Results 61 to 70 of about 1,204,996 (162)
Journal of Forecasting, Volume 45, Issue 6, Page 2905-2941, September 2026.ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu +3 more
wiley +1 more source
On general skew Brownian motions
, 2018 The aim of this paper is two-fold. On one hand, we will study the distorted Brownian motion on $\mathbb{R}$, i.e. the diffusion process $X$ associated with a regular and strongly local Dirichlet form obtained by the closure of $\mathscr{E}(f,g)=\frac{1}{2}\int_\mathbb{R} f'(x)g'(x)ρ(x)dx$ for $f,g\in C_c^\infty(\mathbb{R})$ on $L^2(\mathbb{R ...
openaire +2 more sources
Random matrices, large deviations and reflected Brownian motion [PDF]
In this thesis we present results in large deviations theory, free probability and the theory of reflected Brownian motion. We study the large deviations behaviour of the block structure of a non-crossing partition chosen uniformly at random.
Ortmann, Janosch
core
Comparative Assessment of Methods for Isolation and Imaging of Extracellular Vesicles
Journal of Extracellular Biology, Volume 5, Issue 9, September 2026.Isolation and characterization of human mesenchymal stromal cell extracellular vesicles with ultracentrifugation and lacey carbon TEM grid preparations provide a greater preservation of morphology and the opportunity to validate dynamic light scattering for size distribution measurement of EVs derived from clonal and polyclonal hMSC samples.
Edward Carson +8 more
wiley +1 more source
Sub-fractional Brownian motion and its relation to occupation times [PDF]
We study a long-range dependence Gaussian process which we call “sub-fractional Brownian motion” (sub-fBm), because it is intermediate between Brownian motion (Bm) and fractional Brownian motion (fBm) in the sense that it has properties analogous to ...
Luis G. Gorostiza +2 more
core
Journal of Extracellular Biology, Volume 5, Issue 9, September 2026.Created with BioRender.com. ABSTRACT Extracellular vesicles (EVs) are widely studied as mediators of intercellular communication, yet their quantitative characterization remains inconsistent. In this study, we investigated how vesicle release rate, cellular proliferation, and tumour origin jointly shape EV‐associated protein output. Using a panel of 19
Tímea Böröczky +9 more
wiley +1 more source
Option Pricing in a Fractional Brownian Motion Environment [PDF]
The purpose of this paper is to obtain a fractional Black-Scholes formula for the price of an option for every t in [0,T], a fractional Black-Scholes equation and a risk-neutral valuation theorem if the underlying is driven by a fractional Brownian ...
Cipian Necula
core
The Concept of the Mixing Index
Water Resources Research, Volume 62, Issue 9, September 2026.Abstract Many current measures of mixing, such as the statistics of concentration, the scalar dissipation rate, or dilution index, are based on the dilution of a single component or pseudo‐component. Because of this, they miss the influence of numerous conditions that directly change true mixing, such as initial separation of chemically distinct water ...
David A. Benson +2 more
wiley +1 more source
, 2023 Following our previous work on `perpendicular' boundary conditions, we show that transmission conditions \[ f'(0-)=α(f(0+)-f(0-)), \quad f'(0+)=β(f(0+)-f(0-)),\] describing so-called snapping out Brownian motions on the real line, are in a sense complementary to the transmission conditions \[f(0-)=-f(0+), \quad f''(0+) =αf'(0-)+βf'(0+).
Bobrowski, Adam, Ratajczyk, Elżbieta
openaire +2 more sources
Economic Record, Volume 102, Issue 338, Page 323-349, September 2026.We study the effects of heat and high temperature shocks on inflation in Australia using monthly, state‐level temperature anomaly data via two stages. In the first stage, we decompose temperature anomalies into orthogonal components using a structural vector autoregression with long‐run restrictions.
Tan Dat Huynh, Mengheng Li
wiley +1 more source