Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Yun-Xiu Zhang"'
Publikováno v:
China Ocean Engineering. 36:100-111
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::16fdf568adabbb7b6a1b62e6e680dda7
https://doi.org/10.1007/s13344-022-0009-8
https://doi.org/10.1007/s13344-022-0009-8
Publikováno v:
Molecular Medicine Reports. 14:804-810
The aim of the present study was to construct a single-chain bispecific antibody (scBsAb) against cervical carcinoma and to investigate its biological activities. The scBsAb was constructed using a genetic cloning technique and antigen binding activi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ee6c3203ef23283fe9d9a63269ddb98f
https://doi.org/10.3892/mmr.2016.5292
https://doi.org/10.3892/mmr.2016.5292
Publikováno v:
Journal of Statistical Physics. 159:1495-1503
In this paper we introduce a subordinated stochastic process controlled by tempered \(\alpha \)-stable waiting times and prove the equivalence of this process and the fractional Fokker–Planck equation with space and time dependent diffusion coeffic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::11c68a33274a11850fb62543c37749a1
https://doi.org/10.1007/s10955-014-1184-7
https://doi.org/10.1007/s10955-014-1184-7
Publikováno v:
Journal of Statistical Physics. 152:742-752
In this paper we introduce two models of stochastic processes driven by Brownian motion and fractional Brownian motion subordinated with tempered α-stable waiting times. By using a new integro-differential operator we obtain the generalized Fokker-P
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0bdf0aae24944fdbeff76ee3d776a7e5
https://doi.org/10.1007/s10955-013-0754-4
https://doi.org/10.1007/s10955-013-0754-4
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 391:3971-3977
This paper deals with the problem of discrete time option pricing by a fractional subdiffusive Black–Scholes model. The price of the underlying stock follows a time-changed geometric fractional Brownian motion. By a mean self-financing delta-hedgin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::397c84d3d097a5e96f4c6d2992795611
https://doi.org/10.1016/j.physa.2012.03.020
https://doi.org/10.1016/j.physa.2012.03.020
Publikováno v:
Molecular Medicine Reports; 2016, Vol. 14 Issue 1, p804-810, 7p
Publikováno v:
Acta Physica Polonica B; Aug2012, Vol. 43 Issue 8, p1667-1681, 15p