Results 1 to 10 of about 471,233 (143)
A note on contracts on quadratic variation. [PDF]
PLoS ONE, 2017 Given a Black stochastic volatility model for a future F, and a function g, we show that the price of [Formula: see text] can be represented by portfolios of put and call options. This generalizes the classical representation result for the variance swap.
Carl Lindberg
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A quadratic paradigm describes the relationship between phenotype severity and variation [PDF]
Nature CommunicationsIn 1942 Waddington observed that phenotype variation among mutant animals is greater than in wild types. Here we update this observation to depict unexpected relationships between phenotype severity and variation.
Abigail Mumme-Monheit +8 more
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Abstract and Applied Analysis, 2012 We study the optimal control problem of a controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints. Applying the terminal perturbation method and Ekeland’s variation principle, a necessary
Shaolin Ji, Qingmeng Wei, Xiumin Zhang
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IMPLEMENTATION OF QUADRATIC AXIAL TRIAL FUNCTIONS IN THE HIGH-FIDELITY TRANSPORT CODE PROTEUS-MOC [PDF]
EPJ Web of Conferences, 2021 PROTEUS-MOC is a pin-resolved high-fidelity transport code, in which the axial variation of angular flux is represented in terms of orthogonal polynomials.
Zhang Guangchun, Yang Won Sik
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Modern Stochastics: Theory and Applications, 2023 Shafer and Vovk introduce in their book [8] the notion of instant enforcement and instantly blockable properties. However, they do not associate these notions with any outer measure, unlike what Vovk did in the case of sets of “typical” price paths.
Rafał Marcin Łochowski
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Frontiers in Oncology, 2022 BackgroundFibrillin-1 (FBN1) methylation risk from control to colorectal cancer (CRC), the variation regularities of FBN1 methylation, and DNA methyltransferase (DNMT) catalyzed with FBN1 methylation had not been reported yet; these were all studied in ...
Ling Lv +5 more
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Modelling, design and analysis of three controllers based on LQR formulation for a non-linear hydraulic uniaxial seismic shake table [PDF]
E3S Web of Conferences, 2019 This study presents the modelling, design and analysis of three controllers applied to the non-linear model of a hydraulic uniaxial seismic shake table. Firstly, the system’s non-linear model is constructed based on the dynamic and mathematical analysis ...
Sarmiento José Luis +1 more
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Simultaneous estimation of log-normal coefficients of variation: Shrinkage and pretest strategies
MethodsX, 2023 In this paper, we consider the problem of estimating the log-normal coefficients of variation when multiple samples from log-normal populations with unequal variances are combined.
Mahmoud Aldeni +3 more
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Estimating the Hurst index of the solution of a stochastic integral equation
Lietuvos Matematikos Rinkinys, 2009 Let X(t) be a solution of a stochastic integral equation driven by fractional Brownian motion BH and let V2n (X, 2) = \sumn-1 k=1(\delta k2X)2 be the second order quadratic variation, where \delta k2X = X (k+1/N) − 2X (k/ n) +X (k−1/n).
Kęstutis Kubilius, Dmitrij Melichov
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On estimation of the Hurst index of solutions of stochastic integral equations
Lietuvos Matematikos Rinkinys, 2008 Let X be a solution of a stochasti Let X be a solution of a stochastic integral equation driven by a fractional Brownian motion BH and let Vn(X, 2) = \sumn k=1(\DeltakX)2, where \DeltakX = X( k+1/n ) - X(k/n ).
Kęstutis Kubilius, Dmitrij Melichov
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