Results 71 to 80 of about 151,196 (279)

Sensitivity analysis in a market with memory [PDF]

, 2017
A general market model with memory is considered in terms of stochastic functional differential equations. We aim at representation formulae for the sensitivity analysis of the dependence of option prices on the memory.
Banos, David R., Di Nunno, Giulia, Proske, Frank   +2 more
core  

Numerical implementation of a stochastic differential equation of motion

Selecciones Matemáticas
Using the ordinary differential equation of motion it is possible to determine the position in time of a mass that moves because it is disturbed by some deterministic action.
Saúl Moisés Torres Murga
doaj   +1 more source

Successive Approximation of SFDEs with Finite Delay Driven by G-Brownian Motion

Abstract and Applied Analysis, 2013
We consider the stochastic functional differential equations with finite delay driven by G-Brownian motion. Under the global Carathéodory conditions we prove the existence and uniqueness, and as an application, we price the European call option when the ...
Litan Yan, Qinghua Zhang
doaj   +1 more source

Light‐Induced Entropy for Secure Vision

Advanced Materials, EarlyView.
This work realized a ternary true random number generator by exploiting stochastic traps emerging within multiple junction interfaces, and quantitatively validated the generation of high‐quality random numbers. Furthermore, it successfully demonstrated diverse applications, including AI‐resilient image security, thereby providing a valuable guide for ...
Juhyung Seo, Seungme Kang, Chaehyun Kim, Taehyun Park, Youngwoo Yoo, Yeong Kwon Kim, Wonjun Shin, Byung Chul Jang, Young‐Joon Kim, Hocheon Yoo   +9 more
wiley   +1 more source

Input-to-State Stability of Linear Stochastic Functional Differential Equations

Journal of Function Spaces, 2016
The purpose of the paper is to show how asymptotic properties, first of all stochastic Lyapunov stability, of linear stochastic functional differential equations can be studied via the property of solvability of the equation in certain pairs of spaces of
Ramazan Kadiev, Arcady Ponosov
doaj   +1 more source

Convergence and stability of stochastic parabolic functional differential equations

Advances in Difference Equations, 2018
The main purpose of this paper is to investigate the convergence and stability of stochastic parabolic functional differential equations. Firstly, a comparison theorem in the context of Lyapunov-like function together with differential inequality is ...
Zhao Li, Shuyong Li
doaj   +1 more source

Room‐Temperature Skyrmionic Synapse in 2D Ferromagnet Fe3GaTe2 Operating via Collective Spin Texture Transformation

Advanced Materials, EarlyView.
We demonstrate a neuromorphic synapse in 2D Fe3GaTe2 flakes. The device operates via a current‐driven transformation from a skyrmion‐lattice to a stripe‐domain state, yielding a linear anomalous Hall resistance response with a tunable slope to enable multiply‐accumulate operations. Simulations confirm its viability in artificial neural networks.
Jixiang Huang, Tongji Zhu, PeiYu Cai, Xiaoming Ma, Zhen Wang, Ruifu Zhang, Yi Hao, Jingdi Lu, Liubing He, Jun Xu, Yuejie Zhang, Wanjun Jiang, Jing Tao, Shiming Lei, Pavel Parchinskiy, Jing Teng, Lingfei Wang, Wei Niu, Elton J.G. Santos, Xiaoqian Zhang, Peng Li   +20 more
wiley   +1 more source

Self‐Powered Flexible Triboelectric‐Gated Ion‐Gel Transistor for Neuromorphic Tactile Sensing and Human Activity Recognition

Advanced Materials, EarlyView.
A fully flexible ion‐gel‐gated graphene‐channel transistor driven by a triboelectric nanogenerator enables self‐powered tactile sensing and synaptic learning. Mimicking spike‐rate‐dependent plasticity, the device exhibits frequency‐selective potentiation and depression, supporting rate‐coded neuromorphic computation even under flex.
Hanseong Cho, Seoyeon Park, Youngmin Lee, Sejoon Lee   +3 more
wiley   +1 more source

Thermal‐Driven Diode Polarity Switching From Competing Helical Superconducting States in WTe2/α‐Fe2O3 Heterostructures

Advanced Materials, EarlyView.
A Nb‐proximitized Josephson junction based on a WTe2/α‐Fe2O3 heterostructure exhibits a robust superconducting diode effect with programmable polarity. The diode direction can be trained by magnetic fields and switched by temperature cycling, revealing tunable finite‐momentum pairing states and competing superconducting states in symmetry‐broken ...
Enze Zhang, Grant Z. X. Yang, Zi‐Ting Sun, Xinhou Chen, Shishun Zhao, Chufan Chen, Chenhui Zhang, Fanrui Hu, K. T. Law, Hyunsoo Yang   +9 more
wiley   +1 more source

All‐Optical Reconfigurable Physical Unclonable Function for Sustainable Security

Advanced Materials, EarlyView.
An all‐optical reconfigurable physical unclonable function (PUF) is demonstrated using plasmonic coupling–induced sintering of optically trapped gold nanoparticles, where Brownian motion serves as a robust entropy source. The resulting optical PUF exhibits high encoding density, strong resistance to modeling attacks, and practical authentication ...
Jang‐Kyun Kwak, Changgyun Moon, Hyun‐Bin Yu, Sunkook Kim, Dong‐Hwan Kim   +4 more
wiley   +1 more source