搜索结果: 1-15 共查到“Diffusion”相关记录124条 . 查询时间(0.095 秒)
![](http://www.firstlight.cn/upload/imgfile/20236/20/2023620112653781.jpg)
Study of the numerical simulation of tight sandstone gas molecular diffusion based on digital core technology
Tight sandstone gas Nano-CT Digital core Molecular diffusion Numerical simulation
2018/4/2
Diffusion is an important mass transfer mode of tight sandstone gas. Since nano-pores are extensively developed in the interior of tight sandstone, a considerable body of research indicates that the t...
Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices
Interest Rate Models Affine Term Structure Bond Prices Market Price of Risk Combined Estimation Parameter Estimation
2016/1/26
We consider improving estimating parameters of diffusion processes for interest rates by incorporating information in bond prices. This is designed to improve the estimation of the drift parameters, w...
Closed-form expansions of discretely monitored asian options in diffusion models
discretely monitored Asian options CEV model CIR process Black-Scholes model Brennan
2016/1/25
In this paper we propose a closed-form asymptotic expansion approach to pricing discretely monitored Asian options in general one-dimensional diffusion models. Our expansion is a small-time expansion ...
Maximum-Likelihood Estimation For Diffusion Processes Via Closed-Form Density Expansions
asymptotic expansion diffusion discrete observation maximum-likelihood estimation transition density
2016/1/25
This paper proposes a widely applicable method of approximate maximum-likelihood estimation for multivariate diffusion process from discretely sampled data. A closed-form asymptotic expansion for tran...
Indifferentiability of Confusion-Diffusion Networks
Indifferentiability Confusion-Diffusion Networks
2016/1/22
We show the first positive results for the indifferentiability security of the confusion-diffusion networks (which are extensively used in the design of block ciphers and hash functions).In particular...
DynaDiffuse: A Dynamic Diffusion Model for Continuous Time Constrained Influence Maximization
A Dynamic Diffusion Model Constrained Influence Maximization
2016/1/22
Studying the spread of phenomena in social networks is critical but still not fully solved. Existing influence max-imization models assume a static network, disregarding its evolution over time. We in...
Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices
Interest Rate Models Affine Term Structure Bond Prices Market Price of Risk Combined Estimation Parameter Estimation
2016/1/20
We consider improving estimating parameters of diffusion processes for interest rates by incorporating information in bond prices. This is designed to improve the estimation of the drift parameters, w...
Maximum-Likelihood Estimation For Diffusion Processes Via Closed-Form Density Expansions
asymptotic expansion diffusion discrete observation maximum-likelihood estimation transition density
2016/1/20
This paper proposes a widely applicable method of approximate maximum-likelihood estimation for multivariate diffusion process from discretely sampled data. A closed-form asymptotic expansion for tran...
On the Approximate Maximum Likelihood Estimation for Diffusion Processes
Asymptotic expansion Asymptotic normality Consistency Dis- crete time observation Maximum likelihood estimation
2016/1/19
The transition density of a diffusion process does not admit an explicit expression in general, which prevents the full maximum likelihood estimation (MLE) based on discretely observed sample paths. A...
Institutional Theories and Levels of Analysis: History, Diffusion, and Translation
institutional theory human rights diffusion
2015/10/14
Contemporary institutional theory spans multiple levels of analysis and includes several loosely
related conceptual streams developing in parallel. A number of these perspectives address how
and w...
Political Mobility and Dynamic Diffusion of Innovation:The Spread of Municipal Pro-Business Administrative Reform in China
dynamic diffusion of innovation political mobility decentralized authoritarian China administrative licensing system business registration
2017/3/21
This article builds theoretical linkages between the political mobility of local officials and the dynamic diffusion of innovation in decentralized authoritarian China. We built two datasets consistin...
The cultural psychology of obesity:diffusion of pathological norms from Western to East Asian societies
culture deindustrialization deurbanization globalization hierarchy information theory obesity phase transition social dominance
2015/7/29
We examine the accelerating worldwide obesity epidemic using a mathematical model relating a cognitive hypothalamic-pituitary-adrenal axis tuned by embedding cultural context to a signal of chronic, s...
Book translations as idea flows: The effects of the collapse of Communism on the diffusion of knowledge
idea flows book translations institutions
2015/7/15
We use book translations as a new measure of international idea flows and study the effects of
Communism’s collapse in Eastern Europe on these flows. Using novel data on 800,000
translations and d...
A Diffusion Approximation for a Network of Reservoirs with Power Law Release Rule
Diffusion network reservoir power law
2015/7/8
A diffusion approximation for a network of continuous time reservoirs with power law release rules is examined. Under a mild assumption on the inflow processes, we show that for physically reasonable ...