Results 61 to 70 of about 105,022 (283)

A Fast Mean-Reverting Correction to Heston's Stochastic Volatility Model

, 2012
We propose a multi-scale stochastic volatility model in which a fast mean-reverting factor of volatility is built on top of the Heston stochastic volatility model.
Fouque, Jean-Pierre, Lorig, Matthew
core   +1 more source

Fractional Skyrmion Tubes in Chiral‐Interfaced 3D Magnetic Nanowires

Advanced Functional Materials, EarlyView.
In chiral 3D helical magnetic nanowires, the coupling between the geometric and magnetic chirality provides a way to create topological spin states like vortex tubes. Here, it is demonstrated how the breaking of this coupling in interfaced 3D nanowires of opposite chirality leads to even more complex topological spin states, such as fractional ...
John Fullerton, Naëmi Leo, Jakub Jurczyk, Claire Donnelly, Dédalo Sanz‐Hernández, Luka Skoric, Nicholas Mille, Stefan Stanescu, Donald A MacLaren, Rachid Belkhou, Aurelio Hierro‐Rodriguez, Amalio Fernández‐Pacheco   +11 more
wiley   +1 more source

The Moments for Some Hyperbolic Stochastic Differential Equations [PDF]

Al-Rafidain Journal of Computer Sciences and Mathematics
This paper investigates moments for Ito's integral formula involving general form of hyperbolic stochastic functions, hyperbolic stochastic functions, which combine the deterministic structure of hyperbolic functions with stochastic elements such as ...
Noor Ramadan Mutter, Abdulghafoor J. Salim   +1 more
doaj   +1 more source

All‐in‐One Analog AI Hardware: On‐Chip Training and Inference with Conductive‐Metal‐Oxide/HfOx ReRAM Devices

Advanced Functional Materials, EarlyView.
An all‐in‐one analog AI accelerator is presented, enabling on‐chip training, weight retention, and long‐term inference acceleration. It leverages a BEOL‐integrated CMO/HfOx ReRAM array with low‐voltage operation (<1.5 V), multi‐bit capability over 32 states, low programming noise (10 nS), and near‐ideal weight transfer.
Donato Francesco Falcone, Victoria Clerico, Wooseok Choi, Tommaso Stecconi, Folkert Horst, Laura Bégon‐Lours, Matteo Galetta, Antonio La Porta, Nikhil Garg, Fabien Alibart, Bert Jan Offrein, Valeria Bragaglia   +11 more
wiley   +1 more source

Stochastic Electrodynamics: Lessons from Regularizing the Harmonic Oscillator

Atoms, 2019
In this paper, the harmonic oscillator problem in Stochastic Electrodynamics is revisited. Using the exact shape of the Lorentz damping term prevents run-away effects.
Theodorus Maria Nieuwenhuizen
doaj   +1 more source

Stochastic integrals and conditional full support

, 2009
We present conditions that imply the conditional full support (CFS) property, introduced by Guasoni, R\'asonyi, and Schachermayer [Ann. Appl. Probab., 18 (2008), pp.
Dellacherie, Frey, Mikko S. Pakkanen, Rogers, Stroock   +4 more
core   +1 more source

Light‐Controlled Reversible Coassembly of Hybrid Functional Nanostructures

Advanced Functional Materials, EarlyView.
Light‐responsive hybrid nanostructures are formed by coassembling azobenzene‐ and PAH‐functionalized nanoparticles through reversible an tunable π interactions. The system enables tunable coupling between distinct components such as gold and magnetite or carbon nanotubes, producing switchable optical and magnetic properties under light and magnetic ...
Michal Sawczyk, Yanxiao Han, Soumyo Sen, Bartosz Smereczyński, Petr Král, Michał M. Wójcik   +5 more
wiley   +1 more source

Prospects of Electric Field Control in Perpendicular Magnetic Tunnel Junctions and Emerging 2D Spintronics for Ultralow Energy Memory and Logic Devices

Advanced Functional Materials, EarlyView.
Electric control of magnetic tunnel junctions offers a path to drastically reduce the energy requirements of the device. Electric field control of magnetization can be realized in a multitude of ways. These mechanisms can be integrated into existing spintronic devices to further reduce the operational energy.
Will Echtenkamp, Brahmdutta Dixit, Yifei Yang, Deyuan Lyu, Thomas Peterson, Qi Jia, Yu‐Chia Chen, Jian‐Ping Wang   +7 more
wiley   +1 more source

Non-Parametric Integral Estimation Using Data Clustering in Stochastic dynamic Programming: An Introduction Using Lifetime Financial Modelling

Risks, 2017
This paper considers an alternative way of structuring stochastic variables in a dynamic programming framework where the model structure dictates that numerical methods of solution are necessary. Rather than estimating integrals within a Bellman equation
Gaurav Khemka, Adam Butt
doaj   +1 more source

Patterning the Void: Combining L‐Systems with Archimedean Tessellations as a Perspective for Tissue Engineering Scaffolds

Advanced Functional Materials, EarlyView.
This study introduces a novel multi‐scale scaffold design using L‐fractals arranged in Archimedean tessellations for tissue regeneration. Despite similar porosity, tiles display vastly different tensile responses (1–100 MPa) and deformation modes. In vitro experiments with hMSCs show geometry‐dependent growth and activity. Over 55 000 tile combinations
Maria Kalogeropoulou, Kenny A. van Kampen, Pierpaolo Fucile, Carlos Mota, Lorenzo Moroni   +4 more
wiley   +1 more source