This paper provides methods for carrying out likelihood based inference for diffusion driven models, for example discretely observed multivariate diffusions, continuous time stochastic volatility models and counting process models. The diffusions can potentially be non-stationary. Although our...

We studied a one-dimensional free boundary problem arising in the polymer industry. Imposing a convective boundary condition, the solution has an interesting asymptotic behavior. It is found that the free boundary is bounded by a constant which does not depend on the conductivity coefficient,...

The paper is devoted to investigation of a number of difference-differential equations, among them the following one plays the central role: dFn/dt=φ(Fn)(Fn-1 - Fn) (*) where, for every t, {Fn(t), n = 0, 1, 2, ...} is a probability distribution function, and φ is a positive function on [0, 1]....

We study flux penetration in a disordered type II superconductor by simulations of interacting vortices, using a Monte-Carlo method for vortex nucleation. Our results show that a detailed description of the nucleation process yields a correction to the scaling laws usually associated with flux...

This paper provides methods for carrying out likelihood based inference for diffusion driven models, for example discretely observed multivariate diffusions, continuous time stochastic volatility models and counting process models. The diffusions can potentially be non-stationary. Although our...

Bacteria have developed sophisticated modes of cooperative behavior to cope with unfavorable environmental conditions. Here we report the effect of antibiotic stress on the colonial development of Paenibacillus dendritiformis and P. vortex. We focus on the effect of co-trimoxazole on the...