Results 31 to 40 of about 24,371 (146)
Martingale-valued measures, Ornstein-Uhlenbeck processes with jumps and operator self-decomposability in Hilbert space [PDF]
, 2006 We investigate a class of Hilbert space valued martingale-valued measures whose covariance structure is determined by a trace class positive operator valued measure. The paradigm example is the martingale part of a Levy process.
Applebaum, D.
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Ornstein-Uhlenbeck-Cauchy Process
, 1999 We combine earlier investigations of linear systems with L\'{e}vy fluctuations [Physica {\bf 113A}, 203, (1982)] with recent discussions of L\'{e}vy flights in external force fields [Phys.Rev. {\bf E 59},2736, (1999)].
Cambanis +19 more
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p-variation of Ornstein–Uhlenbeck type processes
Lietuvos Matematikos Rinkinys, 2007 The p-variation of sample paths of Ornstein–Uhlenbeck type processes is investigated. It is shown that the p-variation index of such a process is the same as the p-variation index of the driving Lévy process, provided this process is of unbounded total ...
Martynas Manstavičius
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Optimal consumption problem in the Vasicek model [PDF]
Opuscula Mathematica, 2015 We consider the problem of an optimal consumption strategy on the infinite time horizon based on the hyperbolic absolute risk aversion utility when the interest rate is an Ornstein-Uhlenbeck process.
Jakub Trybuła
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Irreversibility in Active Matter: General Framework for Active Ornstein-Uhlenbeck Particles
Frontiers in Physics, 2021 Active matter systems are driven out of equilibrium by conversion of energy into directed motion locally on the level of the individual constituents.
Lennart Dabelow, Ralf Eichhorn
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Journal of Biological Dynamics, 2022 This paper is concerned with a modified Leslie–Gower and Holling-type II two-predator one-prey model with Lévy jumps. First, we use an Ornstein–Uhlenbeck process to describe the environmental stochasticity and prove that there is a unique positive ...
Yongxin Gao, Fan Yang
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Advanced Science, EarlyView.Synaptic vesicle (SV) motion and exocytosis dynamics in the presynaptic terminals of live neurons are intimately linked to synaptic transmission during neuronal activity. In this work, it is revealed that, during electrical stimulation, SVs located farther from their fusion sites exhibit greater straightness and experience larger mean forces directed ...
Gyunam Park +7 more
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Morphological variation in atlas and axis of Neotropical spiny rats (Rodentia, Echimyidae)
The Anatomical Record, EarlyView.Abstract The unique morphologies of the first two cervical vertebrae, the atlas and axis, represent a significant innovation in mammalian evolution. These structures support the weight of the head and enable intricate movements of the head and neck.
Thomas Furtado da Silva Netto +3 more
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Contributions to Plasma Physics, EarlyView.ABSTRACT The properties of plasmas in the low‐density limit are described by virial expansions. Analytical expressions are known for the lowest virial coefficients from Green's function approaches. Recently, accurate path‐integral Monte Carlo (PIMC) simulations were performed for the hydrogen plasma at low densities by Filinov and Bonitz (Phys. Rev.
Gerd Röpke +3 more
wiley +1 more source
AIMS MathematicsThis paper studied a stochastic fear effect predator-prey model with Crowley-Martin functional response and the Ornstein-Uhlenbeck process. First, the biological implication of introducing the Ornstein-Uhlenbeck process was illustrated. Subsequently, the
Jingwen Cui, Hao Liu, Xiaohui Ai
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