Results 91 to 100 of about 471,382 (283)
Realized volatility is a nonparametric ex-post estimate of the return variation. The most obvious realized volatility measure is the sum of finely-sampled squared return realizations over a fixed time interval.
Luca Benzoni, Torben G. Andersen
core
Local time and Tanaka formula for G-Brownian Motion
, 2012 In this paper, we study the notion of local time and Tanaka formula for the G-Brownian motion. Moreover, the joint continuity of the local time of the G-Brownian motion is obtained and its quadratic variation is proven.
Avellaneda +12 more
core +1 more source
Triplet‐Triplet Annihilation Enhances Photochemical Curing Contrast for Vat‐Based 3D Printing
Advanced Functional Materials, EarlyView.Triplet–triplet annihilation photopolymerization (TTAP) resins enhance curing contrast for digital light processing (DLP) 3D printing compared to conventional Type I and II photopolymerizations at matched optical densities. By exploiting a superlinear initiation response, TTAP preserves fine details, allowing reliable fabrication of complex structures ...
Connor J. O'Dea +2 more
wiley +1 more source
Advanced Functional Materials, EarlyView.Two pyridinium‐based ionic liquid templated hybrid manganese halides, (C4Py)2[MnCl4] and (C4Py)2[MnBr4], display similar bulk structures but show significantly different photoluminescence behaviors due to the bromine heavy‐atom effect. Their stable local Mn environments remain intact even in the molten state, allowing applications such as luminescence ...
Biswajit Bhattacharyya +22 more
wiley +1 more source
A central limit theorem for realised power and bipower variations of continuous semimartingales [PDF]
Central limit theorem, quadratic variation, bipower variation --Central limit theorem,quadratic variation,bipower ...
Barndorff-Nielsen, Ole Eiler +3 more
core
On the quadratic variation process of a continuous Martingale
Illinois Journal of Mathematics, 1983 This article deals with the pathwise construction of the quadratic variation process \(\) associated to a continuous local martingale (M(t),\(t\geq 0)\). More precisely, for \(n\geq 1\) let the sequence \((T_ i^ n;i\geq 0)\) of stopping times \(T_ i^ n\) be defined by \(T_ 0^ n=0\), \(T^ n_{i+1}=\inf \{t\geq T_ i^ n:| M(t)-M(T_ i^ n)| \geq 2^{-n ...
openaire +3 more sources
Ultrasmall Platinum Nanoparticles for Radiation‐Enhanced Cancer Therapy
Advanced Functional Materials, EarlyView.This work proposes a nanomedicine‐based strategy to enhance X‐ray radiotherapy for cancer treatment. Ultrasmall Pt‐NPs exhibit catalase‐like activity that may contribute to modulation of the tumor microenvironment and amplify interactions between radiation and biological matter, leading to increased DNA damage.
Miguel Encinas‐Gimenez +8 more
wiley +1 more source
Advanced Functional Materials, EarlyView.Efficient two‐photon resonant Raman scattering (TRRS) is observed in the layered perovskite (PEA)2PbI4, with the biexciton level acting as an intermediate state. TRRS undergoes two‐photon frequency shift upon input frequency tuning, persists up to 90 K, and shows clear threshold behavior and polarization selection rules.
Seung Han Shin +7 more
wiley +1 more source
Walking Pattern Generation Through Step-by-Step Quadratic Programming for Biped Robots
BiomimeticsThe control of a biped robot is a challenging task due to the hard-to-stabilize dynamics. Generating a suitable walking reference trajectory is a key aspect of this problem.
Guoshuai Liu +3 more
doaj +1 more source
Inference about Realized Volatility using Infill Subsampling [PDF]
We investigate the use of subsampling for conducting inference about the quadratic variation of a discretely observed diffusion process under an infill asymptotic scheme.
Ilze Kalnina, Oliver Linton
core