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 ...

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 ...

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 ...

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 ...