scholarly journals Replication of Cancellation Orders Using First-Passage Time Theory in Foreign Currency Market

2017 ◽  
Author(s):  
Jean-François Boilard ◽  
Kiyoshi Kanazawa ◽  
Hideki Takayasu ◽  
Misako Takayasu
Keyword(s):  
Foreign Currency ◽  
First Passage Time ◽  
Passage Time ◽  
First Passage ◽  
Currency Market ◽  
Time Theory

scholarly journals A First-Passage-Time Theory for Search and Capture of Chromosomes by Microtubules in Mitosis

2011 ◽  
Vol 73 (10) ◽  
pp. 2483-2506 ◽  
Author(s):  
Manoj Gopalakrishnan ◽  
Bindu S. Govindan
Keyword(s):  
First Passage Time ◽  
Passage Time ◽  
First Passage ◽  
Time Theory

scholarly journals First-passage time theory of activated rate chemical processes in electronic molecular junctions

2021 ◽  
Vol 154 (11) ◽  
pp. 114108
Author(s):  
Riley J. Preston ◽  
Maxim F. Gelin ◽  
Daniel S. Kosov
Keyword(s):  
First Passage Time ◽  
Passage Time ◽  
Chemical Processes ◽  
Molecular Junctions ◽  
First Passage ◽  
Time Theory

First passage time for the state of exact chemical equilibrium

1980 ◽  
Vol 45 (3) ◽  
pp. 777-782 ◽  
Author(s):  
Milan Šolc
Keyword(s):  
Chemical Equilibrium ◽  
First Passage Time ◽  
Passage Time ◽  
The State ◽  
Recurrence Time ◽  
First Passage ◽  
First Order ◽  
The Mean ◽  
Passage Times ◽  
Number Of Particles

The establishment of chemical equilibrium in a system with a reversible first order reaction is characterized in terms of the distribution of first passage times for the state of exact chemical equilibrium. The mean first passage time of this state is a linear function of the logarithm of the total number of particles in the system. The equilibrium fluctuations of composition in the system are characterized by the distribution of the recurrence times for the state of exact chemical equilibrium. The mean recurrence time is inversely proportional to the square root of the total number of particles in the system.

scholarly journals Credit Gap Risk in a First Passage Time Model with Jumps

2009 ◽  
Author(s):  
Natalie Packham ◽  
Lutz Schloegl ◽  
Wolfgang M. Schmidt
Keyword(s):  
First Passage Time ◽  
Passage Time ◽  
First Passage ◽  
Time Model ◽  
Gap Risk ◽  
Credit Gap

Optimal Controls that Maximize the Expectation of First Passage Time

1977 ◽  
Vol 304 (6) ◽  
pp. 231-242 ◽  
Author(s):  
Menahem Friedman ◽  
Yaakov Yavin
Keyword(s):  
First Passage Time ◽  
Passage Time ◽  
Optimal Controls ◽  
First Passage
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