Results 1  10
of
5,588
PATH DIFFUSION, PART I
"... Abstract. This paper investigates the position (state) distribution of the single step binomial (multinomial) process on a discrete state / time grid under the assumption that the velocity process rather than the state process is Markovian. In this model the particle follows a simple multistep pr ..."
Abstract
 Add to MetaCart
Abstract. This paper investigates the position (state) distribution of the single step binomial (multinomial) process on a discrete state / time grid under the assumption that the velocity process rather than the state process is Markovian. In this model the particle follows a simple multistep process in velocity space which also preserves the proper state equation of motion. Many numerical numerical examples of this process are provided. For a smaller grid the probability construction converges into a correlated set of probabilities of hyperbolic functions for each velocity at each state point. It is shown that the two dimensional process can be transformed into a Telegraph equation and via transformation into a KleinGordon equation if the transition rates are constant. In the last Section there is an example of multidimensional hyperbolic partial differential equation whose numerical average satisfies Newton’s equation. There is also a momentum measure provided both for the twodimensional case as for the multidimensional rate matrix.
Harnack inequality for some discontinuous Markov processes with a diffusion part
 GLASNIK MATEMATIČKI
, 2005
"... In this paper we establish a Harnack inequality for nonnegative harmonic functions of some discontinuous Markov processes with a diffusion part. ..."
Abstract

Cited by 16 (10 self)
 Add to MetaCart
In this paper we establish a Harnack inequality for nonnegative harmonic functions of some discontinuous Markov processes with a diffusion part.
Identifying the covariation between the diffusion parts and the cojumps given discrete observations
, 2008
"... In this paper we consider two semimartingales driven by diffusions and jumps. We allow both for finite activity and for infinite activity jump components. Given discrete observations we disentangle the integrated covariation (the covariation between the two diffusion parts, indicated by IC) from the ..."
Abstract

Cited by 11 (0 self)
 Add to MetaCart
In this paper we consider two semimartingales driven by diffusions and jumps. We allow both for finite activity and for infinite activity jump components. Given discrete observations we disentangle the integrated covariation (the covariation between the two diffusion parts, indicated by IC) from
Regularity of Invariant Measures: The Case of NonConstant Diffusion Part
 J. FUNCT. ANAL
, 1994
"... We prove regularity (i.e., smoothness) of measures on R d satisfying the equation L = 0 where L is an operator of type Lu = tr(Au 00 ) +B \Delta ru. Here A is a Lipschitz continuous, uniformly elliptic matrixvalued map and B is merely square integrable. We also treat a class of correspon ..."
Abstract

Cited by 13 (7 self)
 Add to MetaCart
We prove regularity (i.e., smoothness) of measures on R d satisfying the equation L = 0 where L is an operator of type Lu = tr(Au 00 ) +B \Delta ru. Here A is a Lipschitz continuous, uniformly elliptic matrixvalued map and B is merely square integrable. We also treat a class of corresponding infinite dimensional cases where IR d is replaced by a locally convex topological vector space X . In this cases is absolutely continuous w.r.t. a Gaussian measure on X and the square root of the RadonNikodym density belongs to the Malliavin test function space ID 2;1 .
Adaptive sequential estimation for ergodic diffusion . . .  Part 2: Asymptotic efficiency.
, 2008
"... ..."
Competition Modelling in MultiInnovation Diffusions. Part II: Unbalanced Models
"... Abstract: Competition between rival brands within the same category gives rise to special competition/substitution effects of great interest for involved firms. In the companion article, we studied balanced models that are adequate to describe a homogeneous category for which withinbrand and cross ..."
Abstract
 Add to MetaCart
Abstract: Competition between rival brands within the same category gives rise to special competition/substitution effects of great interest for involved firms. In the companion article, we studied balanced models that are adequate to describe a homogeneous category for which withinbrand and crossbrand wordofmouth effects are indistinguishable. Conversely, in this paper we propose an unbalanced model that, besides separating these two imitative sources, also allows for a change in the parameter values of the first entrant as soon as the second one enters the market. We prove that our model has a closedform solution allowing parameters to be estimated with sales data. Moreover, we compare our model with other unbalanced models, both from a theoretical point of view and from an empirical one, by comparing their performance on pharmaceutical drug data.
Geometric diffusions as a tool for harmonic analysis and structure definition of data: Diffusion maps
 Proceedings of the National Academy of Sciences
, 2005
"... of contexts of data analysis, such as spectral graph theory, manifold learning, nonlinear principal components and kernel methods. We augment these approaches by showing that the diffusion distance is a key intrinsic geometric quantity linking spectral theory of the Markov process, Laplace operators ..."
Abstract

Cited by 257 (45 self)
 Add to MetaCart
descriptions at different scales. The process of iterating or diffusing the Markov matrix is seen as a generalization of some aspects of the Newtonian paradigm, in which local infinitesimal transitions of a system lead to global macroscopic descriptions by integration. In Part I below, we provide a unified
PulsedField Gradient Nuclear Magnetic Resonance as a Tool for Studying Translational Diffusion: Part 1. Basic Theory
, 1996
"... ABSTRACT: Translational diffusion is the most fundamental form of transport in chemical and biochemical systems. Pulsedfield gradient nuclear magnetic resonance provides a convenient and noninvasive means for measuring translational motion. In this method the attenuation of the echo signal from a H ..."
Abstract

Cited by 32 (0 self)
 Add to MetaCart
ABSTRACT: Translational diffusion is the most fundamental form of transport in chemical and biochemical systems. Pulsedfield gradient nuclear magnetic resonance provides a convenient and noninvasive means for measuring translational motion. In this method the attenuation of the echo signal from a
The Wage Penalty For Motherhood
, 2000
"... Motherhood is associated with lower hourly pay, but the causes of this are not well understood. Mothers may earn less than other women because having children causes them to (1) lose job experience, (2) be less productive at work, (3) trade off higher wages for motherfriendly jobs, or (4) be discrim ..."
Abstract

Cited by 234 (6 self)
 Add to MetaCart
of the penalty, but find little evidence of this beyond the tendency of more mothers to work parttime. The portion of the motherhood penalty we cannot explain probably results from effects of motherhood on productivity and/or from employers' discrimination against mothers. While the benefits of mothering
Results 1  10
of
5,588