Zobrazeno 1 - 10
of 617
pro vyhledávání: '"Gerstenecker A"'
We study stochastic volatility models in which the volatility process is a function of a continuous fractional stochastic process, which is an integral transform of the solution of an SDE satisfying the Yamada-Watanabe condition. We establish a small
Externí odkaz:
http://arxiv.org/abs/2003.12825
Akademický článek
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When a Brownian motion is scaled according to the law of the iterated logarithm, its supremum converges to one as time tends to zero. Upper large deviations of the supremum process can be quantified by writing the problem in terms of hitting times an
Externí odkaz:
http://arxiv.org/abs/1903.01175
Autor:
Timo Kuhn, Amit N. Landge, David Mörsdorf, Jonas Coßmann, Johanna Gerstenecker, Daniel Čapek, Patrick Müller, J. Christof M. Gebhardt
Publikováno v:
Nature Communications, Vol 13, Iss 1, Pp 1-15 (2022)
Multiple models have been proposed for how diffusion is regulated to shape morphogen gradients. Here they use single molecule tracking of an activator-inhibitor signaling pair in a developing tissue to show how effective diffusivity is modulated in t
Externí odkaz:
https://doaj.org/article/a2d2dc60ed4845979a91e443ecec2e62
Publikováno v:
In Clinics in Geriatric Medicine February 2023 39(1):27-43
Autor:
Diorico, Fritz, Minniberger, Stefan, Weigner, Thomas, Gerstenecker, Benedikt, Shokrani, Naz, Kurpias, Zaneta, Schmiedmayer, Jorg
Publikováno v:
SciPost Phys. 4, 036 (2018)
The physics of superconducting films, and especially the role of remnant magnetization has a defining influence on the magnetic fields used to hold and manipulate atoms on superconducting atomchips. We magnetically trap ultracold ^{87}Rb atoms on a 2
Externí odkaz:
http://arxiv.org/abs/1803.08115
We show that the moment explosion time in the rough Heston model [El Euch, Rosenbaum 2016, arxiv:1609.02108] is finite if and only if it is finite for the classical Heston model. Upper and lower bounds for the explosion time are established, as well
Externí odkaz:
http://arxiv.org/abs/1801.09458
Autor:
Frank M. Skidmore, William S. Monroe, Christopher P. Hurt, Anthony P. Nicholas, Adam Gerstenecker, Thomas Anthony, Leon Jololian, Gary Cutter, Adil Bashir, Thomas Denny, David Standaert, Elizabeth A. Disbrow
Publikováno v:
npj Parkinson's Disease, Vol 8, Iss 1, Pp 1-9 (2022)
Abstract Identification of individuals at high risk for rapid progression of motor and cognitive signs in Parkinson disease (PD) is clinically significant. Postural instability and gait dysfunction (PIGD) are associated with greater motor and cogniti
Externí odkaz:
https://doaj.org/article/1c683aeda8794afa8a3be5e835e4b943
Publikováno v:
In Stochastic Processes and their Applications December 2021 142:580-600
Autor:
Gerstenecker, Adam, Grimsley, Lacey, Otruba, Brittney, Cowden, Linda, Marson, Daniel C., Gerstenecker, Kristen Triebel, Martin, Roy C., Roberson, Erik D.
Publikováno v:
In Parkinsonism and Related Disorders April 2019 61:77-81