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Li  Huaiqian  Wang  Jian 《Positivity》2020,24(5):1293-1312
Positivity - Motivated by recent works on vertical Littlewood–Paley–Stein functions for symmetric non-local Dirichlet forms and local Schrödinger type operators respectively, we...  相似文献   
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Stochastic resonance (SR) is a counterintuitive phenomenon, observed in a wide variety of nonlinear systems, for which the addition of noise of opportune magnitude can improve signal detection. Tuning the noise for maximizing the SR effect is important both for artificial and biological systems. In the case of artificial systems, full exploitation of the SR effect opens the possibility of measuring otherwise unmeasurable signals. In biology, identification of possible SR maximization mechanisms is of great interest for explaining the low-energy high-sensitivity perception capabilities often observed in animals. SR maximization approaches presented in literature use knowledge on the input signal (or stimulus, in the case of living beings), and maximize the mutual information between the input and the output signal. The input signal, however, is unknown in many practical settings. To cope with this problem, this paper introduces an approximation of the input–output mutual information based on the spurious correlation among a set of redundant units. A proof of the approximation, as well as numerical examples of its application are given.  相似文献   
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The 3d transition metal binary compounds have been extensively investigated for a large multi-electron redox capacity through reversible electrochemical reactions. Here, the structural, electronic and magnetic properties of CuF2 are studied by the first-principles calculations within both the generalized gradient approximation (GGA) and GGA+U frameworks. Our results show that the antiferromagnetic (AFM) configuration of CuF2 is more stable than the ferromagnetic (FM) one, which is consistent with experiments. The analysis of the electronic density of states (DOS) shows that CuF2 is a classic Mott–Hubbard insulator with a large dd type band gap, which is similar to the case of FeF3. Moreover, small spin polarizations were found on the sites of fluorin ions, which accords with a fluorin-mediated superexchange mechanism for the Cu–Cu magnetic interaction.  相似文献   
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In this paper, by invoking the coupling approach, we establish exponential ergodicity under the L1-Wasserstein distance for two-factor affine processes. The method employed herein is universal in a certain sense so that it is applicable to general two-factor affine processes, which allow that the first component solves a general Cox-Ingersoll-Ross (CIR) process, and that there are interactions in the second component, as well as that the Brownian noises are correlated; and even to some models beyond two-factor processes.  相似文献   
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ABSTRACT

Game (Israeli) options in a multi-asset market model with proportional transaction costs are studied in the case when the buyer is allowed to exercise the option and the seller has the right to cancel the option gradually at a mixed (or randomized) stopping time, rather than instantly at an ordinary stopping time. Allowing gradual exercise and cancellation leads to increased flexibility in hedging, and hence tighter bounds on the option price as compared to the case of instantaneous exercise and cancellation. Algorithmic constructions for the bid and ask prices, and the associated superhedging strategies and optimal mixed stopping times for both exercise and cancellation are developed and illustrated. Probabilistic dual representations for bid and ask prices are also established.  相似文献   
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Journal of Theoretical Probability - We present sufficient conditions, in terms of the jumping kernels, for two large classes of conservative Markov processes of pure-jump type to be purely...  相似文献   
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We establish sharp functional inequalities for time-changed symmetric α-stable processes on d with d1 and α(0,2), which yield explicit criteria for the compactness of the associated semigroups. Furthermore, when the time change is defined via the special function W(x)=(1+|x|)β with β>α we obtain optimal Nash-type inequalities, which in turn give us optimal upper bounds for the density function of the associated semigroups.  相似文献   
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