A stochastic calculus is given for processes described by integrals with respect to fractional Brownian motions and Rosenblatt somewhat analogous the Itô processes. These this arise naturally from a chain rule functionals of processes; some Itô-type expressions are here. Furthermore, there analysis these results their applications problems using noise.

Empirical researchers usually prefer statistical models which can be easily estimated with the help of commonly available software packages. Sequential binary models with or without normal random effects are an example of such models which can be adopted to estimate discrete time duration models in presence of unobserved heterogeneity. But an easy-to-implement estimation may incur a cost. In th...

We discuss free subsemigroups in solvable and elementary amenable groups improving earlier results of Milnor-Wolf, Rosenblatt, Alperin and Osin about uniform exponential growth for these groups.

INVESTIGATIONS made by Motokawa and Mita (1942), Adrian (1945), Gastaut (1949), Johnson (1949), Schubert and Bornschein (1952), Armington (1952), Armington, Johnson, and Riggs (1952), Bornschein (1953), Burian (1954), and Auerbach and Burian (1955), and by other investigators, have revealed that-under suitable conditions of examination-the human electroretinogram (ERG) normally consists of a ph...

This paper studies the impact of long-run productivity growth on job …nding and separation rates, and thus the unemployment rate, using a search and matching model. We incorporate disembodied technological progress and on-the-job search into the endogenous job separation model of Mortensen and Pissarides (1994). The incorporation of on-the-job search allows faster growth to reduce unemployment ...

This paper analyses the economic impact of becoming disabled for British working-age men. The data is from the first eight waves (1991/8) of the British Household Panel Survey (BHPS). Cross-sectional evidence shows that the income of disabled working-age men is substantially lower than non-disabled working-age men. However, analysis of longitudinal data indicates that the majority of this disad...

Abstract The High Dimensional Model Representation (HDMR) method has been applied in several previous studies to obtain global sensitivity indices of uncorrelated model parameters in combustion systems. The method is based on a decomposition of the model output in terms of a hierarchy of cooperative effects among the model inputs, which is unique when the input parameters are independent. Howev...