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Materias / palabras clave: Master equation; Stochastic differential equation; Statistical physics; Quantum stochastic calculus; Stochastic process; Fokker–Planck equation; Langevin equation; Mathematical physics; Markov process; Mathematics; Mar...

Materias / palabras clave: Physics; Astroparticle physics; Astronomy; Theoretical physics; Statistical physics; Astrophysics; Cosmology

Materias / palabras clave: applied mathematics, modeling, mathematical analysis, stochastic analysis, stochastic processes, probability; Science: Mathematics: Probabilities. Mathematical statistics; Technology: Technology (General): Industrial eng...

Materias / palabras clave: Variables (Mathematics); Stochastic processes; Vector analysis; Estadística matemática; Variables aleatorias; Ecuaciones diferenciales; Procesos estocásticos

I use a new technique to derive a closed-form solution for the price of a European call option on an asset with stochastic volatility. The model allows arbitrary correlation between volatility and spotasset returns. I in...

Materias / palabras clave: Stochastic processes; Markov processes; Queuing theory; Estadísticas

ADVERTISEMENT RETURN TO ISSUEPREVArticleNEXTExact stochastic simulation of coupled chemical reactionsDaniel T. GillespieCite this: J. Phys. Chem. 1977, 81, 25, 2340–2361Publication Date (Print):December 1, 1977Publicat...

An exact stochastic simulation of the Schroedinger equation for charged bosons and fermions has been used to calculate the correlation energies, to locate the transitions to their respective crystal phases at zero temper...

Large phylogenomics data sets require fast tree inference methods, especially for maximum-likelihood (ML) phylogenies. Fast programs exist, but due to inherent heuristics to find optimal trees, it is not clear whether th...

Part 1 Probability and Random Variables 1 The Meaning of Probability 2 The Axioms of Probability 3 Repeated Trials 4 The Concept of a Random Variable 5 Functions of One Random Variable 6 Two Random Variables 7 Sequences ...

Let $M(x)$ denote the expected value at level $x$ of the response to a certain experiment. $M(x)$ is assumed to be a monotone function of $x$ but is unknown to the experimenter, and it is desired to find the solution $x ...

Materias / palabras clave: Term (time); sort; Mathematics; Disturbance (geology); Frontier; Production (economics); Function (biology); Estimation; Econometrics; Applied mathematics; Likelihood function; Random variable

Materias / palabras clave: probability theory, mathematical statistics, stochastic geometry, fractal analysis, stochastic analysis, financial mathematics; Technology: Technology (General): Industrial engineering. Management engineering: Applied ma...

Starts with a brief review of the history and the application areas considered in the literature. The author then proceeds with introductory modeling examples, behavioral and structural properties, three methods of analy...

This paper uses an intertemporal general equilibrium asset pricing model to study the term structure of interest rates. In this model, anticipations, risk aversion, investment alternatives, and preferences about the timi...

An analogy with the way ant colonies function has suggested the definition of a new computational paradigm, which we call ant system (AS). We propose it as a viable new approach to stochastic combinatorial optimization. ...

BACKGROUND: The evolutionary analysis of molecular sequence variation is a statistical enterprise. This is reflected in the increased use of probabilistic models for phylogenetic inference, multiple sequence alignment, a...

We present a new model for computing the spectral evolution of stellar populations at ages between 100,000 yr and 20 Gyr at a resolution of 3 A across the whole wavelength range from 3200 to 9500 A for a wide range of me...

The parameterized extinction data of Fitzpatrick and Massa (1986, 1988) for the ultraviolet and various sources for the optical and near-infrared are used to derive a meaningful average extinction law over the 3.5 micron...

Variable selection is fundamental to high-dimensional statistical modeling, including nonparametric regression. Many approaches in use are stepwise selection procedures, which can be computationally expensive and ignore ...

We describe a program, tRNAscan-SE, which identifies 99-100% of transfer RNA genes in DNA sequence while giving less than one false positive per 15 gigabases. Two previously described tRNA detection programs are used as ...