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Distributional properties of killed exponential functionals and short-time behavior of Lévy-driven stochastic differential equations

, 2021
This thesis covers different properties of solutions to Lévy-driven stochastic differential equations. In Chapter 2, we consider various distributional properties of killed exponential functionals of Lévy processes.
Reker, Jana
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Guiding and Manipulating Light Fields in Microstructured Liquid Crystals

Advanced Physics Research, EarlyView.
This review summarizes recent advances in guided‐wave optics enabled by microstructured liquid crystal (LC) devices, covering their fundamental material properties, key degree of freedom for dynamic light field manipulations. The advances of linear guided‐wave optics, nonlinear‐optics with spatial optical solitons, and microlasers in LC‐based devices ...
Shan‐shan Chang, Yong‐shuai Li, Jin‐hui Chen +2 more
wiley +1 more source

BSDEs in the Lévy Model and Malliavin calculus

, 2014
Wir erweitern die Theorie der Malliavinrechnung für Lévy Prozesse, indem wir die Malliavin Ableitung als Summe eines Differential- und eines Differenzenoperators ausdrücken und beweisen Ketten-typ-regeln für diese.
Steinicke, Alexander
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Lévy flights in evolutionary ecology [PDF]

, 2011
International audienceWe are interested in modeling Darwinian evolution resulting from the interplay of phenotypic variation and natural selection through ecological interactions.
Woyczynski, Wojbor +5 more
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Face and Construct Validity of a Grapefruit Arthroscopy Training Model With Active Fluid Management

Arthroscopy, Sports Medicine, and Rehabilitation, EarlyView.
Purpose To evaluate the face and construct validity of a grapefruit arthroscopy training model with active fluid management across varying levels of arthroscopic experience. Methods Orthopaedic residents, fellows, and attending surgeons were stratified into novice (n = 10), intermediate (n = 10), and advanced (n = 9) groups.
Harrison A. Volaski +5 more
wiley +1 more source

Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver

, 2020
We investigate conditions for solvability and Malliavin differentiability of backward stochastic differential equations driven by a Lévy process. In particular, we are interested in generators which satisfy a local Lipschitz condition in the Z and U ...
Steinicke, Alexander, Geiss, Christel
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Limits of random walks with distributionally robust transition probabilities

, 2021
We consider a nonlinear random walk which, in each time step, is free to choose its own transition probability within a neighborhood (w.r.t. Wasserstein distance) of the transition probability of a fixed Lévy process.
Eckstein, Stephan, Kupper, Michael, Bartl, Daniel +2 more
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Higher Complement C4 Gene Copy Number Constitutes a Shared Genetic Risk Factor for Giant Cell Arteritis and IgA Vasculitis

Arthritis &Rheumatology, EarlyView.
Objective Low copy number (CN) of complement C4 isoforms and high CN of retroviral HERV‐K elements are known risk factors for many immune‐mediated inflammatory diseases (IMIDs), often showing sex‐biased effects. Here, we assessed whether CN variation within the C4 gene contributes to giant cell arteritis (GCA) and IgA vasculitis (IgAV), two complex ...
Laura Martínez‐Gutiérrez +295 more
wiley +1 more source

IL‐31 levels correlate with pruritus in patients with cholestatic and metabolic liver diseases and is farnesoid X receptor responsive in NASH

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

Subordinated Markov Branching Processes and Lévy Processes [PDF]

, 2014
[Mayster Penka; Майстер Пенка]We consider the jump structure of the subordinated Lévy processes and subordinated Markov branching processes. Subordination provides a method of constructing a large subclass of Markov or Lévy processes Y (t) = X(T (t ...
Mayster, Penka
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