Works matching DE "DIFFUSION processes"

Results: 2228

Network Diffusion Under Homophily and Consolidation as a Mechanism for Social Inequality.

Published in:

Sociological Methods & Research, 2021, v. 50, n. 3, p. 1150, doi. 10.1177/00491241211014237

By:

Zhao, Linda;
Garip, Filiz

Publication type:

Article

Estimation of Diffusion Processes From Incomplete Date.

Published in:

Sociological Methods & Research, 2001, v. 29, n. 4, p. 435, doi. 10.1177/0049124101029004002

By:

Greve, Henrich R.;
Tuma, Nancy Brandon;
Strang, David

Publication type:

Article

Strategic Intrafirm Innovation Adoption and Diffusion.

Published in:

Southern Economic Journal, 2001, v. 68, n. 1, p. 120, doi. 10.2307/1061515

By:

Jensen, Richard A.

Publication type:

Article

DIRECTIONAL DIFFUSION OF K ATOMS ON A GaAs(110) SURFACE.

Published in:

International Journal of Nanoscience, 2006, v. 5, n. 6, p. 895, doi. 10.1142/S0219581X06005339

By:

ISHIDA, NOBUYUKI;
SUBAGYO, AGUS;
SUEOKA, KAZUHISA

Publication type:

Article

First Electroanalytical Studies of Profluralin with Square Wave Voltammetry Using Glassy Carbon Electrode.

Published in:

Electroanalysis, 2017, v. 29, n. 1, p. 244, doi. 10.1002/elan.201600562

By:

Smarzewska, Sylwia;
Jasińska, Agnieszka;
Ciesielski, Witold;
Guziejewski, Dariusz

Publication type:

Article

Linear Quadratic Gaussian Homing for Markov Processes with Regime Switching and Applications to Controlled Population Growth/Decay.

Published in:

Methodology & Computing in Applied Probability, 2021, v. 23, n. 3, p. 1155, doi. 10.1007/s11009-020-09800-2

By:

Kounta, Moussa;
Dawson, Nathan J.

Publication type:

Article

Some Results on the Telegraph Process Confined by Two Non-Standard Boundaries.

Published in:

Methodology & Computing in Applied Probability, 2021, v. 23, n. 3, p. 837, doi. 10.1007/s11009-020-09782-1

By:

Di Crescenzo, Antonio;
Martinucci, Barbara;
Paraggio, Paola;
Zacks, Shelemyahu

Publication type:

Article

Diffusion Approximation of Branching Processes in Semi-Markov Environment.

Published in:

Methodology & Computing in Applied Probability, 2020, v. 22, n. 4, p. 1583, doi. 10.1007/s11009-020-09814-w

By:

Limnios, Nikolaos;
Yarovaya, Elena

Publication type:

Article

Stochastic Square of the Brennan-Schwartz Diffusion Process: Statistical Computation and Application.

Published in:

Methodology & Computing in Applied Probability, 2020, v. 22, n. 2, p. 455, doi. 10.1007/s11009-019-09714-8

By:

Nafidi, Ahmed;
Moutabir, Ghizlane;
Gutiérrez-Sánchez, Ramón;
Ramos-Ábalos, Eva

Publication type:

Article

A Note on Erdös and Kac's Identity: Boundary Crossing Probabilities of Brownian Motion Over Constant Boundaries: A Finite Markov Chain Imbedding Approach.

Published in:

Methodology & Computing in Applied Probability, 2020, v. 22, n. 1, p. 161, doi. 10.1007/s11009-018-9686-4

By:

Wu, Tung-Lung

Publication type:

Article

Boundary Crossing Probabilities of Jump Diffusion Processes to Time-Dependent Boundaries.

Published in:

Methodology & Computing in Applied Probability, 2020, v. 22, n. 1, p. 13, doi. 10.1007/s11009-018-9685-5

By:

Wu, Tung-Lung

Publication type:

Article

Product Markovian Quantization of a Diffusion Process with Applications to Finance.

