Works matching DE "DIFFUSION processes"
Results: 2162
Estimating Latent Variables and Jump Diffusion Models Using High-Frequency Data.
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- Journal of Financial Econometrics, 2007, v. 5, n. 1, p. 1, doi. 10.1093/jjfineC/nbl007
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Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods.
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- Journal of Financial Econometrics, 2006, v. 4, n. 2, p. 310, doi. 10.1093/jjfinec/nbj007
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A Semiparametric Two-Factor Term Structure Model.
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- Journal of Financial Econometrics, 2006, v. 4, n. 2, p. 204, doi. 10.1093/jjfinec/nbj009
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EVALUATION OF COEFFICIENTS IN MISSPECIFIED REGRESSIONS WITH APPLICATION TO IMPORT DEMAND.
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- Review of Economics & Statistics, 1988, v. 70, n. 4, p. 690, doi. 10.2307/1935835
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MIXED DIFFUSION-JUMP PROCESS MODELING OF EXCHANGE RATE MOVEMENTS.
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- Review of Economics & Statistics, 1988, v. 70, n. 4, p. 631, doi. 10.2307/1935826
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Magnetic Resonance Imaging Applications in Textile and Fiber Engineering: Fabrics and Diapers.
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- AATCC Review, 2008, v. 8, n. 5, p. 32
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Properties of surface layer generated by new combined process of burnishing and nitriding.
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- Surface Engineering, 2006, v. 22, n. 2, p. 138, doi. 10.1179/174329406X85010
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A Universal Strategy toward Ultrasmall Hollow Nanostructures with Remarkable Electrochemical Performance.
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- Angewandte Chemie, 2020, v. 132, n. 21, p. 8324, doi. 10.1002/ange.202000352
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Linear Quadratic Gaussian Homing for Markov Processes with Regime Switching and Applications to Controlled Population Growth/Decay.
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- Methodology & Computing in Applied Probability, 2021, v. 23, n. 3, p. 1155, doi. 10.1007/s11009-020-09800-2
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Some Results on the Telegraph Process Confined by Two Non-Standard Boundaries.
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- Methodology & Computing in Applied Probability, 2021, v. 23, n. 3, p. 837, doi. 10.1007/s11009-020-09782-1
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Diffusion Approximation of Branching Processes in Semi-Markov Environment.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 4, p. 1583, doi. 10.1007/s11009-020-09814-w
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Stochastic Square of the Brennan-Schwartz Diffusion Process: Statistical Computation and Application.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 2, p. 455, doi. 10.1007/s11009-019-09714-8
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A Note on Erdös and Kac's Identity: Boundary Crossing Probabilities of Brownian Motion Over Constant Boundaries: A Finite Markov Chain Imbedding Approach.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 1, p. 161, doi. 10.1007/s11009-018-9686-4
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Boundary Crossing Probabilities of Jump Diffusion Processes to Time-Dependent Boundaries.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 1, p. 13, doi. 10.1007/s11009-018-9685-5
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Product Markovian Quantization of a Diffusion Process with Applications to Finance.
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- Methodology & Computing in Applied Probability, 2019, v. 21, n. 4, p. 1087, doi. 10.1007/s11009-018-9652-1
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Magnitude and Speed of Consecutive Market Crashes in a Diffusion Model.
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- Methodology & Computing in Applied Probability, 2018, v. 20, n. 1, p. 117, doi. 10.1007/s11009-016-9535-2
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Tensor Approximation of Generalized Correlated Diffusions and Functional Copula Operators.
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- Methodology & Computing in Applied Probability, 2018, v. 20, n. 1, p. 237, doi. 10.1007/s11009-017-9545-8
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An Analytic Expression for the Distribution of the Generalized Shiryaev-Roberts Diffusion.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 4, p. 1153, doi. 10.1007/s11009-016-9478-7
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Option Pricing Under Jump-Diffusion Processes with Regime Switching.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 3, p. 829, doi. 10.1007/s11009-015-9462-7
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Stochastic Integral Representations of the Extrema of Time-homogeneous Diffusion Processes.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 3, p. 691, doi. 10.1007/s11009-015-9467-2
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Sequential Maximum Likelihood Estimation for the Hyperbolic Diffusion Process.
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- Methodology & Computing in Applied Probability, 2015, v. 17, n. 2, p. 373, doi. 10.1007/s11009-013-9362-7
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On the First-Passage Area of a One-Dimensional Jump-Diffusion Process.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 1, p. 85, doi. 10.1007/s11009-011-9223-1
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Exact Simulation of Jump-Diffusion Processes with Monte Carlo Applications.
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- Methodology & Computing in Applied Probability, 2011, v. 13, n. 3, p. 449, doi. 10.1007/s11009-009-9163-1
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The First Passage Time Problem for Gauss-Diffusion Processes: Algorithmic Approaches and Applications to LIF Neuronal Model.
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- Methodology & Computing in Applied Probability, 2011, v. 13, n. 1, p. 29, doi. 10.1007/s11009-009-9132-8
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First Passage Densities and Boundary Crossing Probabilities for Diffusion Processes.
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- Methodology & Computing in Applied Probability, 2008, v. 10, n. 4, p. 621, doi. 10.1007/s11009-008-9070-x
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Asymptotics of an Efficient Monte Carlo Estimation for the Transition Density of Diffusion Processes.
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- Methodology & Computing in Applied Probability, 2007, v. 9, n. 4, p. 483, doi. 10.1007/s11009-006-9006-2
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Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries.
