منابع مشابه
Stochastic Effects in Microstructure
We are currently studying microstructural responses to diffusion-limited coarsening in twophase materials. A mathematical solution to late-stage multiparticle diffusion in finite systems is formulated with account taken of particle-particle interactions and their microstructural correlations, or “locales”. The transition from finite system behavior to that for an infinite microstructure is esta...
متن کاملMicrostructure Models with Short-Term Inertia and Stochastic Volatility
Partially observed microstructure models, containing stochastic volatility, dynamic trading noise, and short-term inertia, are introduced to address the following questions: (1) Do the observed prices exhibit statistically significant inertia? (2) Is stochastic volatility (SV) still evident in the presence of dynamical trading noise? (3) If stochastic volatility and trading noise are present, w...
متن کاملLiquidity-Based Estimation of Stochastic Volatility under Microstructure Noise
Recent literature on realized volatility suggests that the observed price process of an asset may be decomposed into two parts: the genuine (unobservable) price process and microstructure noise. In this article we present a methodology to estimate stochastic volatility by separating these components. Depending on market liquidity, the source of a move in the transaction price of an asset may be...
متن کاملEffects of crystalline microstructure on epitaxial growth.
The results of kinetic Monte Carlo simulations of epitaxial growth on fcc~100! and bcc~100! surfaces in which the correct crystal geometry is taken into account are reported. The existence of downward funneling to fourfold hollow sites leads to a downward current for large angles and to angle selection as observed in a variety of experiments. We have used our model to simulate Fe/Fe~100! deposi...
متن کاملAllee effects in stochastic populations
The Allee effect, or inverse density dependence at low population sizes, could seriously impact preservation and management of biological populations. The mounting evidence for widespread Allee effects has lately inspired theoretical studies of how Allee effects alter population dynamics. However, the recent mathematical models of Allee effects have been missing another important force prevalen...
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ژورنال
عنوان ژورنال: Materials Research
سال: 2002
ISSN: 1516-1439
DOI: 10.1590/s1516-14392002000300003