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Option Pricing under the Jump Diffusion and Multifactor Stochastic Processes
Published 2019-01-01“…In our paper, we extend the Heston model to be a hybrid option pricing model driven by multiscale stochastic volatility and jump diffusion process. In our model the correlation effects have been taken into consideration. …”
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22
Autovole processes in deprivation plasma coatings
Published 2018-12-01“…The deposition of coatings in a plasma is a thermodynamically nonequilibrium process in an open system. The nonlinearity of the equations arises from the motion of the interface and the small diffusion of surface atoms. …”
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23
Process engineering
Published 2016-03-01“…A nanofiltration (NF) based separation process is used to treat the effluent from a textile plant to allow for water reuse and fulfill environmental standards. …”
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24
An age-dependent population equation with diffusion and delayed birth process
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25
Maximum Likelihood Estimators for a Supercritical Branching Diffusion Process
Published 2012-01-01“…The log-likelihood of a nonhomogeneous Branching Diffusion Process under several conditions assuring existence and uniqueness of the diffusion part and nonexplosion of the branching process. …”
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26
The Messenger is the Medium: Communication and Diffusion Principles in the Process of Behavior Change
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27
Inference with Non-Homogeneous Lognormal Diffusion Processes Conditioned on Nearest Neighbor
Published 2024-11-01Subjects: “…diffusion processes…”
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28
Li diffusion in plagioclase crystals and glasses – implications for timescales of geological processes
Published 2024-12-01“…In this context, well-constrained diffusion coefficients and understanding of kinetic processes specific to mineral phases are of crucial importance. …”
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29
Convergence of stochastic process with Markov switching
Published 2012-05-01Subjects: Get full text
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30
Transition Process from Diffuser Stall to Stage Stall in a Centrifugal Compressor with a Vaned Diffuser
Published 2017-01-01“…The transition process from a diffuser rotating stall to a stage stall in a centrifugal compressor with a vaned diffuser was investigated by experimental and numerical analyses. …”
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31
Traps of Market Diffusion for the Long-awaited New Technology: Case Study of Blue LED Diffusion Process
Published 2022-09-01“…Therefore, in this presentation, I clarify obstructive factors that delay the diffusion of innovation despite the long-awaited to realize new technologies by case studies of the diffusion process of blue LEDs. …”
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32
MATHEMATICAL MODELING OF CEMENTATION PROCESS ON THE BASIS OF EQUATION OF HEAT CONDUCTION AND DIFFUSION
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33
Empirical and diffusion models of rehydration process of differently dried pumpkin slices
Published 2019-10-01“…In other hand, Fick's diffusion models were also used to describe kinetics of rehydration process. …”
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34
Review of the Diffusion Process, Explosion Mechanism, and Detection Technology of Hydrogen and Ammonia
Published 2025-05-01“…The combination of hydrogen and ammonia has emerged as a novel form of energy storage, transportation, and conversion; however, the safety aspects of their application process warrant closer attention. Research on hydrogen safety has been conducted extensively, with particular focus on the leakage, diffusion, combustion, and explosion processes. …”
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Boundary Recognition by Simulating a Diffusion Process in Wireless Sensor Networks
Published 2014-01-01“…The idea of this paper comes from the fact that contours only break on the geometrical boundary and the WSN are discrete sampling systems of real environments. By simulating a diffusion process in discrete form, the end point of semi-contours suggests the boundary nodes of a WSN. …”
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Wind energy production by means of diffusion stochastic process. Parameters estimation
Published 2025-01-01Subjects: Get full text
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37
An approximate diffusion process for environmental stochasticity in infectious disease transmission modelling.
Published 2023-05-01“…We propose to model the time-varying transmission-potential as an approximate diffusion process using a path-wise series expansion of Brownian motion. …”
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38
The Precipitated Electrons in the Region of Diffuse Aurora Driven by Ionosphere‐Thermosphere Collisional Processes
Published 2021-08-01“…Abstract Traditionally, it is widely assumed that the source of electron precipitation in the region of diffuse aurora is wave‐particle interaction processes in the Earth's plasmasheet. …”
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First-Hitting Problems for Jump-Diffusion Processes with State-Dependent Uniform Jumps
Published 2025-05-01“…Let <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mo>{</mo><mi>X</mi><mo>(</mo><mi>t</mi><mo>)</mo><mo>,</mo><mi>t</mi><mo>≥</mo><mn>0</mn><mo>}</mo></mrow></semantics></math></inline-formula> be a one-dimensional jump-diffusion process whose continuous part is either a Wiener, Ornstein–Uhlenbeck, or generalized Bessel process. …”
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Diffusion rate determines balance between extinction and proliferationin birth-death processes
Published 2013-03-01“…We here study spatially extended catalyst induced growth processes.This type of process exists in multiple domains of biology, rangingfrom ecology (nutrients and growth), through immunology (antigensand lymphocytes) to molecular biology (signaling molecules initiatingsignaling cascades). …”
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