High order discretization schemes for stochastic volatility models [PDF]
In usual stochastic volatility models, the process driving the volatility of the asset price evolves according to an autonomous one-dimensional stochastic differential equation. We assume that the coefficients of this equation are smooth.
Benjamin Jourdain, Mohamed Sbai
core
, 2014 Difficulties in founding microscopically the Vlasov equation for Coulomb-interacting particles are recalled for both the statistical approach (BBGKY hierarchy and Liouville equation on phase space) and the dynamical approach (single empirical measure on ...
Doveil, Fabrice +2 more
core +3 more sources
An orthotropic continuum model with substructure evolution for describing bone remodeling: an interpretation of the primary mechanism behind Wolff's law. [PDF]
Biomech Model Mechanobiol, 2023 Giorgio I +3 more
europepmc +1 more source
Probability & incompressible Navier-Stokes equations: An overview of some recent developments
, 2005 This is largely an attempt to provide probabilists some orientation to an important class of non-linear partial differential equations in applied mathematics, the incompressible Navier-Stokes equations.
Waymire, Edward C.
core +1 more source
Geodesic equivalence and integrability
, 1999 We suggest a construction that, given a trajectorial diffeomorphism between two Hamiltonian systems, produces integrals of them. As the main example we treat geodesic equivalence of metrics.
Matveev, Vladimir S., Topalov, Petar J.
core
"Most tantumising state of affairs": Mathematical and non-mathematical in quantum-like understanding of thinking. [PDF]
Front Psychol, 2022 Plotnitsky A.
europepmc +1 more source
Numerical approximation of corotational dumbbell models for dilute polymers [PDF]
, 2007 We construct a general family of Galerkin methods for the numerical approximation of weak solutions to a coupled microscopic-macroscopic bead-spring model that arises from the kinetic theory of dilute solutions of polymeric liquids with noninteracting ...
Barrett, John W., Suli, Endre
core
Symmetry breaking and effects of nutrient walkway in time-dependent bone remodeling incorporating poroelasticity. [PDF]
Biomech Model Mechanobiol, 2022 Esposito L +3 more
europepmc +1 more source
Some stochastic models for structured populations : scaling limits and long time behavior [PDF]
, 2017 The first chapter concerns monotype population models. We first study general birth and death processes and we give non-explosion and extinction criteria, moment computations and a pathwise representation.
Bansaye, Vincent, Méléard, Sylvie
core +2 more sources
Linear square-mass trajectories of radially and orbitally excited hadrons in holographic QCD
, 2007 We consider a new approach towards constructing approximate holographic duals of QCD from experimental hadron properties. This framework allows us to derive a gravity dual which reproduces the empirically found linear square-mass trajectories of ...
A. Karch +47 more
core +1 more source