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Comment on ‘‘Symmetric path integrals for stochastic equations with multiplicative noise’’
(2002)
We recall our approach through discretizations for path integrals and its general results for representations of
probability densities. It is shown that the result of Arnold @P. Arnold, Phys. Rev. E 61, 6099 ~2000!# is ...
Option pricing, stochastic volatility, singular dynamics and constrained path integrals
(Elsevier, 2014)
Stochastic volatility models have been widely studied and used in the financial world. The
Heston model (Heston, 1993) [7] is one of the best known models to deal with this issue.
These stochastic volatility models are ...
Extreme statistics of non-intersecting Brownian paths
(University of Washington, 2017)
We consider finite collections of N non-intersecting Brownian paths on the line and on the half-line with both absorbing and reflecting boundary conditions (corresponding to Brownian excursions and reflected Brownian ...
Generation of an atlas for commodity chemical production in Escherichia coli and a novel pathway prediction algorithm, GEM-Path
(Elsevier, 2014)
The production of 75% of the current drug molecules and 35% of all chemicals could be achieved through bioprocessing (Arundel and Sawaya, 2009). To accelerate the transition from a petroleum-based chemical industry to a ...
Integration of crosswell seismic data for simulating porosity in a heterogeneous carbonate aquifer
(Elsevier, 2013)
A challenge for the geostatistical simulation of subsurface properties in mining, petroleum and groundwater applications
is the integration ofwell logs and seismic measurements,which can provide information on ...
Temporal XML: Modeling, Indexing, and Query Processing
(SPRINGER, 2008-08)
In this paper we address the problem of modeling
and implementing temporal data in XML. We propose
a data model for tracking historical information in
an XML document and for recovering the state of the
document as of ...
Gauge invariance for generally covariant systems
(1992)
Previous analyses on the gauge invariance of the action for a generally covariant system are generalized. It is shown that if the action principle is properly improved, there is as much gauge freedom at the end points for ...
Creating accounts of diverse developmental writing paths within a Colombian major in industrial engineering
(Writing Pedagogy, 2018)
This paper describes developmental writing paths within a Colombian major in Industrial Engineering. The accounts were created through retrospective descriptions of students' writing experiences collected by a qualitative ...
The Search for Integration or How to Work as a Pluralist Psychoanalyst
(PSYCHOANALYTIC INQUIRY, 2005-11)
In my professional path, I strove for the integration of my identity as a psychiatrist and as a psychoanalyst, in the frame of pluralism, which exists in modern psychoanalysis. Having been trained in a Kleinian approach, ...
Integral de Itô y fórmula de Itô. Modelos en finanzas y algunas extensiones
(Facultad de Finanzas, Gobierno y Relaciones Internacionales, 2016-10-06)
Se presenta una definición formal de la integral estocástica y una demostración completa de la fórmula de Itô, junto con algunas extensiones de estos resultados en el contexto de la modelación financiera.