Results 261 to 270 of about 128,747 (328)

Quantitative Evaluation of Focus Measure Operators in Optical Microscopy. [PDF]

Sensors (Basel)
Piao W, Han Y, Hu L, Wang C.
europepmc   +1 more source

Cryptocurrency Bubbles and Costly Mining

International Economic Review, EarlyView.
ABSTRACT This paper develops a model of a cryptocurrency by incorporating mining into the otherwise standard search‐theoretic monetary framework. As usual, multiple equilibria exist. To obtain a sharp prediction on whether a cryptocurrency' s value will last in the future, I propose a notion of equilibrium refinement based on the feature that mining ...
Kohei Iwasaki
wiley   +1 more source

Algebraic formulas for first-passage times of Markov processes in the linear framework. [PDF]

Bull Math Biol
Nam KM, Gunawardena J.
europepmc   +1 more source

Digital diffusion processes (discrete Laplace operator for discrete surfaces)

, 2012
Frédéric Rieux
openalex   +1 more source

Markov Determinantal Point Process for Dynamic Random Sets

Journal of Time Series Analysis, EarlyView.
ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley   +1 more source

Analytical Modelling of Orthotropic Transient Heat Conduction in the Thermal Therapy Mask Within the Symplectic Framework. [PDF]

Micromachines (Basel)
Li J, Xu D, Guo C, Chen Z, Jiang L, Li R.   +5 more
europepmc   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

The role of fractional derivatives and magnetic fields in shaping MHD newtonian flow behavior in injected diverging channels. [PDF]

Sci Rep
Tolami M, Nazari-Golshan A, Nourazar SS.
europepmc   +1 more source

Partial Observability of Implied Volatility Matrices: Identification and Covolatilities Filtering

Mathematical Finance, EarlyView.
ABSTRACT Whereas data on implied volatilities are available for a large number of assets, this is less frequently the case of implied covolatilities. We introduce a new approach based on static and dynamic Wishart models to solve this problem of missing data.
Christian Gouriéroux, Yang Lu
wiley   +1 more source