We introduce two general classes of analytically-tractable diffusions for modeling forward LIBOR rates under their canonical measure. The first class is based on the assumption of forward-rate densities given by the mixture of known basic densities. We consider two fundamental examples: i) a mixture of lognormal densities, and ii) a mixture of densities associated to “hyperbolic-sine” processes...

The present analysis deals with an unsteady magnetohydrodynamic flow of Eyring-Powell nanofluid over an inclined permeable stretching sheet. Effects of thermal radiation, Joule heating, and chemical reaction are considered. The effects of Brownian motion and thermophoresis on the flow over the permeable stretching sheet are discussed. Using Runge-Kutta fourth-order along with shooting technique...

We consider the simulation of a system decoupled forward–backward stochastic differential equations (FBSDEs) driven by pure jump Lévy process L and an independent Brownian motion B . allow to have infinite activity. Therefore, it is necessary for employ finite approximation its measure. use generalized shot noise series representation method [26] approximate driving compute p error, ≥ 2, betwee...

in this paper, natural convection heat transfer over a vertical plate in a darcy porous medium saturated with a nanofluid subject to heat generation/absorption was theoretically studied. the governing partial differential equations were transformed to a set of ordinary differential equations using similarity transformations and solved using finite difference method. the influence of parametric ...

conclusions test-retest and correlation analyses have identified non-redundant radiomics features and this feature are prone to errors if they employed as quantitative biomarker for gbm image analysis. however when we use robust and redundant feature, quantitative image radiomics features are informative and prognostic biomarkers for gbm magnetic resonance imaging. results results shows that th...

Abstract We prove a number of results relating exit times planar Brownian motion with the geometric properties domains in question. Included are proofs conformal invariance moduli rectangles and annuli using motion; similarly probabilistic some recent Karafyllia on harmonic measure starlike domains; examples their complements which simultaneously large when measured by moments time motion, smal...

We are concerned with the discretization of a solution of a Forward-Backward stochastic differential equation (FBSDE) with a jump process depending on the Brownian motion. In this part, we study the case of Lipschitz generators, and we refer to the second part of this work [11] for the quadratic case. We propose a recursive scheme based on a general existence result given in the companion paper...