Results 41 to 50 of about 24,373 (148)
The Heston stochastic volatility model in Hilbert space
, 2017 We extend the Heston stochastic volatility model to a Hilbert space framework. The tensor Heston stochastic variance process is defined as a tensor product of a Hilbert-valued Ornstein-Uhlenbeck process with itself. The volatility process is then defined
Benth, Fred Espen +1 more
core +1 more source
The Anatomical Record, EarlyView.Abstract The middle Permian represents a critical interval in therapsid evolution, when gorgonopsians emerged as some of the first specialized apex predators within terrestrial ecosystems. Despite their significance, the early diversification of Gorgonopsia in Gondwana remains poorly understood due to scarcity and fragmentary material.
Zanildo Macungo +5 more
wiley +1 more source
Crossover to the stochastic Burgers equation for the WASEP with a slow bond
, 2016 We consider the weakly asymmetric simple exclusion process in the presence of a slow bond and starting from the invariant state, namely the Bernoulli product measure of parameter $\rho\in(0,1)$. The rate of passage of particles to the right (resp.
Franco, Tertuliano +2 more
core +3 more sources
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
Journal of Forecasting, EarlyView.ABSTRACT This paper presents a new hybrid model for predicting German electricity prices. The algorithm is based on a combination of Gaussian process regression (GPR) and support vector regression (SVR). Although GPR is a competent model for learning stochastic patterns within data and for interpolation, its performance for out‐of‐sample data is not ...
Abhinav Das +2 more
wiley +1 more source
General alpha-Wiener bridges [PDF]
, 2011 An alpha-Wiener bridge is a one-parameter generalization of the usual Wiener bridge, where the parameter alpha>0 represents a mean reversion force to zero. We generalize the notion of alpha-Wiener bridges to continuous functions $\alpha:[0,T)\to R$.
Barczy, Matyas, Kern, Peter
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On the Integral of the Fractional Brownian Motion and Some Pseudo-Fractional Gaussian Processes
Mathematics, 2019 We investigate the main statistical parameters of the integral over time of the fractional Brownian motion and of a kind of pseudo-fractional Gaussian process, obtained as a classical Gauss−Markov process from Doob representation by replacing ...
Mario Abundo, Enrica Pirozzi
doaj +1 more source
Epidemic Waves in a Stochastic SIRVI Epidemic Model Incorporating the Ornstein–Uhlenbeck Process
Mathematics, 2023 The worldwide data for COVID-19 for active, infected individuals in multiple waves show that traditional epidemic models with constant parameters are not able to capture this kind of disease behavior.
Fehaid Salem Alshammari +1 more
doaj +1 more source
The phylogenetic effective sample size and jumps
, 2018 The phylogenetic effective sample size is a parameter that has as its goal the quantification of the amount of independent signal in a phylogenetically correlated sample. It was studied for Brownian motion and Ornstein-Uhlenbeck models of trait evolution.
Bartoszek, Krzysztof
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Maximum Likelihood Estimators for a Supercritical Branching Diffusion Process
International Journal of Mathematics and Mathematical Sciences, 2012 The log-likelihood of a nonhomogeneous Branching Diffusion Process under several conditions assuring existence and uniqueness of the diffusion part and nonexplosion of the branching process.
Pablo Olivares, Janko Hernandez
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