Zobrazeno 1 - 10
of 1 065
pro vyhledávání: '"A A Urusov"'
Autor:
Criens, David, Urusov, Mikhail
In a seminal paper, F. Delbaen and W. Schachermayer proved that the classical NA ("no arbitrage") condition implies the existence of an "absolutely continuous local martingale measure" (ACLMM). It is known that in general the existence of an ACLMM al
Externí odkaz:
http://arxiv.org/abs/2410.09789
Autor:
Criens, David, Urusov, Mikhail
A general diffusion semimartingale is a one-dimensional path-continuous semimartingale that is also a regular strong Markov process. We say that a continuous semimartingale has the representation property if all local martingales w.r.t. its canonical
Externí odkaz:
http://arxiv.org/abs/2406.08109
Causal relationship recognition is a fundamental operation in neural networks aimed at learning behavior, action planning, and inferring external world dynamics. This operation is particularly crucial for reinforcement learning (RL). In the context o
Externí odkaz:
http://arxiv.org/abs/2309.08476
Autor:
D. S. Leontyev, F. A. Urusov, D. V. Glazkova, B. V. Belugin, O. V. Orlova, R. R. Mintaev, G. M. Tsyganova, E. V. Bogoslovskaya, G. A. Shipulin
Publikováno v:
Биопрепараты: Профилактика, диагностика, лечение, Vol 24, Iss 3, Pp 312-321 (2024)
INTRODUCTION. Despite existing treatment methods, complete eradication of human immunodeficiency virus (HIV) infection remains an unattainable goal due to the high variability of HIV type 1 (HIV-1). HIV infection necessitates life-long administration
Externí odkaz:
https://doaj.org/article/b076f82274424b8192a6f8cb79b849bc
Publikováno v:
Известия высших учебных заведений: Прикладная нелинейная динамика, Vol 32, Iss 5, Pp 589-605 (2024)
Purpose. Causal relationship recognition is a fundamental operation in neural networks aimed at learning behavior, action planning, and inferring external world dynamics. This operation is particularly crucial for reinforcement learning (RL). In the
Externí odkaz:
https://doaj.org/article/ce8c07821ab54c838435152ce95863f6
Autor:
Criens, David, Urusov, Mikhail
We establish deterministic necessary and sufficient conditions for the no-arbitrage notions NA ("no arbitrage"), NUPBR ("no unbounded profit with bounded risk") and NFLVR ("no free lunch with vanishing risk") in general diffusion market models with f
Externí odkaz:
http://arxiv.org/abs/2306.11470
Autor:
Aulova, Kseniya S.1 (AUTHOR), Urusov, Andrey E.1 (AUTHOR), Chernyak, Aleksander D.1 (AUTHOR), Toporkova, Ludmila B.1 (AUTHOR), Chicherina, Galina S.2 (AUTHOR), Buneva, Valentina N.1 (AUTHOR), Orlovskaya, Irina A.3 (AUTHOR), Nevinsky, Georgy A.1 (AUTHOR) nevinsky@niboch.nsc.ru
Publikováno v:
International Journal of Molecular Sciences. Sep2024, Vol. 25 Issue 18, p9900. 20p.
Autor:
Criens, David, Urusov, Mikhail
The separating time for two probability measures on a filtered space is an extended stopping time which captures the phase transition between equivalence and singularity. More specifically, two probability measures are equivalent before their separat
Externí odkaz:
http://arxiv.org/abs/2211.06042
We start with a stochastic control problem where the control process is of finite variation (possibly with jumps) and acts as integrator both in the state dynamics and in the target functional. Problems of such type arise in the stream of literature
Externí odkaz:
http://arxiv.org/abs/2206.03772
Autor:
Jackson A. Smith, Jasmine Zhang, Alexey Urusov, Laura Colucci, Imogen Sloss, Lillian Eckert, Mary Price‐Cameron, Dillon T. Browne
Publikováno v:
JCPP Advances, Vol 4, Iss 2, Pp n/a-n/a (2024)
Abstract Background Clinical presentations of child and adolescent psychopathology can vary systematically for boys and girls. While network analysis is increasingly being applied to explore psychopathology in adults, there is a dearth of network stu
Externí odkaz:
https://doaj.org/article/7ca94be3af3d45d78cb7ab8d052538c4