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where L ( t, λ, μ, β ) is a time-dependent mean reversion level with three parameters.
The process Y ( t ) has a reversion level X ( t ) which is a stochastic process itself.
This figure shows a plot of the mean reversion level θ under the Hull-White model.
Using the parameters κ=0.2, r=0.05, θ=0.05 and σ=0.2, a plot of the mean reversion level θ(t) is shown in Figure 1.
Our final example concerns the fitting of the Hull-White model to an initial term structure using the time-dependent mean reversion level θ(t) shown in Figure 1.
This allows an analytical expression for the mean reversion level θ(t) which for the Hull-White model is given by θ ( t ) = ∂f ∂t ( 0, t ) + κf ( 0, t ) + σ 2 2 κ 1 − e − 2 κt, Open image in new window.
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This could be examined by comparing the WS reversion rates occurring within the SM-like colonies of WS-4, WS-12 and WS-13, where high reversion levels could be associated with the expression of different components of the WS phenotype (Table 1).
Open image in new window Figure 1 Plot of the calibrated mean-reversion level θ(t) under Hull-White model.
Moreover, siGDNF LV vector injected into the spinal cord could reverse hyperalgesia in bone cancer rats compared to controls, but this reversion surpassed the level of normal and Lvs-siGDNF treated normal animals, indicated by the TL test.
Instead a significant difference was found within the Ex group, indicating a faster reversion to baseline level.
GS-E resulted in a maximal induction of F-Luc activity at 6 hours in tumor tissue with almost complete reversion to control levels by 12 hours.
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Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com