Results 41 to 50 of about 329,029 (283)
Some generalised integral inequalities for bidimensional preinvex stochastic processes
Cumhuriyet Science Journal, 2020 In this study, we generalized some integral inequalitiesfor bidimensional preinvex stochastic processes. For this reason, we usedmean-square integrable preinvex stochastic processes on the real line and on thecoordinates, respectively.
Nurgül Okur
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Open Mathematics, 2022 The Picard iteration method is used to study the existence and uniqueness of solutions for the stochastic Volterra-Levin equation with variable delays. Several sufficient conditions are specified to ensure that the equation has a unique solution.
Jin Shoubo
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Anticipative backward stochastic differential equations driven by fractional Brownian motion
, 2016 We study the anticipative backward stochastic differential equations (BSDEs, for short) driven by fractional Brownian motion with Hurst parameter H greater than 1/2.
Shi, Yufeng, Wen, Jiaqiang
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Mutant NPM1 in Acute Myeloid Leukemia Initiation and Maintenance
Aging and Cancer, EarlyView.NPM1 mutations drive acute myeloid leukemia by acting as neomorphic transcriptional regulators that cooperate with Menin–MLL and XPO1 to sustain HOX/MEIS1 expression and block differentiation. Targeting these mutant‐specific transcriptional dependencies provides a rational therapeutic strategy for NPM1‐mutated AML.
Yanan Jiang +3 more
wiley +1 more source
Existence and Phase Structure of Random Inverse Limit Measures
MathematicsAnalogous to Kolmogorov’s theorem for the existence of stochastic processes describing random functions, we consider theorems for the existence of stochastic processes describing random measures as limits of inverse measure systems. Specifically, given a
B. J. K. Kleijn
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A Fourier Analysis Based New Look at Integration
Annales Mathematicae Silesianae, 2023 We approach the problem of integration for rough integrands and integrators, typically representing trajectories of stochastic processes possessing only some Hölder regularity of possibly low order, in the framework of para-control calculus.
Imkeller Peter, Perkowski Nicolas
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Screening Routine Clinical Notes for Epilepsy Surgery Candidates Using Large Language Models
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Epilepsy surgery is severely underutilized despite proven efficacy, with substantial under‐referral of eligible patients in routine clinical practice. This study evaluated the potential role of large language models (LLMs) as decision‐support tools for screening unstructured clinical notes to identify epilepsy surgery candidates and ...
Uriel Fennig +9 more
wiley +1 more source
The 𝒮-Transform of Sub-fBm and an Application to a Class of Linear Subfractional BSDEs
Advances in Mathematical Physics, 2013 Let SH be a subfractional Brownian motion with index ...
Zhi Wang, Litan Yan
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Integration theory for infinite dimensional volatility modulated Volterra processes
, 2016 We treat a stochastic integration theory for a class of Hilbert-valued, volatility-modulated, conditionally Gaussian Volterra processes. We apply techniques from Malliavin calculus to define this stochastic integration as a sum of a Skorohod integral ...
Benth, Fred Espen, Süß, André
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The Range of Stochastic Integration
The Annals of Probability, 1978 Every measurable real-valued function $f$ on the space of Wiener process paths with $E(|f|^p) < \infty$ (where $0 < p < 1$) can be represented as a stochastic integral $f = \int \varphi dX$, where $E(\int \varphi^2(t)dt)^{p/2} < \infty$. A similar result holds for $1 < p < \infty$ if and only if $E(f) = 0$.
openaire +3 more sources