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Record W2079173313 · doi:10.1214/ecp.v18-2017

A note on first passage functionals for hyper-exponential jump-diffusion processes

2013· article· en· W2079173313 on OpenAlexaff
Yu-Ting Chen, Yuan-Chung Sheu, Ming-Chi Chang

Bibliographic record

VenueElectronic Communications in Probability · 2013
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsUniversity of British Columbia
FundersNational Science CouncilNational Center for Theoretical Sciences
KeywordsMathematicsJump diffusionJumpExponential functionDiffusionExposition (narrative)Applied mathematicsFirst-hitting-time modelMathematical analysisStatisticsPhysics

Abstract

fetched live from OpenAlex

This investigation concerns the hyper-exponential jump-diffusion processes. Following the exposition of the two-sided exit problem by Kyprianou, A. E., and Asmussen, S. and Albrecher, H., this study investigates first passage functionals for these processes.The corresponding boundary value problems are solved to obtain an explicit formula for the first passage functionals.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.006
metaresearch head score (Gemma)0.013
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.006
Threshold uncertainty score0.033

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0060.013
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.002
Bibliometrics0.0020.002
Science and technology studies0.0010.003
Scholarly communication0.0020.006
Open science0.0020.002
Research integrity0.0020.006
Insufficient payload (model declined to judge)0.0060.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.039
GPT teacher head0.257
Teacher spread0.218 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2013
Admission routes1
Has abstractyes

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