Results 71 to 80 of about 5,237,449 (259)
Integrability of multivariate subordinated Lévy processes in Hilbert space
, 2015 We investigate multivariate subordination of Lévy processes which was first introduced by Barndorff-Nielsen et al. [O.E. Barndorff-Nielsen, F.E. Benth, and A. Veraart, Modelling electricity forward markets by ambit fields, J. Adv. Appl. Probab.
Benth, Fred Espen, Krühner, Paul
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British Journal of Clinical Pharmacology, EarlyView.Aim To assess the impact of parameter settings when using the individualized dispensing patterns (IDP) method to estimate exposure duration from dispensing data. Methods We conducted a cohort study using a 2% representative sample of the French healthcare insurance database from 2013 to 2022.
Laëtitia Gosselin +8 more
wiley +1 more source
Potential Densities for Taxed Spectrally Negative Lévy Risk Processes
Risks, 2019 This paper revisits the spectrally negative Lévy risk process embedded with the general tax structure introduced in Kyprianou and Zhou (2009). A joint Laplace transform is found concerning the first down-crossing time below level 0.
Wenyuan Wang, Xiaowen Zhou
doaj +1 more source
A Donsker Theorem for Lévy Measures [PDF]
Given n equidistant realisations of a Lévy process (Lt; t >= 0), a natural estimator for the distribution function N of the Lévy measure is constructed. Under a polynomial decay restriction on the characteristic function, a Donsker-type theorem is proved,
Richard Nickl, Markus Reiß
core
, 2003 Among Lévy processes with unbounded variation, we distinguish the abrupt ones, which are characterised by infinitely sharp extrema. Stable processes with parameter α>1 and creeping Lévy processes are abrupt. We give a characterisation of abrupt processes
Vigon, Vincent
core +1 more source
Biotechnology and Bioengineering, EarlyView.ABSTRACT Persistence of HCPs remains a major purification challenge in biopharmaceutical manufacturing with direct consequences for product quality, patient safety, and regulatory compliance. Over the last two decades, deeper insights into the mechanisms driving HCP persistence have clarified why certain proteins evade removal during purification ...
Younghoon Oh +10 more
wiley +1 more source
A Proposal of Portfolio Choice for Infinitely Divisible Distributions of Assets Returns [PDF]
In the paper we present a proposal of augmenting portfolio analysis for the infinitely divisible distributions of returns - so that the prices of assets can follow Lévy processes.
Kliber, Pawel
core
Artificial Cell Catalysts for Biotransformation: Design Principles and Process Integration
Biotechnology and Bioengineering, EarlyView.ABSTRACT Artificial cell catalysts are emerging as programmable biocatalytic platforms for sustainable molecular conversion. By reconstituting enzymes and functional modules within synthetic compartments, they combine the selectivity of biological catalysis with the design flexibility of synthetic materials.
Iori Kobayashi +2 more
wiley +1 more source
Exponentially quasi-mixing limits for killed symmetric Lévy processes
Modern Stochastics: Theory and ApplicationsQuasi-mixing limits of the killed symmetric Lévy process are studied. It is proved that (intrinsic) ultracontractivity of the underlying process implies the existence of its (uniformly) exponentially quasi-mixing limits. As a by-product, this implication
Yunxi Wu, Hanjun Zhang, Huasheng Li
doaj +1 more source
Biotechnology and Bioengineering, EarlyView.A recombinant whole‐cell platform expressing a bacterial 15S‐LOX exhibiting 5S‐LOX activity enabled the stereoselective production of RvE2 and 17R‐RvD5 from 18R‐HEPE and 17R‐HDHA, achieving final concentrations of 0.57 mM and 1.48 mM from 4.0 mM substrates, respectively, under optimized conditions.
Hee‐Gyeong Lee +2 more
wiley +1 more source