Results 31 to 40 of about 63,195 (264)

Continuous-time random walks and Lévy walks with stochastic resetting

Physical Review Research, 2020
Intermittent stochastic processes appear in a wide field, such as chemistry, biology, ecology, and computer science. This paper builds up the theory of intermittent continuous-time random walk (CTRW) and Lévy walk, in which the particles are ...
Tian Zhou, Pengbo Xu, Weihua Deng
doaj   +1 more source

Option Pricing under a Generalized Black–Scholes Model with Stochastic Interest Rates, Stochastic Strings, and Lévy Jumps

Mathematics, 2023
We introduce a novel option pricing model that features stochastic interest rates along with an underlying price process driven by stochastic string shocks combined with pure jump Lévy processes.
Alberto Bueno-Guerrero, Steven P. Clark
doaj   +1 more source

Risk of Retinopathy Associated with Long‐Term Use of Hydroxychloroquine in Patients with Rheumatic Diseases: A Systematic Review and Meta‐Analysis

Arthritis Care &Research, Accepted Article.
Objective We aimed to estimate the prevalence and cumulative incidence of hydroxychloroquine retinopathy (HCQ‐R) and its risk factors among long‐term HCQ users with rheumatic diseases through a systematic review and meta‐analysis of observational studies that used spectral‐domain OCT (SD‐OCT) for screening. Methods A systematic search of PubMed, Scopus,
Narsis Daftarian, Chloe Yue, Steve D Levasseur, Hui Xie, J. Antonio Avina‐Zubieta   +4 more
wiley   +1 more source

Continuous Time Autoregressive Moving Average Processes Driven by Semi-Levy Process

پژوهش‌های ریاضی, 2020
Introduction A flexible and tractable class of linear models is Autoregressive moving average (ARMA) process that are in effect of discrete noises.  The continuous time ARMA (CARMA) processes have wide applications in many data modeling where are more ...
Navideh Modarresi, Saeid Rezakhah, Shirin Shoaee   +2 more
doaj  

Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes

Modern Stochastics: Theory and Applications, 2014
The notion of the transportation distance on the set of the Lévy measures on $\mathbb{R}$ is introduced. A Lévy-type process with a given symbol (state dependent analogue of the characteristic triplet) is proved to be well defined as a strong solution to
T. Kosenkova, A. Kulik
doaj   +1 more source

Universal Electronic‐Structure Relationship Governing Intrinsic Magnetic Properties in Permanent Magnets

Advanced Functional Materials, EarlyView.
Permanent magnets derive their extraordinary strength from deep, universal electronic‐structure principles that control magnetization, anisotropy, and intrinsic performance. This work uncovers those governing rules, examines modern modeling and AI‐driven discovery methods, identifies critical bottlenecks, and reveals electronic fingerprints shared ...
Prashant Singh
wiley   +1 more source

Property Claim Services by Compound Poisson Process And Inhomogeneous Levy Process

Science Journal of University of Zakho, 2018
In this paper, stochastic compound Poisson process is employed to value the catastrophic insurance options and model the claim arrival process for catastrophic events, which were written in the loss period , during which the catastrophe took place. Here,
Muhammed A.S. Murad
doaj   +1 more source

Voltage drop across Josephson junctions for Lévy noise detection

Physical Review Research, 2020
We propose to characterize Lévy-distributed stochastic fluctuations through the measurement of the average voltage drop across a current-biased Josephson junction.
Claudio Guarcello, Giovanni Filatrella, Bernardo Spagnolo, Vincenzo Pierro, Davide Valenti   +4 more
doaj   +1 more source

Perfusion Bioreactor Culture Incorporating Mechanical Confinement Enhances Mesenchymal Stem Cell Extracellular Vesicle Production and Wound Healing Potential

Advanced Materials Technologies, EarlyView.
Scalable manufacturing challenges and limited potency remain two of the most intransigent issues limiting clinical translation of EV therapeutics. Mechanical cues can induce phenotypic changes and increased vesiculation in EV source cells without the use of extraneous reagents, chemicals, and/or cargo, thereby potentially drastically improving the ...
Emily H. Powsner, Raith Nowak, Stephanie M. Kronstadt, Nicholas H. Pirolli, Talia J. Solomon, Kristin Nikolov, William Pieper Holeman, Ian M. Smith, Kimberly M. Stroka, John P. Fisher, Steven M. Jay   +10 more
wiley   +1 more source

Price Premiums for Single‐Name and Compound‐Name Geographical Indications in Swiss Cheese Trade

Agribusiness, EarlyView.
ABSTRACT Geographical indications (GIs) have become increasingly important in agri‐food markets, especially in Europe. For Swiss cheese imports and exports, we analyze whether GIs are associated with higher trade prices. We find that price premiums can be obtained for both exports and imports. However, this is only the case for cheeses with single name
Judith Irek
wiley   +1 more source