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The Wiener-Hopf technique, its generalizations and applications
This paper reviews the modern state of the Wiener-Hopf factorization method and its generalizations. The main constructive results for matrix Wiener-Hopf problems are presented, approximate methods are outlined and the main...
The Wiener-Hopf technique, its generalizations and applications
This paper reviews the modern state of the Wiener-Hopf factorization method and its generalizations. The main constructive results for matrix Wiener-Hopf problems are presented, approximate methods are outlined and the main...
A Wiener-Hopf Monte Carlo simulation technique for Lévy process
We develop a completely new and straightforward method for simulating the joint law of the position and running maximum at a fixed time of a general Levy process with a view to application in insurance and financial mathematics....
A Wiener-Hopf Monte Carlo simulation technique for Lévy process
We develop a completely new and straightforward method for simulating the joint law of the position and running maximum at a fixed time of a general Levy process with a view to application in insurance and financial mathematics....
On the Wiener-Hopf solution of water-wave interaction with a submerged elastic or poroelastic plate.
A solution to the problem of water-wave scattering by a semi-infinite submerged thin elastic plate, which is either porous or non-porous, is presented using the Wiener-Hopf technique. The derivation of the Wiener-Hopf equation...
Strong law of large numbers for the capacity of the Wiener sausage in dimension four
We prove a strong law of large numbers for the Newtonian capacity of a Wiener sausage in the critical dimension four, where a logarithmic correction appears in the scaling. The main step of the proof is to obtain precise...
Multilevel Monte Carlo simulation for Lévy processes based on the Wiener–Hopf factorisation
In Kuznetsov et al. (2011) a new Monte Carlo simulation technique was introduced for a large family of Lévy processes that is based on the Wiener–Hopf decomposition. We pursue this idea further by combining their technique with...
The Impact of the Brain-Derived Neurotrophic Factor Gene on Trauma and Spatial Processing.
The influence of genes and the environment on the development of Post-Traumatic Stress Disorder (PTSD) continues to motivate neuropsychological research, with one consistent focus being the Brain-Derived Neurotrophic Factor...
Multilevel Monte Carlo simulation for Lévy processes based on the Wiener–Hopf factorisation
In Kuznetsov et al. (2011) a new Monte Carlo simulation technique was introduced for a large family of Lévy processes that is based on the Wiener–Hopf decomposition. We pursue this idea further by combining their technique with...
The Relative Contribution of Executive Functions and Aging on Attentional Control During Road Crossing.
As we age, many physical, perceptual and cognitive abilities decline, which can critically impact our day-to-day lives. However, the decline of many abilities is concurrent; thus, it is challenging to disentangle the relative...
Published by: Frontiers in Psychology
Double hypergeometric Lévy processes and self-similarity
Motivated by a recent paper of Budd, where a new family of positive self-similar Markov processes associated to stable processes appears, we introduce a new family of Lévy processes, called the double hypergeometric class, whose...
The boostless bootstrap and BCFW momentum shifts
In a recent paper [1], three-particle interactions without invariance under Lorentz boosts were constrained by demanding that they yield tree-level four-particle scattering amplitudes with singularities as dictated by...
Two-loop leading colour helicity amplitudes for W ± γ + j production at the LHC
Abstract: We present the two-loop leading colour QCD helicity amplitudes for the process pp → W (→ lν)γ + j. We implement a complete reduction of the amplitudes, including the leptonic decay of the W-boson, using finite field...
Supply chain networks, trade and the Brexit deal

We develop a multi-country general equilibrium model featuring (i) migration flows across borders; (ii) explicit supply chain networks both across sectors and across countries; (iii) services sector with a significant role in...

On graviton non-Gaussianities in the Effective Field Theory of Inflation
We derive parity-even graviton bispectra in the Effective Field Theory of Inflation (EFToI) to all orders in derivatives. Working in perturbation theory, we construct all cubic interactions that can contribute to tree-level...
Voltage Evolution and Electrochemical Behaviour of Soil Microbial Fuel Cells Operated in Different Quality Soils
The desire for a net-zero carbon future is a key driver for innovation in renewable energy. Amongst several emerging solutions, soil microbial fuel cells (SMFCs) pose an interesting addition as a low-cost, carbon–neutral...
Double hypergeometric Lévy processes and self-similarity
Motivated by a recent paper of Budd, where a new family of positive self-similar Markov processes associated to stable processes appears, we introduce a new family of Lévy processes, called the double hypergeometric class, whose...
The extended hypergeometric class of Lévy processes
We review and extend the class of hypergeometric Lévy processes explored in Kuznetsov and Pardo (2013) with a view to computing fluctuation identities related to stable processes. We give the Wiener-Hopf factorisation of a...
The boostless bootstrap
Abstract: Poincaré invariance is a well-tested symmetry of nature and sits at the core of our description of relativistic particles and gravity. At the same time, in most systems Poincaré invariance is not a symmetry of the...
A mycotic aneurysm related to Salmonella Rissen infection
Abstract: Background: Salmonella species commonly causes infection in humans and on occasion leads to serious complications, such as mycotic aneurysms. Here, we present the first case reported of a patient with a mycotic...
The extended hypergeometric class of Lévy processes
We review and extend the class of hypergeometric Lévy processes explored in Kuznetsov and Pardo (2013) with a view to computing fluctuation identities related to stable processes. We give the Wiener-Hopf factorisation of a...

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