Zobrazeno 1 - 10
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pro vyhledávání: '"Jourdain A"'
This study addresses the challenge of analyzing the growth kinetics of carbon nanotubes using in-situ homodyne polarization microscopy (HPM) by developing an automated deep learning (DL) approach. A Mask-RCNN architecture, enhanced with a ResNet-50 b
Externí odkaz:
http://arxiv.org/abs/2410.13594
Autor:
Jourdain, Benjamin, Pagès, Gilles
Motivated by the study of the propagation of convexity by semi-groups of stochastic differential equations and convex comparison between the distributions of solutions of two such equations, we study the comparison for the convex order between a Gaus
Externí odkaz:
http://arxiv.org/abs/2410.07958
Autor:
Andrès, Hervé, Jourdain, Benjamin
We show the existence and uniqueness of a continuous solution to a path-dependent volatility model introduced by Guyon and Lekeufack (2023) to model the price of an equity index and its spot volatility. The considered model for the trend and activity
Externí odkaz:
http://arxiv.org/abs/2408.02477
We are interested in the discretization of stable driven SDEs with additive noise for $\alpha$ $\in$ (1, 2) and Lq -- Lp drift under the Serrin type condition $\alpha$/q + d/p < $\alpha$ -- 1. We show weak existence and uniqueness as well as heat ker
Externí odkaz:
http://arxiv.org/abs/2405.08378
Autor:
Jourdain, Natoya O. A. S., Steinsland, Ingelin, Birkhez-Shami, Mamoona, Vedvik, Emil, Olsen, William, Gryteselv, Dagfin, Siebert, Doreen, Klein-Paste, Alex
Pavement rutting poses a significant challenge in flexible pavements, necessitating costly asphalt resurfacing. To address this issue comprehensively, we propose an advanced Bayesian hierarchical framework of latent Gaussian models with spatial compo
Externí odkaz:
http://arxiv.org/abs/2401.03633
We propose a new model for the coherent forecasting of both the implied volatility surfaces and the underlying asset returns.In the spirit of Guyon and Lekeufack (2023) who are interested in the dependence of volatility indices (e.g. the VIX) on the
Externí odkaz:
http://arxiv.org/abs/2312.15950
Autor:
Jourdain, Benjamin, Pagès, Gilles
In this paper, we are interested in the propagation of convexity by the strong solution to a one-dimensional Brownian stochastic differential equation with coefficients Lipschitz in the spatial variable uniformly in the time variable and in the conve
Externí odkaz:
http://arxiv.org/abs/2312.09779
Autor:
Jourdain, Benjamin, Shao, Kexin
In this note, we complete the analysis of the Martingale Wasserstein Inequality started in arXiv:2011.11599 by checking that this inequality fails in dimension $d\ge 2$ when the integrability parameter $\rho$ belongs to $[1,2)$ while a stronger Maxim
Externí odkaz:
http://arxiv.org/abs/2310.08492
Autor:
Pashayev, Said, Lhermerout, Romain, Roblin, Christophe, Alibert, Eric, Barbat, Jérôme, Desgarceaux, Rudy, Jelinek, Rémi, Chauveau, Edouard, Tahir, Saïd, Jourdain, Vincent, Jabbarov, Rasim, Henn, Francois, Noury, Adrien
Despite several decades of development, microfluidics lacks a sealing material that can be readily fabricated, leak-tight under high liquid water pressure, stable over a long time, and vacuum compatible. In this paper, we report the performances of a
Externí odkaz:
http://arxiv.org/abs/2310.06472
The question of the origin of the hard X-ray/soft gamma-ray emission in Centaurus A (Cen A) persists despite decades of observations. Results from X-ray instruments suggest a jet origin since the implied electron temperature (kT_e) would cause pair p
Externí odkaz:
http://arxiv.org/abs/2310.01161