Results 21 to 30 of about 474 (215)

Using generalized stochastic method to evaluate probability of conflict in controlled air traffic

Aviation, 2007
The introduction of the new concepts of air traffic management (ATM) and transition from centralized to decentralized air traffic control (ATC) with the change of traditional ATM to Cooperative ATM sets new tasks and opens new capabilities for air ...
Vitaly Babak, Volodymyr Kharchenko, Volodymyr Vasylyev   +2 more
doaj   +1 more source

Pricing Arithmetic Asian Options under Hybrid Stochastic and Local Volatility

Journal of Applied Mathematics, 2014
Recently, hybrid stochastic and local volatility models have become an industry standard for the pricing of derivatives and other problems in finance. In this study, we use a multiscale stochastic volatility model incorporated by the constant elasticity ...
Min-Ku Lee, Jeong-Hoon Kim, Kyu-Hwan Jang   +2 more
doaj   +1 more source

On existence and stabilization of the strong solution of the autonomous stochastic partial differential Ito-Skorokhod equation with random parameters

Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï, 2018
This paper considers the asymptotic behavior of the strong solution of the linear partial stochastic differential Ito–Skorokhod equation in the corresponding space with random parameters.
Volodymyr K. Yasynskyy, Igor V. Yurchenko   +1 more
doaj   +1 more source

A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise

Advances in Difference Equations, 2018
In this paper, based on the white noise theory for d-parameter Lévy random fields given by (Holden et al. in Stochastic Partial Differential Equations: A modeling, white noise functional approach, 2010), we develop a white noise frame for anisotropic ...
Xuebin Lü, Wanyang Dai
doaj   +1 more source

Backward doubly stochastic differential equations with jumps and stochastic partial differential-integral equations [PDF]

Chinese Annals of Mathematics, Series B, 2012
19 ...
Zhu, Qingfeng, Shi, Yufeng
openaire   +2 more sources

Three phosphatase families form a community: The phosphohydrolases that act upon inositol pyrophosphates

FEBS Letters, EarlyView.
Inositol pyrophosphates are energy‐rich signaling molecules that perform critical functions in cells. Three different families of phosphatases hydrolyze the β phosphate of the inositol pyrophosphate molecules: two have narrow specificities and one is promiscuous.
Ronda J. Rolfes
wiley   +1 more source

Controlled Reflected McKean–Vlasov SDEs and Neumann Problem for Backward SPDEs

Mathematics
This paper is concerned with the stochastic optimal control problem of a 1-dimensional McKean–Vlasov stochastic differential equation (SDE) with reflection, of which the drift coefficient and diffusion coefficient can be both dependent on the state of ...
Li Ma, Fangfang Sun, Xinfang Han
doaj   +1 more source

On a smooth and nowhere equal to zero distribution density of a stochastic differential equation’s solution on manifold

Известия высших учебных заведений. Поволжский регион: Физико-математические науки, 2021
Background. E. Nelson [1-3] introduced derivatives on the average in the works and over time, they began to be studied as a separate class of stochastic differential equations.
O.O. Zheltikova
doaj   +1 more source

A free stochastic partial differential equation

Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2014
We get stationary solutions of a free stochastic partial differential equation. As an application, we prove equality of non-microstate and microstate free entropy dimensions under a Lipschitz like condition on conjugate variables, assuming also R^ω embeddability. This includes an N-tuple of q-Gaussian random variables e.g. for |q|N\leq 0.13.
openaire   +5 more sources

Synergistic perspectives—How single‐molecule biophysics complement biochemical understanding

FEBS Letters, EarlyView.
In this review, we discuss how ensemble biochemistry and single‐molecule approaches are complementary, outline commonly used single‐molecule techniques, and illustrate their relevance through two representative case studies: chromatin organization by SMC complexes and pathway choice during DNA double‐strand break repair.
Sara De Bragança, Eline L. Jansen, Jorine M. Eeftens   +2 more
wiley   +1 more source