Fuzzy fractional modeling and analysis of stochastic Fokker Planck equations under uncertainty and memory effects. [PDF]
Qayyum M +6 more
europepmc +1 more source
Measure‐valued processes for energy markets
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 +3 more
wiley +1 more source
An open-access WebApp for inverse Laplace transform analysis of time-domain nuclear magnetic resonance signals. [PDF]
Moraes TB +5 more
europepmc +1 more source
On the Exact Limiting Distribution of a Volatility Target Index
ABSTRACT Assuming a lognormal distribution for the underlying risky asset, we study the limiting distribution of a volatility target index as the rebalancing time step approaches zero. Two limit theorems (a strong law of large numbers and a central limit theorem) are established, and as an application, the exact limiting distribution is derived.
Xuan Liu, Michel Gauthier
wiley +1 more source
Mathematical analysis and simulation of an ABC fractional Zika virus model with natural transform and stability assessment. [PDF]
Mariantony Michael J +4 more
europepmc +1 more source
Exploring Spatial Patterns in Inefficiency Using a Stationary Gaussian Random Field
ABSTRACT This article presents a semiparametric stochastic frontier model that accounts for unobserved spatial heterogeneity in inefficiency by incorporating a stationary Gaussian random field based on geographic coordinates into the inefficiency scaling function. This approach captures spatial patterns in inefficiency at a fine scale.
Ioannis Skevas
wiley +1 more source
Laplace Transform-Based Nonparametric Test of Exponentiality against DMRL class with preservation under the Homogeneous Poisson Shock Model and applications in survival analysis and reliability. [PDF]
El-Atfy ES +5 more
europepmc +1 more source
Abstract figure legend Experimental workflow of the dual‐camera light‐sheet microscope (dual‐mesoSPIM) pipeline. Intact adult mouse hearts undergo CUBIC‐based delipidation and refractive‐index matching, rendering the whole organ optically transparent (left).
Francesco Giardini +12 more
wiley +1 more source
Statistics of the Compression Ratio of a Variable-to-Variable Code: Exact Moments and Asymptotic Behavior. [PDF]
Merhav N.
europepmc +1 more source
Abstract figure legend Comparative multimodal calibration of patient‐specific left atrial (LA) models to identify arrhythmogenic substrates in atrial fibrillation (AF). A, LA models shown in posterior and anterior views, calibrated separately using: late gadolinium enhancement magnetic resonance imaging (LGE‐MRI) image intensity ratio (IIR; blue–red ...
Mahmoud Ehnesh +14 more
wiley +1 more source

