Zobrazeno 1 - 10
of 1 402
pro vyhledávání: '"A. Nadtochiy"'
Autor:
Ekren, Ibrahim, Nadtochiy, Sergey
In this paper, we consider a general partially observed diffusion model with periodic coefficients and with non-degenerate diffusion component. The coefficients of such a model depend on an unknown (static and deterministic) parameter which needs to
Externí odkaz:
http://arxiv.org/abs/2412.03380
The Stefan problem with surface tension is well known to exhibit discontinuities in the associated moving aggregate (i.e., in the domain occupied by the solid), whose structure has only been understood under translational or radial symmetry so far. I
Externí odkaz:
http://arxiv.org/abs/2410.15249
In this paper we show how the relaxation techniques can be used to establish the existence of an optimal contract in presence of information asymmetry. The method we illustrate was initially motivated by the problem of designing optimal brokerage fee
Externí odkaz:
http://arxiv.org/abs/2307.07010
We study the Stefan problem with surface tension and radially symmetric initial data. In this context, the notion of a so-called physical solution, which exists globally despite the inherent blow-ups of the melting rate, has been recently introduced
Externí odkaz:
http://arxiv.org/abs/2306.02969
Publikováno v:
Bioinformatics, Volume 39, Issue 9, September 2023, btad568
Summary: In functional imaging studies, accurately synchronizing the time course of experimental manipulations and stimulus presentations with resulting imaging data is crucial for analysis. Current software tools lack such functionality, requiring m
Externí odkaz:
http://arxiv.org/abs/2305.07438
In this work, the influence of Au plasmonics on photocurrent generation in the visible wavelength range in integrated thiol-linked CdSe quantum dot/Au nanogap structures is demonstrated. The plasmonic absorption is sensed utilizing photoacoustic (PA)
Externí odkaz:
http://arxiv.org/abs/2210.02542
In this work, we approximate the surface photovoltage (SPV) transients in nm-sized ZnO films by the equivalent RC circuit model. The SPV rises in time in time for about 90 mcs after the exciting light pulse at 275 nm is off at different pulse widths
Externí odkaz:
http://arxiv.org/abs/2210.07928
This paper constructs optimal brokerage contracts for multiple (heterogeneous) clients trading a single asset whose price follows the Almgren-Chriss model. The distinctive features of this work are as follows: (i) the reservation values of the client
Externí odkaz:
http://arxiv.org/abs/2204.05403
We consider the Stefan problem with surface tension, also known as the Stefan-Gibbs-Thomson problem, in an ambient space of arbitrary dimension. Assuming the radial symmetry of the initial data we introduce a novel "probabilistic" notion of solution,
Externí odkaz:
http://arxiv.org/abs/2203.15113
Autor:
Nadtochiy, Sergey, Yin, Yuan
This paper presents a tractable sufficient condition for the consistency of maximum likelihood estimators (MLEs) in partially observed diffusion models, stated in terms of stationary distribution of the associated fully observed diffusion, under the
Externí odkaz:
http://arxiv.org/abs/2201.07656