7.7k citations
- Max Planck Institute for Mathematics in the SciencesDE139 papers
- Deutsches Elektronen-Synchrotron DESYDE122 papers
- University of RegensburgDE105 papers
- University of EdinburghGB81 papers
- University of LiverpoolGB78 papers
- Centre National de la Recherche ScientifiqueFR76 papers
- Humboldt-Universität zu BerlinDE72 papers
- Joint Institute for Nuclear ResearchRU56 papers
- Forschungszentrum JülichDE54 papers
- Center for Scalable Data Analytics and Artificial IntelligenceDE50 papers
- University of CopenhagenDK44 papers
- John von Neumann Institute for ComputingDE42 papers
113 papers · 1 filter
Symmetry breaking in indented elastic cones
Sergio Conti, Heiner Olbermann, Ian Tobasco
Motivated by simulations of carbon nanocones (see Jordan and Crespi, Phys. Rev. Lett., 2004), we consider a variational plate model for an elastic cone under compression in the dir…
Asymptotic pricing in large financial markets
Michał Barski
The problem of hedging and pricing sequences of contingent claims in large financial markets is studied. Connection between asymptotic arbitrage and behavior of the ~-~quantile…
Approximations for solutions of Lévy-type stochastic differential equations
Michał Barski
The problem of the construction of strong approximations with a given order of convergence for jump-diffusion equations is studied. General approximation schemes are constructed fo…
Determining the scale in Lattice QCD
V. G. Bornyakov, R. Horsley, R. Hudspith +8
We discuss scale setting in the context of 2+1 dynamical fermion simulations where we approach the physical point in the quark mass plane keeping the average quark mass constant. W…
Forward rate models with linear volatilities
Michał Barski, Jerzy Zabczyk
Existence of solutions to the Heath-Jarrow-Morton equation of the bond market with linear volatility and general Lévy random factor is studied. Conditions for existence and non-exi…
Random Recursive Trees and the Elephant Random Walk
Rüdiger Kürsten
One class of random walks with infinite memory, so called elephant random walks, are simple models describing anomalous diffusion. We present a surprising connection between these…