Results 71 to 80 of about 18,649,447 (327)
Basics of Levy processes [PDF]
, 2012 This is a draft Chapter from a book by the authors on "Levy Driven Volatility Models".
Ole E. Barndorff-Nielsen, Neil Shephard
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Levy Systems for Time-Changed Processes
The Annals of Probability, 1977 After a study of the process $Y$, obtained from a right process $X$ by time-changing it with respect to a continuous additive functional $A$, we relate the jumps of $Y$ in $\Phi = \operatorname{sup} A$ to the excursions of $X$ out of $\Phi$ and to the jumps of $X$ inside $\Phi$.
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Testing the Marketing Performance of German Wheat Farmers
Agribusiness, EarlyView.ABSTRACT This paper analyses the marketing performance of wheat farmers in Germany. Wheat sales data from 465 individual farms over a 12‐year period are used to test against different market benchmarks. Market benchmarks are constructed by simulating passive trading agents using regional wheat prices.
Franziska Potts, Jens‐Peter Loy
wiley +1 more source
Acta AcusticaIn 1992, the author proposed a generalization of the Sabine formula that develops reverberation time over a series of powers of the reflection coefficient on the boundaries.
Polack Jean-Dominique
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Review of Memristors for In‐Memory Computing and Spiking Neural Networks
Advanced Intelligent Systems, EarlyView.Memristors uniquely enable energy‐efficient, brain‐inspired computing by acting as both memory and synaptic elements. This review highlights their physical mechanisms, integration in crossbar arrays, and role in spiking neural networks. Key challenges, including variability, relaxation, and stochastic switching, are discussed, alongside emerging ...
Mostafa Shooshtari +2 more
wiley +1 more source
Towards More Robust Nanobioscience: Launching the NanoBubbles Replication Initiative
Angewandte Chemie, EarlyView.The NanoBubbles Reproducibility Initiative investigates the robustness of highly cited articles in nanobioscience. Here, we document the process of setting up the initiative from corpus creation to publishing results. We also present platforms that we adopted and challenges that we faced.
Maha Said +2 more
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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
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Lévy laplacians and annihilation process
Учёные записки Казанского университета: Серия Физико-математические науки, 2018 The Lévy Laplacians are infinite-dimensional Laplace operators defined as the Cesaro mean of the second-order directional derivatives. In the theory of Sobolev–Schwarz distributions over a Gaussian measure on an infinite-dimensional space (the Hida ...
B.O. Volkov
doaj
Cliquet option pricing with Meixner processes
Modern Stochastics: Theory and Applications, 2018 We investigate the pricing of cliquet options in a geometric Meixner model. The considered option is of monthly sum cap style while the underlying stock price model is driven by a pure-jump Meixner–Lévy process yielding Meixner distributed log-returns ...
Markus Hess
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Adaptive Lévy processes and area-restricted search in human foraging. [PDF]
PLoS ONE, 2013 A considerable amount of research has claimed that animals' foraging behaviors display movement lengths with power-law distributed tails, characteristic of Lévy flights and Lévy walks.
Thomas T Hills +2 more
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