Results 81 to 90 of about 63,195 (264)
Markov Regime Switching of Stochastic Volatility Lévy Model on Approximation Mode
Journal of Applied Mathematics, 2013 This paper deals with financial modeling to describe the behavior of asset returns, through consideration of economic cycles together with the stylized empirical features of asset returns such as fat tails.
Arthit Intarasit
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Intrinsic Ultracontractivity for Levy processes
, 2006 We prove the intrinsic ultracontractivity for the semigroup generated by a large class of symmetric Levy processes such that the Levy measure satisfies some conditions in the neighborhood of 0, killed on exiting a bounded and connected Lipschitz domain.
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Anatomical Sciences Education, EarlyView.Abstract A lack of minimum legal standards for body donation programs undermines recent strides by anatomy professionals to promote ethical best practices in the United States (US). In particular, the commercialization of the dead by nontransplant tissue banks poses a risk to the public trust in academic body donation programs.
Laura E. Johnson
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Stochastic differential of Ito – Levy processes
Science and Technology Development Journal, 2016 In this paper, we continue to expand some results to get the product rule for differential of stochastic processes with jump, and apply for some special processes like pure jump process, Levy-Ornstein-Uhlenbeck process, geometric Levy process, in models of finance, ecomomics, and information technology.
Phung Ngoc Nguyen, Dam Ton Duong
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Biotechnology and Bioengineering, EarlyView.ABSTRACT Polysorbate‐degrading host cell proteins (HCPs) represent a critical challenge in the manufacturing of monoclonal antibody therapeutics due to their potential to persist during downstream processing. While their enzymatic activity has been characterized, the role of direct HCP‐mAb interactions, particularly those involving polysorbate ...
Melanie Maier +3 more
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AASLD practice guidance on drug, herbal, and dietary supplement–induced liver injury
, 2022 Hepatology, EarlyView.
Robert J. Fontana +6 more
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Biotechnology and Bioengineering, EarlyView.ABSTRACT Multimodal chromatography has emerged as a powerful tool for the purification of monoclonal antibodies (mAbs) and their derivatives—including antibody fragments (Fabs), Fc‐fusions, bispecific (BsAb), and antibody–drug conjugates (ADCs)—offering enhanced selectivity through the integration of ionic, hydrophobic, hydrogen‐bonding, and π–π ...
Amin Javidanbardan +4 more
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Ruin Time and Severity for a Lévy Subordinator Claim Process: A Simple Approach
Risks, 2013 This paper is concerned with an insurance risk model whose claim process is described by a Lévy subordinator process. Lévy-type risk models have been the object of much research in recent years. Our purpose is to present, in the case of a subordinator, a
Claude Lefèvre, Philippe Picard
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Continual decision‐making dynamics across biological organisms
Biological Reviews, EarlyView.ABSTRACT Decision‐making is a central function of adaptive behaviour in biological agents. However, strategies for adaptive decision‐making can vary substantially across species. Here, we aim to extend the comparative scope of decision‐making analyses to phylogenetically diverse organisms.
Liberty Severs, Qiuran Wang
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On the reducibility of affine models with dependent Lévy factors
Modern Stochastics: Theory and ApplicationsThe paper is devoted to the study of the short rate equation of the form \[ \text{d}R(t)=F(R(t))\text{d}t+{\sum \limits_{i=1}^{d}}{G_{i}}(R(t-))\text{d}{Z_{i}}(t),\hspace{1em}R(0)={R_{0}}\ge 0,\hspace{3.33333pt}t\gt 0,\] with deterministic functions
Michał Barski, Rafał Łochowski
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