Published in:

Methodology & Computing in Applied Probability, 2019, v. 21, n. 4, p. 1087, doi. 10.1007/s11009-018-9652-1

By:

Fiorin, Lucio;
Pagès, Gilles;
Sagna, Abass

Publication type:

Article

Magnitude and Speed of Consecutive Market Crashes in a Diffusion Model.

Published in:

Methodology & Computing in Applied Probability, 2018, v. 20, n. 1, p. 117, doi. 10.1007/s11009-016-9535-2

By:

Cui, Zhenyu;
Nguyen, Duy

Publication type:

Article

Tensor Approximation of Generalized Correlated Diffusions and Functional Copula Operators.

Published in:

Methodology & Computing in Applied Probability, 2018, v. 20, n. 1, p. 237, doi. 10.1007/s11009-017-9545-8

By:

Dalessandro, Antonio;
Peters, Gareth

Publication type:

Article

An Analytic Expression for the Distribution of the Generalized Shiryaev-Roberts Diffusion.

Published in:

Methodology & Computing in Applied Probability, 2016, v. 18, n. 4, p. 1153, doi. 10.1007/s11009-016-9478-7

By:

Polunchenko, Aleksey;
Sokolov, Grigory

Publication type:

Article

Option Pricing Under Jump-Diffusion Processes with Regime Switching.

Published in:

Methodology & Computing in Applied Probability, 2016, v. 18, n. 3, p. 829, doi. 10.1007/s11009-015-9462-7

By:

Ratanov, Nikita

Publication type:

Article

Stochastic Integral Representations of the Extrema of Time-homogeneous Diffusion Processes.

Published in:

Methodology & Computing in Applied Probability, 2016, v. 18, n. 3, p. 691, doi. 10.1007/s11009-015-9467-2

By:

Feng, Runhuan

Publication type:

Article

Sequential Maximum Likelihood Estimation for the Hyperbolic Diffusion Process.

Published in:

Methodology & Computing in Applied Probability, 2015, v. 17, n. 2, p. 373, doi. 10.1007/s11009-013-9362-7

By:

Kuang, Nenghui;
Xie, Huantian

Publication type:

Article

On the First-Passage Area of a One-Dimensional Jump-Diffusion Process.

Published in:

Methodology & Computing in Applied Probability, 2013, v. 15, n. 1, p. 85, doi. 10.1007/s11009-011-9223-1

By:

Abundo, Mario

Publication type:

Article

Exact Simulation of Jump-Diffusion Processes with Monte Carlo Applications.

Published in:

Methodology & Computing in Applied Probability, 2011, v. 13, n. 3, p. 449, doi. 10.1007/s11009-009-9163-1

By:

Casella, Bruno;
Roberts, Gareth

Publication type:

Article

The First Passage Time Problem for Gauss-Diffusion Processes: Algorithmic Approaches and Applications to LIF Neuronal Model.

Published in:

Methodology & Computing in Applied Probability, 2011, v. 13, n. 1, p. 29, doi. 10.1007/s11009-009-9132-8

By:

Buonocore, Aniello;
Caputo, Luigia;
Pirozzi, Enrica;
Ricciardi, Luigi

Publication type:

Article

First Passage Densities and Boundary Crossing Probabilities for Diffusion Processes.

Published in:

Methodology & Computing in Applied Probability, 2008, v. 10, n. 4, p. 621, doi. 10.1007/s11009-008-9070-x

By:

Downes, Andrew;
Borovkov, Konstantin

Publication type:

Article

Asymptotics of an Efficient Monte Carlo Estimation for the Transition Density of Diffusion Processes.

Published in:

Methodology & Computing in Applied Probability, 2007, v. 9, n. 4, p. 483, doi. 10.1007/s11009-006-9006-2

By:

Stramer, Osnat;
Yan, Jun

Publication type:

Article

Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries.

Published in:

Methodology & Computing in Applied Probability, 2007, v. 9, n. 1, p. 21, doi. 10.1007/s11009-006-9002-6

By:

Wang, Liqun;
Pötzelberger, Klaus

Publication type:

Article

Computation of the Optimal Policy for the Control of a Compound Immigration Process through Total Catastrophes.

