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2,579 results on '"León, Jorge"'

1. On explosion time in stochastic differential equations driven by fractional Brownian motion

Author

Garzon, Johanna, Leon, Jorge A., Torres, Soledad, Tudor, Ciprian A., and Viitasaari, Lauri

Subjects
Mathematics - Probability, 65C30, 65L20, 60H10, 60G22
Abstract

In this article, we study the explosion time of the solution to autonomous stochastic differential equations driven by the fractional Brownian motion with Hurst parameter $H>1/2$. With the help of the Lamperti transformation, we are able to tackle the case of non-constant diffusion coefficients not covered in the literature. In addition, we provide an adaptive Euler-type numerical scheme for approximating the explosion time., Comment: 21 pages

Published
2024

12. Disability-adjusted life years from bone and joint infections associated with antimicrobial resistance: an insight from the 2019 Global Burden of Disease Study

Author

Lewandrowski, Kai-Uwe, da Silva, Roberto Carlos Lyra, Elfar, John C., Alhammoud, Abduljabbar, Moghamis, Isam Sami, Burkhardt, Bendenikt W., Oertel, Joachim M., Landgraeber, Stefan, Fiorelli, Rossano Kepler Alvim, de Carvalho, Paulo Sérgio Teixeira, Abraham, Ivo, León, Jorge Felipe Ramírez, Martinez, Ernesto, and Lorio, Morgan P.

Published
2024
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15. HJB equation for maximization of wealth under insider trading

Author

León, Jorge A., Peralta, Liliana, and Rodríguez, Iván

Subjects
Mathematics - Probability
Abstract

In this paper, we combine the techniques of enlargement of filtrations and stochastic control theory to establish an extension of the verification theorem, where the coefficients of the stochastic controlled equation are adapted to the underlying filtration and the controls are adapted to a bigger filtration $\mathbf{G}$ than the one generated by the corresponding Brownian motion $B$. Using the forward integral defined by Russo and Vallois \cite{RV1993}, we show that there is a $\mathbf{G}$-adapted optimal control with respect to a certain cost functional if and only if the Brownian motion $B$ is a $\mathbf{G}$-semimartingale. The extended verification theorem allows us to study a financial market with an insider in order to take advantage of the extra information that the insider has from the beginning. Finally, we consider two examples throughout the extended verification theorem. These problems appear in financial markets with an insider., Comment: 16 pages, new version including funding information

Published
2023

16. Euler scheme for SDEs driven by fractional Brownian motions: integrability and convergence in law

Author

León, Jorge, Liu, Yanghui, and Tindel, Samy

Subjects
Mathematics - Probability
Abstract

In this note we consider stochastic differential equations driven by fractional Brownian motions (fBm) with Hurst parameter $H>1/3$. We prove that the corresponding modified Euler scheme and its Malliavin derivatives are integrable, uniformly with respect to the step size $n$. Then we use the integrability results to derive the convergence rate in law $n^{1-4H+\varepsilon} $ for the Euler scheme. The proof for integrability is based on a nontrivial generalization (to quadratic functionals of the fBm) of a now classical greedy sequence argument laid out by Cass, Litterer and Lyons. The proof of weak convergence applies Malliavin calculus and some upper-bound estimates for weighted random sums., Comment: This is a companion paper to arXiv:2305.10365. We apologize for the text overlap, due to some common preliminary notions

Published
2023

17. Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates

Author

León, Jorge A., Liu, Yanghui, and Tindel, Samy

Subjects
Mathematics - Probability
Abstract

The Malliavin differentiability of a SDE plays a crucial role in the study of density smoothness and ergodicity among others. For Gaussian driven SDEs the differentiability property is now well established. In this paper, we consider the Malliavin differentiability for the Euler scheme of such SDEs. We will focus on SDEs driven by fractional Brownian motions (fBm), which is a very natural class of Gaussian processes. We derive a uniform (in the step size $n$) path-wise upper-bound estimate for the Euler scheme for stochastic differential equations driven by fBm with Hurst parameter $H>1/3$ and its Malliavin derivatives., Comment: There will be a companion paper to this contribution, establishing weak convergence results for the modified Euler scheme. We apologize in advance for the text overlaps

Published
2023

18. Efficient Computation of Shap Explanation Scores for Neural Network Classifiers via Knowledge Compilation

Author

Bertossi, Leopoldo and Leon, Jorge E.

Subjects
Computer Science - Artificial Intelligence, Computer Science - Databases, Computer Science - Machine Learning
Abstract

The use of Shap scores has become widespread in Explainable AI. However, their computation is in general intractable, in particular when done with a black-box classifier, such as neural network. Recent research has unveiled classes of open-box Boolean Circuit classifiers for which Shap can be computed efficiently. We show how to transform binary neural networks into those circuits for efficient Shap computation.We use logic-based knowledge compilation techniques. The performance gain is huge, as we show in the light of our experiments., Comment: Substantial revision of previous version with the same title. To appear in conference proceedings. It replaces the previously uploaded paper "Opening Up the Neural Network Classifier for Shap Score Computation", by the same authors

