Results 91 to 100 of about 24,420 (193)
Order Routing and Market Quality: Who Benefits From Internalization?
Mathematical Finance, EarlyView.ABSTRACT Does retail order internalization benefit (via price improvement) or harm (via reduced liquidity) retail traders? To answer this question, we compare two market designs that differ in their mode of liquidity provision: In the setting capturing retail order internalization, liquidity is provided by market makers (wholesalers) competing for the ...
Umut Çeti̇n, Albina Danilova
wiley +1 more source
$q-$Wiener ($\alpha,q)-$ Ornstein-Uhlenbeck processes. A generalization of known processes
, 2011 We collect, scattered through literature, as well as we prove some new properties of two Markov processes that in many ways resemble Wiener and Ornstein--Uhlenbeck processes.
Anshelevich +3 more
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Evolutionary legacies structure the geography of seagrass traits across the world's oceans
New Phytologist, EarlyView.Summary Traits modulate species' ability to track shifts in climate, yet the extent to which traits have been shaped by the contemporary environment and/or historical processes remains poorly understood. Here, we fill this gap for the world's seagrasses, habitat‐forming species that provide critical ecosystem services.
Nestor E. Bosch +2 more
wiley +1 more source
A note on the central limit theorem for a one-sided reflected Ornstein-Uhlenbeck process
, 2016 In this short communication we present a (functional) central limit theorem for the idle process of a one-sided reflected Ornstein-Uhlenbeck ...
Giorno +10 more
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Stochastic Simulation Model for Forecasting Index‐Linked Public Expenditure
Public Budgeting &Finance, EarlyView.Abstract This paper introduces a system dynamics (SD) model for analyzing public sector cost growth, where costs are tied to indices. The SD model isolates the effects of automatic indexation, providing probabilistic projections of expenditure growth. It enables testing of alternative indexation strategies and cost‐reduction measures. Findings show how
Miia Rissanen +2 more
wiley +1 more source
On a flow of transformations of a Wiener space
, 2011 In this paper, we define, via Fourier transform, an ergodic flow of transformations of a Wiener space which preserves the law of the Ornstein-Uhlenbeck process and which interpolates the iterations of a transformation previously defined by Jeulin and Yor.
Najnudel, J., Stroock, D., Yor, M.
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Degenerate self-similar measures, spectral asymptotics and small deviations of Gaussian processes
, 2010 We find the logarithmic small ball asymptotics for the $L_2$-norm with respect to a degenerate self-similar measures of a certain class of Gaussian processes including Brownian motion, Ornstein - Uhlenbeck process and their integrated counterparts ...
Nazarov, A. I., Sheipak, I. A.
core +1 more source
Ornstein-Uhlenbeck Processes Driven by Cylindrical Lévy Processes [PDF]
Potential Analysis, 2015 This version is significantly revised and ...
openaire +5 more sources
Climate adaptation and functional constraints drive pollen evolution in Apiales
New Phytologist, Volume 249, Issue 5, Page 2574-2587, March 2026.Summary Pollen grains exhibit remarkable morphological diversity, shaped by selective pressures from environmental factors and mechanical constraints. Here, we investigate macroevolutionary patterns of pollen morphology in Apiales, an order of angiosperms with significant ecological and geographical diversity, to disentangle the roles of climate and ...
Jakub Baczyński +3 more
wiley +1 more source
On the Cauchy problem for non-local Ornstein--Uhlenbeck operators
, 2015 We study the Cauchy problem involving non-local Ornstein-Uhlenbeck operators in finite and infinite dimensions. We prove classical solvability without requiring that the L\'evy measure corresponding to the large jumps part has a first finite moment ...
Priola, Enrico, Tracà, Stefano
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