Results 51 to 60 of about 24,420 (193)
Ornstein-Uhlenbeck Processes of Bounded Variation [PDF]
Methodology and Computing in Applied Probability, 2020 23 ...
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Time irregularity of generalized Ornstein–Uhlenbeck processes [PDF]
Comptes Rendus. Mathématique, 2010 This Note is concerned with the properties of solutions to a linear evolution equation perturbed by a cylindrical Lévy process. It turns out that solutions, under rather weak requirements, do not have a càdlàg modification. Some natural open questions are also stated.
Z. Brzezniak +5 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
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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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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
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Alternative Price Dynamics and Valuation of Flexible Strategies
International Journal of Finance &Economics, EarlyView.ABSTRACT In this article, we study the optimal operational strategy of production projects. We investigate different underlying price models and determine the optimal barriers of transition to suspension, recovery, or irreversible abandonment of productive activity.
Cristina Bertolosi +2 more
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AIMS MathematicsThis paper studies a stochastic two-species Schoener's competitive model with Lévy jumps by the mean-reverting Ornstein–Uhlenbeck process. First, the biological implication of introducing the Ornstein–Uhlenbeck process is illustrated. After that, we show
Yajun Song +3 more
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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
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Deep Reinforcement Learning‐Based Control for Real‐Time Hybrid Simulation of Civil Structures
International Journal of Robust and Nonlinear Control, EarlyView.ABSTRACT Real‐time Hybrid Simulation (RTHS) is a cyber‐physical technique that studies the dynamic behavior of a system by combining physical and numerical components that are coupled through a boundary condition enforcer. In structural engineering, the numerical components are subjected to environmental loads that become dynamic displacements of the ...
Andrés Felipe Niño +6 more
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