Results 11 to 20 of about 22,496 (241)
Two-sided optimal stopping for Lévy processes [PDF]
, 2021 Infinite horizon optimal stopping problems for a Lévy processes with a two-sided reward function are considered. A two-sided verification theorem is presented in terms of the overall supremum and the overall infimum of the process.
Mordecki, Ernesto, Oliú Eguren, Facundo
core +2 more sources
Pathwise inequalities for local time : applications to skorokhod embeddings and optimal stopping [PDF]
, 2007 We develop a class of pathwise inequalities of the form H(B-t) >= M-t + F(L-t), where B-t is Brownian motion, L-t its local time at zero and M-t a local martingale.
Hobson, David (David G.) +9 more
core +1 more source
An algorithm to solve optimal stopping problems for onedimensional diffusions [PDF]
, 2022 Considering a real-valued diffusion, a real-valued reward function and a positive discount rate, we provide an algorithm to solve the optimal stopping problem consisting in finding the optimal expected discounted reward and the optimal stopping time at ...
Mordecki, Ernesto, Crocce, Fabián
core +2 more sources
Monte Carlo algorithms for optimal stopping and statistical learning
The Annals of Applied Probability, 2005 We extend the Longstaff-Schwartz algorithm for approximately solving optimal stopping problems on high-dimensional state spaces. We reformulate the optimal stopping problem for Markov processes in discrete time as a generalized statistical learning problem.
openaire +3 more sources
Structural insights and therapeutic targets in Acinetobacter baumannii capsule biosynthesis
FEBS Letters, EarlyView.Hypervirulent KL49 A. baumannii's capsular polysaccharide contains the nonulosonic acid 8‐epi‐Leg5,7Ac2, synthesized by epimerization via ElaA, ElaB, and ElaC. Crystal structures of ElaA, ElaB, and ElaC reveal their role in CMP‐Leg5,7Ac2 synthesis and regioselective C8 epimerization.
Woo Cheol Lee +7 more
wiley +1 more source
Some remarks on first passage of Lévy processes, the American put and pasting principles [PDF]
, 2005 The purpose of this article is to provide, with the help of a fluctuation identity, a generic link between a number of known identities for the first passage time and overshoot above/below a fixed level of a Lévy process and the solution of Gerber and ...
Kyprianou, A. E., Alili, Larbi
core +1 more source
Perspectives in Clinical ResearchAims: Due to the paucity of studies in and out of India that dealt with treatment awareness of major depressive disorder (MDD), we decided to assess the awareness of MDD patients, and since adherence and awareness are linked to each other, we assessed ...
Urwashi Indrakumar Parmar +6 more
doaj +1 more source
Molecular Oncology, EarlyView.Keratin 19 (KRT19) is overexpressed in high‐grade serous ovarian cancer with high levels of Kallikrein‐related peptidases (KLK) 4–7 and is associated with poor survival. In vivo analyses demonstrate that elevated KRT19 increases peritoneal tumour burden.
Sophia Bielesch +13 more
wiley +1 more source
JMIR Formative ResearchBackgroundIntensive longitudinal designs support temporally granular study of processes, making methods like ecological momentary assessment (EMA) increasingly common in medical and behavioral science.
Kenneth McClure +5 more
doaj +1 more source
On sufficient statistics for optimal stopping problems of stochastic processes
Lithuanian Mathematical Journal, 1971 The abstracts (in two languages) can be found in the pdf file of the article. Original author name(s) and title in Russian and Lithuanian: Б. И. Григелионис. К вопросу о достаточных статистиках для задач об оптимальной остановке случайных процессов B. Grigelionis.
openaire +2 more sources