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16 papers · 1 filter
Affine processes on symmetric cones
Christa Cuchiero, Martin Keller-Ressel, Eberhard Mayerhofer +1
We consider affine Markov processes taking values in convex cones. In particular, we characterize all affine processes taking values in an irreducible symmetric cone in terms of ce…
A New Time-Dependent Finite Difference Method for Relativistic Shock Acceleration
Sean Delaney, Paul Dempsey, Peter Duffy +1
We present a new approach to calculate the particle distribution function about relativistic shocks including synchrotron losses using the method of lines with an explicit finite d…
Theory of ac-Stark splitting in core-resonant Auger decay under strong x-ray fields
L. A. A. Nikolopoulos, T. J. Kelly, J. T. Costello
In this work we report the modification of the normal Auger line shape under the action of an intense x-ray radiation. Under strong Rabi-type coupling of the core, the Auger line p…
The Kelvin-Helmholtz instability in weakly ionised plasmas II: multifluid effects in molecular clouds
A. C. Jones, T. P. Downes
We present a study of the Kelvin-Helmholtz instability in a weakly ionised, multifluid MHD plasma with parameters matching those of a typical molecular cloud. The instability is ca…
Sustainable Credit And Interest Rates
Andreas Hula
With negative growth in real production in many countries and debt levels which become an increasing burden on developed societies, the calls for a change in economic policy and ev…
Exponential moments of affine processes
Martin Keller-Ressel, Eberhard Mayerhofer
We investigate the maximal domain of the moment generating function of affine processes in the sense of Duffie, Filipović and Schachermayer [Ann. Appl. Probab. 13 (2003) 984-1053],…