Results 121 to 130 of about 2,755,023 (338)
A note on lower bounds of martingale measure densities
For a given element $f\in L^1$ and a convex cone $C\subset L^\infty$, $C\cap L^\infty_+=\{0\}$ we give necessary and sufficient conditions for the existence of an element $g\ge f$ lying in the polar of $C$. This polar is taken in $(L^\infty)^*$ and in $L^
Rokhlin, Dmitry, Schachermayer, Walter
core +1 more source
Generalized Mechanism Model for Ecosystem Hysteresis
A simplified model examines ecosystem transitions into alternative states after disturbances by leveraging positive and negative feedbacks. It identifies critical tipping points and quantifies hysteresis. Tests conducted on lakes, grasslands, and pitcher‐plant leaves align closely with empirical data and enable the prediction of recovery trajectories ...
Yanbin Hao +9 more
wiley +1 more source
Combinations of integrative NMR spectroscopy and molecular dynamics simulations reveal the internal structural dynamics of single‐chain nanoparticles. Abstract Single‐chain nanoparticles (SCNPs) are formed by the collapse of individual polymer chains, generating entities comparable to proteins in size, internal structure, and function.
Federico Faglia +6 more
wiley +1 more source
The General Semimartingale Market Model
This paper develops a unified framework for mathematical finance under general semimartingale models that allow for dividend payments, negative asset prices, and unbounded jumps.
Moritz Sohns
doaj +1 more source
vEMINR is an ultra‐fast isotropic reconstruction method for vEM based on implicit neural representation, achieving over tenfold faster reconstruction and higher accuracy on 11 datasets, showing strong potential for large‐scale vEM data processing.
Jibin Yang +7 more
wiley +1 more source
The travel and tourism industry plays a crucial role in economies around the world. The impact of the COVID-19 pandemic on the tourism industry has been very pronounced.
Petra Vašaničová, Katarína Bartók
doaj +1 more source
Monte Carlo Simulation with Asymptotic Method (Published in "Journal of Japan Statistical Society", Vol.35-2, 171-203, 2005. ) [PDF]
We shall propose a new computational scheme with the asymptotic method to achieve variance reduction of Monte Carlo simulation for numerical analysis especially in finance. We not only provide general scheme of our method, but also show its effectiveness
Akihiko Takahashi, Nakahiro Yoshida
core
Affine representations of fractional processes with applications in mathematical finance [PDF]
Philipp Harms, David Stefanovits
semanticscholar +1 more source
This study introduces DualPG‐DTA, a framework integrating two pre‐trained models to generate molecular and protein representations. It constructs dual graphs processed by specialized neural networks with dynamic attention for feature fusion, achieving superior benchmark performance.
Yihao Chen +7 more
wiley +1 more source

