Application of a two-and-a-half dimensional model-based algorithm to crosswell electromagnetic data inversion

2010 ◽  
Vol 26 (7) ◽  
pp. 074013 ◽  
Author(s):  
Maokun Li ◽  
Aria Abubakar ◽  
Tarek M Habashy
2015 ◽  
Vol 96-97 ◽  
pp. 756-759
Author(s):  
B. Bieg ◽  
J. Chrzanowski ◽  
Yu. A. Kravtsov ◽  
D. Mazon

2017 ◽  
Vol 49 (4) ◽  
pp. 1144-1169 ◽  
Author(s):  
Peng Jin ◽  
Jonas Kremer ◽  
Barbara Rüdiger

Abstract We study an affine two-factor model introduced by Barczy et al. (2014). One component of this two-dimensional model is the so-called α-root process, which generalizes the well-known Cox–Ingersoll–Ross process. In the α = 2 case, this two-factor model was used by Chen and Joslin (2012) to price defaultable bonds with stochastic recovery rates. In this paper we prove exponential ergodicity of this two-factor model when α ∈ (1, 2). As a possible application, our result can be used to study the parameter estimation problem of the model.


2015 ◽  
Vol 81 (827) ◽  
pp. 14-00653-14-00653
Author(s):  
Satoshi SHIMAWAKI ◽  
Takushi SHINDO ◽  
Naotaka SAKAI ◽  
Masataka NAKABAYASHI

1986 ◽  
Vol 5 (4) ◽  
pp. 38-55 ◽  
Author(s):  
Alan Kalvin ◽  
Edith Schonberg ◽  
Jacob T. Schwartz ◽  
Micha Sharir

Sign in / Sign up

Export Citation Format

Share Document