +1 more source
Solutions of Some Nonlinear Diffusion Equations and Generalized Entropy Framework
Entropy, 2013 We investigate solutions of a generalized diffusion equation that contains nonlinear terms in the presence of external forces and reaction terms. The solutions found here can have a compact or long tail behavior and can be expressed in terms of the q ...
Renio S. Mendes +4 more
doaj +1 more source
Is the Pareto-Lévy law a good representation of income distributions? [PDF]
, 2011 Mandelbrot (1960) proposed using the so-called Pareto-Lévy class of distributions as a framework for representing income distributions. We argue in this paper that the Pareto-Lévy distribution is an interesting candidate for representing income ...
Dagsvik, John K. +3 more
core
The fractional Fisher information and the central limit theorem for stable laws [PDF]
, 2015 A new information-theoretic approach to the central limit theorem for stable laws is presented. The main novelty is the concept of relative fractional Fisher information, which shares most of the properties of the classical one, included Blachman-Stam ...
Toscani, Giuseppe
core +1 more source