Now showing items 11-20 of 67078
Stochastic control and differential games with path-dependent controls
In this paper we consider the functional Itˆo calculus framework to find a path- dependent version of the Hamilton-Jacobi-Bellman equation for stochastic control problems with path-dependence in the controls. We also prove ...
Coordinate and time-dependent diffusion dynamics in protein folding
(Academic Press Inc. Elsevier B.V., 2010-09-01)
We developed both analytical and simulation methods to explore the diffusion dynamics in protein folding. We found the diffusion as a quantitative measure of escape from local traps along the protein folding funnel with ...
Separation of particles in time-dependent focusing billiards
(Elsevier B.V., 2010-12-01)
We consider a family of stadium-like billiards with time-dependent boundaries. Two different cases of time dependence are studied: (i) the fixed boundary approximation and (ii) the exact model which takes into account the ...
Functional itô calculus, path-dependence and the computation of greeks
(EMAp - Escola de Matemática Aplicada, 2015)
Dupire’s functional Itˆo calculus provides an alternative approach to the classical Malliavin calculus for the computation of sensitivities, also called Greeks, of path-dependent derivatives prices. In this paper, we ...
The ADP-dependent Sugar Kinase Family: Kinetic and Evolutionary Aspects
(JOHN WILEY & SONS INC, 2009-03-28)
Some archaea of the Euryarchaeota present a unique version of the Embden–Meyerhof pathway where glucose and fructose- 6-phosphate are phoshporylated using ADP instead of ATP as the phosphoryl donor. These are the only ...
Computer tool to evaluate the cue reactivity of chemically dependent individuals
(Elsevier B.V., 2017-03-01)
Background and objective: Anxiety is one of the major influences on the dropout of relapse and treatment of substance abuse treatment. Chemically dependent individuals need (CDI) to be aware of their emotional state in ...
A class of robust stability conditions where linear parameter dependence of the Lyapunov function is a necessary condition for arbitrary parameter dependence
(Elsevier Science BvAmsterdamHolanda, 2005)