Published in:

Methodology & Computing in Applied Probability, 2005, v. 7, n. 1, p. 97, doi. 10.1007/s11009-005-6657-3

By:

Kyriakidis, Epaminondas G.;
Dimitrakos, Theodosis D.

Publication type:

Article

Tabu Guided Generalized Hill Climbing Algorithms.

Published in:

Methodology & Computing in Applied Probability, 2004, v. 6, n. 3, p. 343, doi. 10.1023/B:MCAP.0000026564.87435.66

By:

Vaughan, Diane E.;
Jacobson, Sheldon H.

Publication type:

Article

A Monte Carlo Method for the Simulation of First Passage Times of Diffusion Processes.

Published in:

Methodology & Computing in Applied Probability, 2001, v. 3, n. 2, p. 215, doi. 10.1023/A:1012261328124

By:

Giraudo, Maria Teresa;
Sacerdote, Laura;
Zucca, Cristina

Publication type:

Article

Langevin-Type Models I: Diffusions with Given Stationary Distributions and their Discretizations.

Published in:

Methodology & Computing in Applied Probability, 1999, v. 1, n. 3, p. 283, doi. 10.1023/A:1010086427957

By:

Stramer, O.;
Tweedie, R. L.

Publication type:

Article

Technology Spillovers Through Exports: Empirical Evidence for the Chinese Case.

Published in:

Journal of Industry, Competition & Trade, 2021, v. 21, n. 3, p. 423, doi. 10.1007/s10842-021-00353-9

By:

Pio, João Gabriel;
Gonçalves, Eduardo;
Vasconcelos, Claúdio R. F.

Publication type:

Article

Motoneuron membrane potentials follow a time inhomogeneous jump diffusion process.

Published in:

Journal of Computational Neuroscience, 2011, v. 31, n. 3, p. 563, doi. 10.1007/s10827-011-0326-z

By:

Jahn, Patrick;
Berg, Rune;
Hounsgaard, Jørn;
Ditlevsen, Susanne

Publication type:

Article

Moisture absorption measurement and modelling of a cellulose acetate.

Published in:

Cellulose, 2021, v. 28, n. 14, p. 9039, doi. 10.1007/s10570-021-04114-z

By:

Khoshtinat, S.;
Carvelli, V.;
Marano, C.

Publication type:

Article

Hyperbolic Symmetrization of Heston Type Diffusion.

Published in:

Asia-Pacific Financial Markets, 2019, v. 26, n. 3, p. 355, doi. 10.1007/s10690-019-09269-1

By:

Ida, Yuuki;
Kinoshita, Tsuyoshi

Publication type:

Article

An Approximation Scheme for Diffusion Processes Based on an Antisymmetric Calculus over Wiener Space.

Published in:

Asia-Pacific Financial Markets, 2015, v. 22, n. 2, p. 185, doi. 10.1007/s10690-014-9199-2

By:

Yoshikawa, Kazuhiro

Publication type:

Article

Pricing Exotic Options and American Options: A Multidimensional Asymptotic Expansion Approach.

Published in:

Asia-Pacific Financial Markets, 2013, v. 20, n. 2, p. 147, doi. 10.1007/s10690-012-9163-y

By:

Nishiba, Masahiro

Publication type:

Article

No Arbitrage Condition for Positive Diffusion Price Processes.

Published in:

Asia-Pacific Financial Markets, 2002, v. 9, n. 3/4, p. 159, doi. 10.1023/A:1024173029378

By:

Delbaen, Freddy;
Shirakawa, Hiroshi

Publication type:

Article

Fluid Cuts: The Anti-visual Logic of Surfactants after Deepwater Horizon.

Published in:

Configurations, 2019, v. 27, n. 4, p. 525, doi. 10.1353/con.2019.0034

By:

Jue, Melody

Publication type:

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).

Published in:

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

By:

Olivares, Javier;
Nuñez, Helena;
Ramírez, Cristian;
Jaques, Aldonza;
Pinto, Marlene;
Fuentes, Lida;
Almonacid, Sergio;
Vega-Castro, Oscar;
Simpson, Ricardo

Publication type:

Article

Correction of moisture and sucrose effective diffusivities for shrinkage during osmotic dehydration of apple in sucrose solution.

