Results 61 to 70 of about 300,139 (276)

Stochastic representation of solutions to degenerate elliptic and parabolic boundary value and obstacle problems with Dirichlet boundary conditions

, 2013
We prove existence and uniqueness of stochastic representations for solutions to elliptic and parabolic boundary value and obstacle problems associated with a degenerate Markov diffusion process.
Feehan, Paul M. N., Pop, Camelia
core   +1 more source

Enhancing Low‐Temperature Performance of Sodium‐Ion Batteries via Anion‐Solvent Interactions

Advanced Functional Materials, EarlyView.
DOL is introduced into electrolytes as a co‐solvent, increasing slat solubility, ion conductivity, and the de‐solvent process, and forming an anion‐rich solvent shell due to its high interaction with anion. With the above virtues, the batteries using this electrolyte exhibit excellent cycling stability at low temperatures. Abstract Sodium‐ion batteries
Cheng Zheng, Qian Yao, Yanan Sun, Hongyu Lv, Zhongchao Bai, Guoliang Zhang, Nana Wang, Jian Yang   +7 more
wiley   +1 more source

Partial hedging in credit markets with structured derivatives: a quantitative approach using put options [PDF]

Seonmul yeongu
This study develops a novel method for mitigating credit risk through the use of structured derivatives, focusing in particular on the use of European put options as a strategic hedging tool. Inspired by the work of Merton (1974), our approach introduces
Constantin Siggelkow
doaj   +1 more source

A regression-based Monte Carlo method to solve backward stochastic differential equations

, 2005
We are concerned with the numerical resolution of backward stochastic differential equations. We propose a new numerical scheme based on iterative regressions on function bases, which coefficients are evaluated using Monte Carlo simulations.
Gobet, Emmanuel, Lemor, Jean-Philippe, Warin, Xavier   +2 more
core   +2 more sources

Biodegradable and Recyclable Luminescent Mixed‐Matrix‐Membranes, Hydrogels, and Cryogels based on Nanoscale Metal‐Organic Frameworks and Biopolymers

Advanced Functional Materials, EarlyView.
The study presents biodegradable and recyclable mixed‐matrix membranes (MMMs), hydrogels, and cryogels using luminescent nanoscale metal‐organic frameworks (nMOFs) and biopolymers. These bio‐nMOF‐MMMs combine europium‐based nMOFs as probes for the status of the materials with the biopolymers agar and gelatine and present alternatives to conventional ...
Moritz Maxeiner, Julian Burkhart, Kateryna Borysova, Chiara Mazzariol, Klaus Müller‐Buschbaum   +4 more
wiley   +1 more source

Magnetic Force Microscopy Signatures of Higher‐Order Skyrmions and Antiskyrmions

Advanced Functional Materials, EarlyView.
Magnetic force microscopy operated under vacuum conditions enables the qualitative identification of higher‐order skyrmions and antiskyrmions in Co/Ni multilayers at room temperature. Distinct stray‐field contrast signatures arise from vertical Bloch lines and complex domain‐wall configurations.
Sabri Koraltan, Joe Sunny, Tamer Karaman, Reshma Peremadathil‐Pradeep, Emily Darwin, Felix Büttner, Dieter Suess, Hans Josef Hug, Manfred Albrecht   +8 more
wiley   +1 more source

The functional inequality for the mixed quermassintegral

Journal of Inequalities and Applications, 2020
In this paper, the functional Quermassintegrals of a log-concave function in R n $\mathbb{R}^{n}$ are discussed. The functional inequality for the ith mixed Quermassintegral is established.
Fangwei Chen, Jianbo Fang, Miao Luo, Congli Yang   +3 more
doaj   +1 more source

Stability of the utility maximization problem with random endowment in incomplete markets

, 2010
We perform a stability analysis for the utility maximization problem in a general semimartingale model where both liquid and illiquid assets (random endowments) are present.
Biagini, Carasus, Cox, Cox, Delbaen, Delbaen, Delbaen, He, Hiriart-Urruty, Hubalek, Hugonnier, Hugonnier, Jouini, Karatzas, Karatzas, Kramkov, Kramkov, Kramkov, Larsen, Larsen, Merton, Pliska, Rockafellar, Samuelson, Williams   +24 more
core   +1 more source

Triblock Polymer Engineering Enables Hydration‐Rich, High‐Performance, Fouling‐Resistant Interfaces

Advanced Functional Materials, EarlyView.
A molecularly engineered triblock polymer (PHZ) rapidly reorganizes into a hydration‐rich interfacial layer on diverse surfaces, strongly suppressing hydrophobic attraction and fouling. The triblock polymer provides robust energy and steric barriers to oily foulants, enabling high‐performance antifouling at ultralow dosage.
Chenyu Qiao, Ziqian Zhao, Yueying Huang, Yongxiang Sun, Genglin Li, Xuguang Song, Hongbo Zeng   +6 more
wiley   +1 more source

Systemic Risk and Default Clustering for Large Financial Systems

, 2015
As it is known in the finance risk and macroeconomics literature, risk-sharing in large portfolios may increase the probability of creation of default clusters and of systemic risk.
A Dembo, A Dembo, A Lucas, B Fernandez, C Meinerding, D Duffie, D Duffie, DA Dawson, I Gyöngy, J Bucklew, J Cvitanić, J Garnier, J Gartner, J-C Duan, J-P Fouque, K Giesecke, K Giesecke, K Giesecke, K Spiliopoulos, K Spiliopoulos, L Schloegl, M Freidlin, MB Gordy, N Bush, P Dai Pra, P Dai Pra, P Dupuis, P Dupuis, P Dupuis, P Glasserman, P Glasserman, P Glasserman, P Glasserman, PM Kotelenez, R Carmona, R Carmona, R Sircar, S Asmussen, S Deng, S Juneja, SJ Sadowsky, SN Ethier, SRS Varadhan, T Bielecki, TG Kurtz, WH Fleming   +45 more
core   +1 more source