Results 11 to 20 of about 1,146 (148)
AASLD practice guidance on drug, herbal, and dietary supplement–induced liver injury
, 2022 Hepatology, EarlyView.
Robert J. Fontana +6 more
wiley +1 more source
Control Strategies in Guanine Biocrystallization
Angewandte Chemie, EarlyView.Biological guanine crystals produce spectacular photonic phenomena in animals and hold great promise as new, sustainable optical materials. We review how organisms precisely control the structure, morphologies, and resulting optical properties of these crystals using a set of ingenious ‘design’ strategies, including control of pH, template‐directed ...
Shashanka S. Indri +2 more
wiley +2 more sources
A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue [PDF]
, 2013 We study a first passage time problem for a class of spectrally positive Lévy processes. By considering the special case where the Lévy process is a compound Poisson process with negative drift, we obtain the Laplace–Stieltjes transform of the steady ...
Balcioglu, Ahmet Baris +2 more
core +1 more source
The hitting time of zero for a stable process [PDF]
, 2014 For any two-sided jumping $\alpha$-stable process, where $1 < \alpha < 2$, we find an explicit identity for the law of the first hitting time of the origin. This complements existing work in the symmetric case and the spectrally one-sided case; cf.
Kuznetsov, Alexey +3 more
core +3 more sources
Optimality of doubly reflected Lévy processes in singular control [PDF]
, 2015 We consider a class of two-sided singular control problems. A controller either increases or decreases a given spectrally negative Lévy process so as to minimize the total costs comprising of the running and controlling costs where the latter is ...
Baurdoux, Erik J., Yamazaki, Kazutoshi
core +1 more source
On pricing risky loans and collateralized fund obligations [PDF]
, 2009 Loan spreads are analyzed for two types of loans. The first type takes losses at maturity only; the second follows the formulation of collateralized fund obligations, with losses registered over the lifetime of the contract.
Eberlein, E. +2 more
core +3 more sources
The tax identity for Markov additive risk processes [PDF]
, 2014 Taxed risk processes, i.e. processes which change their drift when reaching new maxima, represent a certain type of generalizations of Lévy and of Markov additive processes (MAP), since the times at which their Markovian mechanism changes are allowed to ...
Albrecher, H. +3 more
core +4 more sources
Queues with Lévy input and hysteretic control [PDF]
, 2009 We consider a (doubly) reflected Lévy process where the Lévy exponent is controlled by a hysteretic policy consisting of two stages. In each stage there is typically a different service speed, drift parameter, or arrival rate.
A. Chydzinski +32 more
core +3 more sources
Optimal prediction for positive self-similar Markov processes [PDF]
, 2016 This paper addresses the question of predicting when a positive self-similar Markov process XX attains its pathwise global supremum or infimum before hitting zero for the first time (if it does at all).
Baurdoux, Erik J. +2 more
core +1 more source
Fluctuations of an omega-type killed process in discrete time
Modern Stochastics: Theory and ApplicationsThe theory of the so-called ${\mathcal{W}_{q}}$ and ${\mathcal{Z}_{q}}$ scale functions is developped for the fluctuations of right-continuous discrete time and space killed random walks.
Meral Şimşek +2 more
doaj +1 more source