Results 121 to 130 of about 351,513 (382)
Stochastic partial differential equations describing neutral genetic diversity under short range and long range dispersal [PDF]
, 2022 Raphaël Forien
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Advanced Healthcare Materials, EarlyView.Polymer‐based drug delivery systems can effectively overcome the limitations of free drugs in terms of solubility, stability, and plasma half‐life, yet their development has traditionally relied on time‐consuming trial‐and‐error approaches. This review highlights recent advances in applying molecular simulation to the design of polymer‐based drug ...
Ping Gao +4 more
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On Unique Ergodicity in Nonlinear Stochastic Partial Differential Equations [PDF]
, 2016 Nathan Glatt-Holtz +2 more
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Computational Modeling of Reticular Materials: The Past, the Present, and the Future
Advanced Materials, EarlyView.Reticular materials are advanced materials with applications in emerging technologies. A thorough understanding of material properties at operating conditions is critical to accelerate the deployment at an industrial scale. Herein, the status of computational modeling of reticular materials is reviewed, supplemented with topical examples highlighting ...
Wim Temmerman +3 more
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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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Hypercontractivity for functional stochastic partial differential equations
Electronic Journal of Probability, 2015 17 ...
Bao, Jianhai +2 more
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Advanced Materials, EarlyView.This review explores how in situ and operando spectroscopic techniques reveal the real‐time behavior of reticular materials, including MOFs and COFs. These methods track material formation and functionalization, structural changes, defect formation, dynamic responses to external triggers, and catalytic processes.
Bettina Baumgartner +4 more
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Journal of Applied Mathematics, 2016 We consider the so-called mean-variance portfolio selection problem in continuous time under the constraint that the short-selling of stocks is prohibited where all the market coefficients are random processes.
Moussa Kounta
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Convergence rates for finite elementapproximations of stochastic partial differential equations [PDF]
, 1998 Fred Espen Benth, Jon Gjerde
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Small time asymptotics for a class of stochastic partial differential equations with fully monotone coefficients forced by multiplicative Gaussian noise [PDF]
, 2022 Ankit Kumar, Manil T. Mohan
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