Published in:

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

By:

Souraki, B. Abbasi;
Ghavami, M.;
Tondro, H.

Publication type:

Article

Fluctuation Relations for Diffusion Processes.

Published in:

Communications in Mathematical Physics, 2008, v. 282, n. 2, p. 469, doi. 10.1007/s00220-008-0502-9

By:

Chetrite, Raphaël;
Gawȩdzki, Krzysztof

Publication type:

Article

Detection, modelling and estimation of non-linear trends by using a non-homogeneous Vasicek stochastic diffusion. Application to CO emissions in Morocco.

Published in:

Stochastic Environmental Research & Risk Assessment, 2012, v. 26, n. 4, p. 533, doi. 10.1007/s00477-011-0499-z

By:

Gutiérrez, R.;
Gutiérrez-Sánchez, R.;
Nafidi, A.;
Pascual, A.

Publication type:

Article

The effect of nested grid sampling on the parameter estimation of a spatial Gompertz diffusion.

Published in:

Stochastic Environmental Research & Risk Assessment, 2010, v. 24, n. 4, p. 539, doi. 10.1007/s00477-009-0344-9

By:

Gutiérrez, R.;
Roldán, C.;
Gutiérrez-Sánchez, R.;
Angulo, J.

Publication type:

Article

Spatiotemporal dynamics of natural phenomena.

Published in:

2010

By:

Mateu, J.

Publication type:

Editorial

TIME CENTRALITY IN DYNAMIC COMPLEX NETWORKS.

Published in:

Advances in Complex Systems, 2015, v. 18, n. 7/8, p. -1, doi. 10.1142/S021952591550023X

By:

COSTA, EDUARDO C.;
VIEIRA, ALEX B.;
WEHMUTH, KLAUS;
ZIVIANI, ARTUR;
DA SILVA, ANA PAULA COUTO

Publication type:

Article

Clustering Panel Data Via Perturbed Adaptive Simulated Annealing and Genetic Algorithms.

Published in:

Advances in Complex Systems, 2002, v. 5, n. 4, p. 339, doi. 10.1142/S0219525902000559

By:

Bonzo, Daniel C.;
Hermosilla, Augusto Y.

Publication type:

Article

Better Being Third Than Second in a Search for a Majority Opinion.

Published in:

Advances in Complex Systems, 2002, v. 5, n. 1, p. 97, doi. 10.1142/S0219525902000511

By:

Stauffer, Dietrich

Publication type:

Article

Properties of kagi and renko moments for homogeneous diffusion processes.

Published in:

Mathematical Notes, 2012, v. 91, n. 1/2, p. 259, doi. 10.1134/S0001434612010269

By:

Spiryaev, M.

Publication type:

Article

On the Distribution Density of the First Exit Point of a Diffusion Process with Break from a Small Circular Neighborhood of Its Initial Point.

Published in:

Journal of Mathematical Sciences, 2021, v. 258, n. 6, p. 935, doi. 10.1007/s10958-021-05593-y

By:

Harlamov, B. P.

Publication type:

Article

Reflecting Brownian Motion in the d-Ball.

Published in:

Journal of Mathematical Sciences, 2021, v. 258, n. 6, p. 845, doi. 10.1007/s10958-021-05584-z

By:

Ievlev, P. N.

Publication type:

Article

Weak Error for the Euler Scheme Approximation of Degenerate Diffusions with Nonsmooth Coefficients.

Published in:

Journal of Mathematical Sciences, 2021, v. 254, n. 4, p. 510, doi. 10.1007/s10958-021-05322-5

By:

Kozhina, A. A.

Publication type:

Article

On the Integral of Diffusion Process on Interval with Unattainable Edges Boundaries: Semi-Markov Approach.

Published in:

Journal of Mathematical Sciences, 2020, v. 251, n. 1, p. 155, doi. 10.1007/s10958-020-05076-6

By:

Harlamov, B. P.

Publication type:

Article