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Laterally spreading tumors (LSTs) are precancerous colorectal lesions characterized by a flat morphology. This study reveals a mechanochemical pathway through which a soft matrix microenvironment diminishes spatial constraints in intestinal adenomas. This process promotes deficiencies in tight junction proteins, mediated by the mechanoreceptor ADORA2B ...
Jiamin Zhong +21 more
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Stochastic Model for a 4 QAM Transmission Subject to the Epidemic Interference Effect. [PDF]
Alencar MS.
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Stochastic analysis and Monte Carlo simulation of magneto-opto-acoustic wave propagation in nonlocal semiconductor excitation. [PDF]
Elsakout DM, El-Dali A, Alaofi ZM.
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Emergent microtubule properties in a model of filament turnover and nucleation. [PDF]
Nelson AC +3 more
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Low-Complexity Noncoherent Demodulation Method for Underwater Electromagnetic Communication. [PDF]
Deng L +5 more
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The Allen-Cahn equation with weakly critical random initial datum. [PDF]
Gabriel S, Rosati T, Zygouras N.
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Sustainable development trade-offs shape the acceptability of climate mitigation scenarios
Parrado-Hernando G +13 more
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IEEE Transactions on Automatic Control, 2013
The technical note deals with state estimation of nonlinear stochastic dynamic systems. Traditional filters providing local estimates of the state, such as the extended Kalman filter, unscented Kalman filter, or the cubature Kalman filter, are based on computationally efficient but approximate integral evaluations.
Jindrich Duník +2 more
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The technical note deals with state estimation of nonlinear stochastic dynamic systems. Traditional filters providing local estimates of the state, such as the extended Kalman filter, unscented Kalman filter, or the cubature Kalman filter, are based on computationally efficient but approximate integral evaluations.
Jindrich Duník +2 more
openaire +1 more source
On Stochastic Integration and Differentiation
Acta Applicandae Mathematica, 1999This short note presents a method to identify the integrands \((\varphi_j)_{j=1}^n\) for a martingale \(\xi_t=\sum_{j=1}^n\int_0^t\varphi_j d\eta^j_t\), \((\eta^j)_{j=1}^n\) being independent Brownian motions, in a measurable way. The quintessence of the method is an \(L^2\)-limit of certain approximations to the quadratic covariation between \(\xi ...
Di Nunno, G., Rozanov, Yu. A.
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Stochastic integration with respect to a stochastic integral
Stochastic Analysis and Applications, 1997In this paper we prove first the property of integration with respect to a measure defined by density,h(fm) = (hf)mor a measure mand functions f,h, taking values in Banach spaces. Then we use this result to prove the similar “associativity” property of the stochastic integralL.(K-X)= (LK) Xfor processes X,K,Ltaking values in Banach ...
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