Results 101 to 110 of about 137,560 (316)
The main purpose is to investigate both deterministic and stochastic bifurcations of the catalytic CO oxidation. Firstly, super- and subcritical bifurcations are determined by the signs of the Poincaré-Lyapunov coefficients of the center manifold scalar ...
Zaitang Huang, Weihua Lei
doaj +1 more source
Multipower Variation and Stochastic Volatility [PDF]
In this brief note we review some of our recent results on the use of high frequency financial data to estimate objects like integrated variance in stochastic volatility models.
Neil Shephard, Ole Barndorff-Nielsen
core
Single‐crystal gold microplates are high‐performance nanomaterials with an impressive wafer‐based application space. Progress has, however, been tempered by an inability to exert synthetic control over microplate size, shape, and positioning. In this work, control over these parameters is demonstrated using a seed‐mediated synthesis that both confines ...
Debasish Panda +9 more
wiley +1 more source
Convergence to Stochastic Integrals with Non-linear integrands [PDF]
In this paper we present a general result concerning the convergence to stochastic integrals with non-linear integrands. The key finding represents a generalization of Chan and Wei's (1988) Theorem 2.4 and that of Ibragimov and Phillips' (2004) Theorem 8.
Bent Nielsen, Carlos Caceres
core
Electro‐Steric Ion Confinement in Polyelectrolyte Networks for Robust Nonvolatile Artificial Synapse
Polyelectrolyte stoichiometry governs ion transport and retention in electrolyte‐gated synaptic transistors. A PSS‐rich network creates electro‐steric ion confinement that suppresses ion back‐diffusion and stabilizes channel doping, enabling robust nonvolatile synaptic memory, linear weight updates, and low‐energy operation.
Donghwa Lee +9 more
wiley +1 more source
Stochastic analysis related to Gamma measures : Gibbs perturbations and associated diffusions
Hagedorn D. Stochastic analysis related to Gamma measures : Gibbs perturbations and associated diffusions.
Hagedorn, Dennis
core
Dynamic risk measure for BSVIE with jumps and semimartingale issues
Risk measure is a fundamental concept in finance and in the insurance industry. It is used to adjust life insurance rates. In this article, we will study dynamic risk measures by means of backward stochastic Volterra integral equations (BSVIEs) with ...
Agram, Nacira,, Agram, Nacira
core +1 more source
Uniform Labeled Transition Systems for Nondeterministic, Probabilistic, and Stochastic Processes [PDF]
Rate transition systems (RTS) are a special kind of transition systems introduced for defining the stochastic behavior of processes and for associating continuous-time Markov chains with process terms. The transition relation assigns to each process, for
Nicola Michele Loreti +8 more
core +1 more source
Solution‐Processed Thin‐Film Transistors With Tunable Temporal Dynamics for Neuromorphic Computing
Solution‐processed CNT and CNT/P3HT ion‐gated transistors exhibit materials‐defined synaptic timescales: fast CNT devices for high‐frequency spiking and slow hybrid devices for temporal integration. Embedding these dynamics into coupled reservoir‐computing and spiking neural network simulations reveals that a Hybrid‐Reservoir / CNT‐SNN architecture ...
Kevin Schnittker +5 more
wiley +1 more source
Foliated stochastic calculus: Harmonic measures
In this article we present an intrinsic construction of foliated Brownian motion (FoBM) via stochastic calculus adapted to a foliated Riemannian manifold ( M
Catuogno, Pedro J. +2 more
openaire +3 more sources

