Results 91 to 100 of about 5,120,600 (306)

Reflected and Doubly RBSDEs with Irregular Obstacles and a Large Set of Stopping Strategies [PDF]

, 2023
We introduce a new formulation of reflected BSDEs and doubly reflected BSDEs associated with irregular obstacles. In the first part of the paper, we consider an extension of the classical optimal stopping problem over a larger set of stopping systems ...
Arharas, Ihsan, Ouknine, Youssef
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Optimal stopping in Levy models, for non-monotone discontinuous payoffs [PDF]

We give short proofs of general theorems about optimal entry and exit problems in Levy models, when payoff streams may have discontinuities and be non-monotone.
Boyarchenko, Svetlana, Levendorskii, Sergei   +1 more
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Sudden anaerobization in Amphibacillus xylanus increases intracellular labile ferrous iron and inhibits cell growth

FEBS Open Bio, EarlyView.
Abruptly changing from aerobic to anaerobic conditions (sudden anaerobization) induced growth inhibition and a significant increase in intracellular labile ferrous iron in the aerotolerant anaerobe Amphibacillus xylanus. We found that free flavins mediate efficient electron transfer from NADH to ferric iron under anaerobic conditions, suggesting that ...
Shinya Kimata, Yoichi Sakai, Keisuke Tanaka, Etsuro Yoshimura, Ken Kitano, Morio Ishikawa, Tadahiro Nakamoto, Tsutomu Takayama, Hirofumi Inoue, Kaho Nomura, Tomonori Suzuki, Masataka Uchino, Akira Abe, Youichi Niimura   +13 more
wiley   +1 more source

The Optimal Stopping Problem of Dupuis and Wang: A Generalization [PDF]

In this paper, we study the optimal stopping problem of Dupuis and Wang analyzed in [7]. In this problem, the underlying follows a linear diffusion but the decision maker is not allowed to stop at any time she desires but rather on the jump times of an ...
Jukka Lempa
core  

Further Operations (Complement, Intersection, Union) for IndetermSoft Set, IndetermHyperSoft Set, and TreeSoft Set and their Applications

In this paper, efforts are intensified as much as possible to explicitly and clearly give the definitions as regards the operations involving the complement, intersection as well as the union for IndetermSoft Set, IndetermHyperSoft Set, and Tree Soft Set
Adesina, Adebisi Sunday
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Exercise strategies for American exotic options under ambiguity [PDF]

, 2009
Chudjakow T, Vorbrink J. Exercise strategies for American exotic options under ambiguity. Working Papers. Institute of Mathematical Economics. Vol 421.
Chudjakow, Tatjana, Vorbrink, Jörg
core  

Advanced Simulation-Based Methods for Optimal Stopping and Control

, 2018
This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation ...
Schoenmakers, John G. M., Denis Belomestny, John Schoenmakers, Belomestny, Denis   +3 more
core   +1 more source

The C‐terminal region of KIF26B is indispensable for nephron progenitor condensation and kidney formation in mice

FEBS Open Bio, EarlyView.
KIF26B plays an important role in kidney development. We engineered mice lacking the C‐terminal region of KIF26B and found severe kidney defects, including bilateral renal agenesis, similar to full Kif26b knockout mice. The mutation disrupted nephron progenitor condensation and reduced Gdnf‐Wnt11 signaling, showing that the KIF26B C‐terminal region is ...
Yuta Yamamura, Kengo Furuichi, Hiromitsu Akamatsu, Naoki Yamamoto, Sako Keisuke, Akihiko Koshino, Taichiro Minami, Megumi Oshima, Akinori Hara, Norihiko Sakai, Miho Shimizu, Kenta Takahashi, Minako Yamamura, Shin‐ichi Horike, Takiko Daikoku, Kenichi Harada, Yohei Shinmyo, Hiroshi Kawasaki, Takashi Wada, Yasunori Iwata   +19 more
wiley   +1 more source

Convergence Study of Minimizing the Nonconvex Total Delay Using the Lane-Based Optimization Method for Signal-Controlled Junctions

Discrete Dynamics in Nature and Society, 2012
This paper presents a 2D convergence density criterion for minimizing the total junction delay at isolated junctions in the lane-based optimization framework.
C. K. Wong, Y. Y. Lee
doaj   +1 more source

On a Solution of the Optimal Stopping Problem for Processes with Independent Increments [PDF]

We discuss a solution of the optimal stopping problem for the case when a reward function is a power function of a process with independent stationary increments (random walks or Levy processes) on an infinite time interval.
Albert Shiryaev, Alexander Novikov
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