Search results for "PROBABILITIES"
showing 10 items of 29 documents
Collective Cell Migration in a Fibrous Environment: A Hybrid Multiscale Modelling Approach
2021
International audience; The specific structure of the extracellular matrix (ECM), and in particular the density and orientation of collagen fibres, plays an important role in the evolution of solid cancers. While many experimental studies discussed the role of ECM in individual and collective cell migration, there are still unanswered questions about the impact of nonlocal cell sensing of other cells on the overall shape of tumour aggregation and its migration type. There are also unanswered questions about the migration and spread of tumour that arises at the boundary between different tissues with different collagen fibre orientations. To address these questions, in this study we develop …
Probabilities of conditionals and previsions of iterated conditionals
2019
Abstract We analyze selected iterated conditionals in the framework of conditional random quantities. We point out that it is instructive to examine Lewis's triviality result, which shows the conditions a conditional must satisfy for its probability to be the conditional probability. In our approach, however, we avoid triviality because the import-export principle is invalid. We then analyze an example of reasoning under partial knowledge where, given a conditional if A then C as information, the probability of A should intuitively increase. We explain this intuition by making some implicit background information explicit. We consider several (generalized) iterated conditionals, which allow…
Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting
2018
We show existence of a unique solution and a comparison theorem for a one-dimensional backward stochastic differential equation with jumps that emerge from a L\'evy process. The considered generators obey a time-dependent extended monotonicity condition in the y-variable and have linear time-dependent growth. Within this setting, the results generalize those of Royer (2006), Yin and Mao (2008) and, in the $L^2$-case with linear growth, those of Kruse and Popier (2016). Moreover, we introduce an approximation technique: Given a BSDE driven by Brownian motion and Poisson random measure, we consider BSDEs where the Poisson random measure admits only jumps of size larger than $1/n$. We show con…
Didactical note: probabilistic conditionality in a Boolean algebra
1996
This note deals with two logical topics and concerns Boolean Algebras from an elementary point of view. First we consider the class of operations on a Boolean Algebra that can be used for modelling ``If-then" propositions. These operations, or Conditionals, are characterized under the hypothesis that they only obey to the Modus Ponens-Inequality, and it is shown that only six of them are boolean two-place functions. Is the Conditional Probability the Probability of a Conditional? This problem will be only considered, with the Material Conditional Operation, on a Boolean Algebra endowed with a finite probability and in three different cases: with the Internal-Conditional Probability, with th…
Amount of Nonconstructivity in Finite Automata
2009
When D. Hilbert used nonconstructive methods in his famous paper on invariants (1888), P.Gordan tried to prevent the publication of this paper considering these methods as non-mathematical. L. E. J. Brouwer in the early twentieth century initiated intuitionist movement in mathematics. His slogan was "nonconstructive arguments have no value for mathematics". However, P. Erdos got many exciting results in discrete mathematics by nonconstructive methods. It is widely believed that these results either cannot be proved by constructive methods or the proofs would have been prohibitively complicated. R.Freivalds [7] showed that nonconstructive methods in coding theory are related to the notion of…
A New Nonparametric Estimate of the Risk-Neutral Density with Applications to Variance Swaps
2021
We develop a new nonparametric approach for estimating the risk-neutral density of asset prices and reformulate its estimation into a double-constrained optimization problem. We evaluate our approach using the S\&P 500 market option prices from 1996 to 2015. A comprehensive cross-validation study shows that our approach outperforms the existing nonparametric quartic B-spline and cubic spline methods, as well as the parametric method based on the Normal Inverse Gaussian distribution. As an application, we use the proposed density estimator to price long-term variance swaps, and the model-implied prices match reasonably well with those of the variance future downloaded from the CBOE websi…
Amount of nonconstructivity in deterministic finite automata
2010
AbstractWhen D. Hilbert used nonconstructive methods in his famous paper on invariants (1888), P. Gordan tried to prevent the publication of this paper considering these methods as non-mathematical. L.E.J. Brouwer in the early twentieth century initiated intuitionist movement in mathematics. His slogan was “nonconstructive arguments have no value for mathematics”. However, P. Erdös got many exciting results in discrete mathematics by nonconstructive methods. It is widely believed that these results either cannot be proved by constructive methods or the proofs would have been prohibitively complicated. The author (Freivalds, 2008) [10] showed that nonconstructive methods in coding theory are…
Logistic Growth Described by Birth-Death and Diffusion Processes
2019
We consider the logistic growth model and analyze its relevant properties, such as the limits, the monotony, the concavity, the inflection point, the maximum specific growth rate, the lag time, and the threshold crossing time problem. We also perform a comparison with other growth models, such as the Gompertz, Korf, and modified Korf models. Moreover, we focus on some stochastic counterparts of the logistic model. First, we study a time-inhomogeneous linear birth-death process whose conditional mean satisfies an equation of the same form of the logistic one. We also find a sufficient and necessary condition in order to have a logistic mean even in the presence of an absorbing endpoint. Then…
The Hamburg/ESO R-process Enhanced Star survey (HERES):XI. The highly r-process-enhanced star CS 29497-004
2017
We report an abundance analysis for the highly r-process-enhanced (r-II) star CS 29497-004, a very metal-poor giant with Teff = 5013K and [Fe/H]=-2.85, whose nature was initially discovered in the course of the HERES project. Our analysis is based on high signal-to-noise, high-resolution (R~75000) VLT/UVES spectra and MARCS model atmospheres under the assumption of local thermodynamic equilibrium, and obtains abundance measurements for a total of 46 elements, 31 of which are neutron-capture elements. As is the case for the other 25 r-II stars currently known, the heavy-element abundance pattern of CS 29497-004 well-matches a scaled Solar System second peak r-process-element abundance patter…
L’affectif, les valeurs et le matching dans les choix des investisseurs individuels en incertitude : le cas de l’equity crowdfunding
2018
Our research focuses on the emotional and axiological determinants of investment choice in equity crowdfunding. We defend the thesis of a projects choice determined in part by the values and emotions of the individual investor. Our literature review is transversal to several fields of social sciences. Thus, the established theoretical framework articulates finance, marketing, HRM and psychology. An explanatory model using structural equations is proposed and tested empirically using data from a laboratory experiment. Our results confirm that values and interest in the project, an affective variable, have a significant effect on investor choices and dominate analytical judgment in the absenc…