Sentence examples for volatility of the process from inspiring English sources

The stochastic differential equation (SDE) for the Ornstein-Uhlenbeck process [5, 9] is given by dS_{t}=lambda(mu-S_{t} ),dt+sigma,dW_{t}, (1) where λ is the rate of mean reversion, μ is the long-run mean, σ is the volatility of the process, which all are strictly positive, and (W_{t}) denotes the Wiener process.

The simplest model for a MRP is: d Y t = η Y ¯ − Y t dt + σd B t (10 where Y t is the natural logarithm of the price in order to avoid negative prices, η measures the speed of reversal as price deviates from the mean value, σ is the volatility of the process and dB t is the increment of a Wiener process.

For incomplete markets in continuous time, we solve the problem of robust hedging and valuation under combined uncertainty about both the drifts and the volatilities of the Itô processes which describe the evolution of the tradeable asset prices in an underlying non-Markovian model for the financial market.

By speaking up online, investors appear to speed up the formation of market consensus and the resulting price adjustment, minimizing price volatility in the process.

At this stage, the volatility of the cobalt precursor affects the nucleation process.

This approach is rigorously modeling the volatility of the stochastic dynamics of the kinetic processes provided that the assumptions of the SDE approximation itself are valid.

Second, the volatility of the cobalt precursor determines the precursor decomposition and nucleation process.

Discusses the volatility of the fur market.

"We don't want the volatility of the stock market".

Last month, he wrote about the volatility of the Brahmaputra.

This adds to the volatility of the treatment culture.