This is a preview. Log in through your library . Abstract A simple and rather general model of the precipitation process is reviewed and some applications and comparisons are made using data from ...

Affine processes provide a versatile framework for modelling complex financial phenomena, ranging from interest rate dynamics to credit risk and beyond. Their defining characteristic is the affine, or ...

Several vendors are rolling out next-generation inspection systems and software that locates problematic defects in chips caused by processes in extreme ultraviolet (EUV) lithography. Each defect ...

A cylindrical Lévy process does not enjoy a cylindrical version of the semimartingale decomposition which results in the need to develop a completely novel approach to stochastic integration. In this ...