Published
2023

19. Analyzing Urban Tsunami Evacuation Through Evacuees’ Spatial Behaviors

Author

León, Jorge, Mokrani, Cyril, Catalán, Patricio, Femenías, Carolina, Angelidou, Margarita, Editorial Board Member, Farnaz Arefian, Fatemeh, Editorial Board Member, Batty, Michael, Editorial Board Member, Davoudi, Simin, Editorial Board Member, DeVerteuil, Geoffrey, Editorial Board Member, González Pérez, Jesús M., Editorial Board Member, Hess, Daniel B., Editorial Board Member, Jones, Paul, Editorial Board Member, Karvonen, Andrew, Editorial Board Member, Kirby, Andrew, Editorial Board Member, Kropf, Karl, Editorial Board Member, Lucas, Karen, Editorial Board Member, Maretto, Marco, Editorial Board Member, Modarres, Ali, Editorial Board Member, Neuhaus, Fabian, Editorial Board Member, Nijhuis, Steffen, Editorial Board Member, Aráujo de Oliveira, Vitor Manuel, Editorial Board Member, Silver, Christopher, Editorial Board Member, Strappa, Giuseppe, Editorial Board Member, Vojnovic, Igor, Editorial Board Member, van der Laag Yamu, Claudia, Editorial Board Member, Zhao, Qunshan, Editorial Board Member, Nuno Martins, A., editor, Mendoza-Arroyo, Carmen, editor, Hobeica, Liliane, editor, León, Jorge, editor, and Hobeica, Adib, editor

Published
2024
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20. Researching Crises and Solutions with Urgency and Agency: An Introduction

Author

Nuno Martins, A., Mendoza-Arroyo, Carmen, León, Jorge, Angelidou, Margarita, Editorial Board Member, Farnaz Arefian, Fatemeh, Editorial Board Member, Batty, Michael, Editorial Board Member, Davoudi, Simin, Editorial Board Member, DeVerteuil, Geoffrey, Editorial Board Member, González Pérez, Jesús M., Editorial Board Member, Hess, Daniel B., Editorial Board Member, Jones, Paul, Editorial Board Member, Karvonen, Andrew, Editorial Board Member, Kirby, Andrew, Editorial Board Member, Kropf, Karl, Editorial Board Member, Lucas, Karen, Editorial Board Member, Maretto, Marco, Editorial Board Member, Modarres, Ali, Editorial Board Member, Neuhaus, Fabian, Editorial Board Member, Nijhuis, Steffen, Editorial Board Member, Aráujo de Oliveira, Vitor Manuel, Editorial Board Member, Silver, Christopher, Editorial Board Member, Strappa, Giuseppe, Editorial Board Member, Vojnovic, Igor, Editorial Board Member, van der Laag Yamu, Claudia, Editorial Board Member, Zhao, Qunshan, Editorial Board Member, Nuno Martins, A., editor, Mendoza-Arroyo, Carmen, editor, Hobeica, Liliane, editor, León, Jorge, editor, and Hobeica, Adib, editor

Published
2024
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25. Complicaciones Neuromusculares Covid-19

Author

Celdo Suña, Cristian Adrian, primary, Bermeo León, Jorge Luis, additional, Ochoa Valdez, Marco Alexander, additional, Riera Campoverde, Ricardo Martin, additional, Blacio Ordoñez, Angela Yaribeth, additional, and Celdo Suña, Víctor Alfredo, additional

Published
2024
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32. Conclusions

Author

Gazzola, Michele, Gobbo, Federico, Johnson, David Cassels, Leoni de León, Jorge Antonio, Gazzola, Michele, Gobbo, Federico, Johnson, David Cassels, and Leoni de León, Jorge Antonio

Published
2023
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44. Concomitant endogenous and exogenous etiology for gingival pigmentation

Author

Panucci, Beatriz Zamboni Martins, Ferrisse, Tulio Morandin, Bufalino, Andreia, and León, Jorge Esquiche

Subjects
amalgam tattoo, histopathology, melanotic macule, oral mucosa, pigmentation disorders
Abstract

Oral pigmented lesions can be physiological or pathological, exogenous or endogenous, as well as focal, multifocal, or diffuse. Among them, the oral melanotic macule (OMM) is a small, well-delimited brown-to-black macule, often affecting the lip and gingiva. Amalgam tattoo (AT) is a grey or black area of discoloration on the oral mucosa as a result of entry of dental amalgam into the soft tissues, commonly gingiva and alveolar ridge. Herein, we present a patient with gingival pigmentation with features of both OMM and AT in the same location.

Published
2021

46. Identification of Proteomic Biomarkers in Proliferative Verrucous Leukoplakia through Liquid Chromatography With Tandem Mass Spectrometry

Author

Arroyo, Esteban, Pérez Sayáns, Mario, Bravo, Susana Belen, de Oliveira Barbeiro, Camila, Paravani Palaçon, Mariana, Chamorro Petronacci, Cintia M., García Vence, María, Chantada Vázquez, María del Pilar, Blanco Carrión, Andrés, Suárez Peñaranda, José M., García García, Abel, Gándara Vila, Pilar, Días Almeida, Janete, Veríssimo da Costa, Giovani Carlo, Sousa Nogueira, Fábio César, Medeiros Evaristo, Joseph Albert, de Abreu Pereira, Denise, Rintala, Mirjami, Salo, Tuula, Rautava, Jaana, Padín Iruegas, Elena, Oliveira Alves, Monica G., Morandin Ferrisse, Túlio, Albergoni da Silveira, Heitor, Esquiche León, Jorge, Vilela Silva, Evânio, Flores, Isadora Luana, and Bufalino, Andreia

Published
2023
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