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- Methodology & Computing in Applied Probability, 2007, v. 9, n. 1, p. 21, doi. 10.1007/s11009-006-9002-6
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- Article
Computation of the Optimal Policy for the Control of a Compound Immigration Process through Total Catastrophes.
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- Methodology & Computing in Applied Probability, 2005, v. 7, n. 1, p. 97, doi. 10.1007/s11009-005-6657-3
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Tabu Guided Generalized Hill Climbing Algorithms.
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- Methodology & Computing in Applied Probability, 2004, v. 6, n. 3, p. 343, doi. 10.1023/B:MCAP.0000026564.87435.66
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A Monte Carlo Method for the Simulation of First Passage Times of Diffusion Processes.
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- Methodology & Computing in Applied Probability, 2001, v. 3, n. 2, p. 215, doi. 10.1023/A:1012261328124
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Langevin-Type Models I: Diffusions with Given Stationary Distributions and their Discretizations.
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- Methodology & Computing in Applied Probability, 1999, v. 1, n. 3, p. 283, doi. 10.1023/A:1010086427957
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Kinetics of stabilized cubic zirconia formation from MnO-ZrO diffusion couple.
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- Journal of Materials Science, 2013, v. 48, n. 2, p. 974, doi. 10.1007/s10853-012-6826-z
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Effect of mixing rate on the morphology of primary Al phase in the controlled diffusion solidification (CDS) process.
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- Journal of Materials Science, 2012, v. 47, n. 23, p. 8153, doi. 10.1007/s10853-012-6711-9
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Kirchhoff transformation analysis for determining time/depth dependent chloride diffusion coefficient in concrete.
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- Journal of Materials Science, 2008, v. 43, n. 4, p. 1429, doi. 10.1007/s10853-007-2304-4
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The behaviour of iron and aluminium during the diffusion welding of carbon steel to aluminium.
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- Journal of Materials Science, 2007, v. 42, n. 14, p. 5692, doi. 10.1007/s10853-006-0742-z
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Rheological characterisation of bitumen diffusion.
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- Journal of Materials Science, 2007, v. 42, n. 1, p. 101, doi. 10.1007/s10853-006-1047-y
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Interfacial diffusion effect on phase transitions in Al/Mn multilayered thin films.
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- Journal of Materials Science, 2007, v. 42, n. 1, p. 185, doi. 10.1007/s10853-006-1050-3
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Superfast densification of nanocrystalline oxide powders by spark plasma sintering.
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- Journal of Materials Science, 2006, v. 41, n. 23, p. 7862, doi. 10.1007/s10853-006-0605-7
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A Neo-institutionalist Model of the Diffusion of IFRS Accounting Standards.
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- Computational Economics, 2014, v. 44, n. 1, p. 27, doi. 10.1007/s10614-013-9384-9
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Approximation of jump diffusions in finance and economics.
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- Computational Economics, 2007, v. 29, n. 3/4, p. 283, doi. 10.1007/s10614-006-9066-y
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- Article
Application of moderate electric fields and CO<sub>2</sub>-laser microperforations for the acceleration of the salting process of Atlantic salmon (Salmo salar).
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- Food & Bioproducts Processing: Transactions of the Institution of Chemical Engineers Part C, 2021, v. 125, p. 105, doi. 10.1016/j.fbp.2020.10.014
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Correction of moisture and sucrose effective diffusivities for shrinkage during osmotic dehydration of apple in sucrose solution.
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- Food & Bioproducts Processing: Transactions of the Institution of Chemical Engineers Part C, 2014, v. 92, n. 1, p. 1, doi. 10.1016/j.fbp.2013.07.002
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Non-explosion of diffusion processes on manifolds with time-dependent metric.
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- Mathematische Zeitschrift, 2011, v. 268, n. 3/4, p. 979, doi. 10.1007/s00209-010-0704-7
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Quantitative microscopy and systems biology: seeing the whole picture.
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- Histochemistry & Cell Biology, 2008, v. 130, n. 5, p. 833, doi. 10.1007/s00418-008-0517-5
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Study of the slope deformation characteristics and landslide mechanisms under alternating excavation and rainfall disturbance.
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- Bulletin of Engineering Geology & the Environment, 2021, v. 80, n. 9, p. 7171, doi. 10.1007/s10064-021-02371-7
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Physical test of fracture development in the overburden strata above the goaf and diffusion process of permeable grout slurry.
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- Bulletin of Engineering Geology & the Environment, 2021, v. 80, n. 6, p. 4791, doi. 10.1007/s10064-021-02189-3
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A numerical study of the influence of cyclic grouting and consolidation using TOUGH2.
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- Bulletin of Engineering Geology & the Environment, 2021, v. 80, n. 1, p. 145, doi. 10.1007/s10064-020-01950-4
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- Article
On Magnetic Coupling Between the Two Hemispheres in Solar Dynamo Models.
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- Solar Physics, 2006, v. 239, n. 1/2, p. 29, doi. 10.1007/s11207-006-0201-6
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- Article
The Tilted Flashing Brownian Ratchet.
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- Fluctuation & Noise Letters, 2019, v. 18, n. 1, p. N.PAG, doi. 10.1142/S0219477519500056
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HOW OFTEN DOES THE PARRONDO EFFECT APPEAR?
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- Fluctuation & Noise Letters, 2007, v. 7, n. 2, p. C19, doi. 10.1142/S0219477507003738
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