Results 91 to 100 of about 661,238 (311)
Removing the Correlation Term in Option Pricing Heston Model: Numerical Analysis and Computing
Abstract and Applied Analysis, 2013 This paper deals with the numerical solution of option pricing stochastic volatility model described by a time-dependent, two-dimensional convection-diffusion reaction equation.
R. Company +3 more
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Forward and Backward Mean-Field Stochastic Partial Differential Equation and Optimal Control [PDF]
arXiv, 2016 This paper is mainly concerned with the solutions to both forward and backward mean-field stochastic partial differential equation and the corresponding optimal control problem for mean-field stochastic partial differential equation. We first prove the continuous dependence theorems of forward and backward mean-field stochastic partial differential ...
arxiv
Advanced Functional Materials, EarlyView.This review synthesizes the evolution of radiative heat transfer, emphasizing the transition from far‐field to near‐field regimes. Traditional frameworks, such as Planck's law, are revisited alongside modern innovations like fluctuational electrodynamics. Applications span nanoscale thermal management, energy harvesting, and thermophotovoltaic systems.
Ambali Alade Odebowale +6 more
wiley +1 more source
Journal of Probability and Statistics, 2010 We study the valuation of American-type derivatives in the stochastic volatility model of Barndorff-Nielsen and Shephard (2001). We characterize the value of such derivatives as the unique viscosity solution of an integral-partial differential equation ...
Alexandre F. Roch
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Talagrand Concentration Inequalities for Stochastic Partial Differential Equations [PDF]
arXiv, 2017 One way to define the concentration of measure phenomenon is via Talagrand inequalities, also called transportation-information inequalities. That is, a comparison of the Wasserstein distance from the given measure to any other absolutely continuous measure with finite relative entropy.
arxiv
Advanced Functional Materials, Volume 35, Issue 17, April 25, 2025.A scintillating polymeric composites loaded with hafnia nanoparticles is engineered to obtain a highly luminous material, thus achieving a 400% improvement of the scintillation yield under soft X‐rays. The nanocomposite is employed to realize a multilayer heterostructured prototype scintillator than enable for ultrafast time coincidence resolution in ...
Matteo Sala +12 more
wiley +1 more source
Advanced Functional Materials, EarlyView.Phosphorescent OLEDs suffer from efficiency roll‐off due to triplet‐polaron quenching (TPQ). This study demonstrates for a large set of host‐guest combinations a spectroelectrochemical method to measure the absorption of charged molecules, enabling determining TPQ Förster radii (2.5–4 nm) from the spectral overlap.
Stan E. A. Jaspars +5 more
wiley +1 more source
Existence and Stability of Solutions for Nonautonomous Stochastic Functional Evolution Equations
Journal of Inequalities and Applications, 2009 We establish the results on existence and exponent stability of solutions for a semilinear nonautonomous neutral stochastic evolution equation with finite delay; the linear part of this equation is dependent on time and generates a linear evolution ...
Fu Xianlong
doaj
The Theory of Stochastic Pseudo-differential Operators and Its Applications, I [PDF]
arXiv, 2011 The purpose of this paper is to establish the theory of stochastic pseudo-differential operators and give its applications in stochastic partial differential equations. First, we introduce some concepts on stochastic pseudo-differential operators and prove their fundamental properties.
arxiv
On the existence of optimal control for controlled stochastic partial differential equations [PDF]
, 1989 Noriaki Nagase
openalex +1 more source