Relativistic transport model for beta-particles in homologously expanding kilonova ejecta, incorporating per-species atomic data, shows non-local deposition and escape lower thermalization efficiency with analytic prescriptions supplied for light-curve codes.
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Derives weak convergence rates for combined CTRW approximations to time-fractional diffusions with unbounded coefficients via Feller semigroups and sensitivity analysis.
Derives a generalized European option pricing PDE from an operational-time log-price lattice with state-dependent transitions that converges to the Black-Scholes-Merton PDE under risk-neutral drift and constant volatility.
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Beta-Particle Transport and Thermalization in Kilonova Ejecta with Detailed Atomic Microphysics
Relativistic transport model for beta-particles in homologously expanding kilonova ejecta, incorporating per-species atomic data, shows non-local deposition and escape lower thermalization efficiency with analytic prescriptions supplied for light-curve codes.
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Convergence Rates of Continuous-Time Random Walks to Time-Fractional Diffusions with Unbounded Coefficients
Derives weak convergence rates for combined CTRW approximations to time-fractional diffusions with unbounded coefficients via Feller semigroups and sensitivity analysis.
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Option prices from operational-time reaction-boundary lattices
Derives a generalized European option pricing PDE from an operational-time log-price lattice with state-dependent transitions that converges to the Black-Scholes-Merton PDE under risk-neutral drift and constant volatility.