Results 101 to 110 of about 32,104 (213)

Martingales and the fixation time of evolutionary graphs with arbitrary dimensionality. [PDF]

R Soc Open Sci, 2022
Monk T, van Schaik A.
europepmc   +1 more source

Cumulative exposure to tacrolimus is associated with increased risk of malignancy for solid organ transplant recipients

International Journal of Cancer, Volume 158, Issue 12, Page 3152-3160, 15 June 2026.
What's new? Long‐term immunosuppression in solid organ transplant recipients (SOTRs) is linked to increased cancer risk. Although this risk potentially increases with greater immunosuppressant exposure, the exact dose‐response pattern remains uncertain.
Sergio A. Acuna, Xun Zhao, Maggie Jones‐Carr, Graham Smith, Kyla Naylor, Bima J. Hasjim, Shiyi Chen, An‐Wen Chan, Nancy Baxter, S. Joseph Kim, Mamatha Bhat   +10 more
wiley   +1 more source

ON THE GENERALIZATION OF N-PLE MARKOV PROCESSES [PDF]

Journal of Sciences, Islamic Republic of Iran, 1996
The notion of N-ple Markov process is defined in a quite general framework and it is shown that N-ple Markov processes-arel inear combinationso f some ...
doaj  

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, Volume 46, Issue 6, Page 1079-1097, June 2026.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Methods and conversations in (post)modern thermodynamics

SciPost Physics Lecture Notes
Lecture notes after the doctoral school (Post)Modern Thermodynamics held at the University of Luxembourg, December 2022, 5-7, covering and advancing continuous-time Markov chains, network theory, stochastic thermodynamics, large deviations, deterministic
Francesco Avanzini, Massimo Bilancioni, Vasco Cavina, Sara Dal Cengio, Massimiliano Esposito, Gianmaria Falasco, Danilo Forastiere, Nahuel Freitas, Alberto Garilli, Pedro E. Harunari, Vivien Lecomte, Alexandre Lazarescu, Shesha G. Marehalli Srinivas, Charles Moslonka, Izaak Neri, Emanuele Penocchio, William D. Piñeros, Matteo Polettini, Adarsh Raghu, Paul Raux, Ken Sekimoto, Ariane Soret
doaj   +1 more source

On the Foundational Arguments of Sufficient Dimension Reduction

WIREs Computational Statistics, Volume 18, Issue 2, June 2026.
Contemporary Sufficient Dimension Reduction, a versatile method for extracting material information from data, can serve as a preprocessor for classical modeling and inference, or as a standalone theory that leads directly to statistical inference. ABSTRACT Sufficient dimension reduction (SDR) refers to supervised methods of dimension reduction that ...
R. Dennis Cook
wiley   +1 more source

ON CONTINUOUS MARTINGALES [PDF]

Proceedings of the National Academy of Sciences, 1965
Dubins, L. E., Schwarz, G.
openaire   +3 more sources

A Short‐Rate Model With Stochastic Long‐Term Mean and Volterra‐Type Memory: Risk Implications for Bonds and Option Pricing

Applied Stochastic Models in Business and Industry, Volume 42, Issue 3, May/June 2026.
ABSTRACT Traditional short‐rate models introduce volatility directly into the instantaneous rate via Brownian shocks. However, empirical data suggest that short‐term interest rates exhibit smoother behavior than such models imply. We propose a two‐factor Gaussian short‐rate model in which the short rate is a deterministic exponential filter of a ...
Allan Jonathan da Silva
wiley   +1 more source

Predicting Win‐Loss Probabilities for Composite Time‐to‐Event Outcomes Under The Proportional Win‐Fractions Regression Model

Statistics in Medicine, Volume 45, Issue 10-12, May 2026.
ABSTRACT For composite time‐to‐event outcomes, the win ratio as a relative measure ignores ties resulting from non‐occurrence of events, which can obscure important context in regression settings where event rates—and hence the proportion of ties—vary over time and across covariate values.
Lu Mao
wiley   +1 more source

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

Journal of Time Series Analysis, Volume 47, Issue 3, Page 612-631, May 2026.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth, Gregory Rice, Jeremy VanderDoes   +2 more
wiley   +1 more source