We propose two main applications of Gyöngy (1986)’s construction of inhomogeneous Markovian stochastic differential equations that mimick the one-dimensional marginals of continuous Itô processes. Firstly, we prove Dupire (1994) and Derman and Kani (1994)’s result. We then present Bessel-based stochastic volatility models in which this relation is used to compute analytical formulas for the loc...

Extreme localization of damage in conventional brittle materials is the source a host undesirable effects. We show how artificially engineered metamaterials with constituents can be designed to ensure that every breakable sub-element fails independently. The main role proposed design played by high contrast composite sub-structure zero-stiffness, furnishing nonlocal stress redistribution. abili...

introduction due to limitation of colonoscopy in assessing the entire bowel and patients’ intolerance in inflammatory bowel disease (ibd), in the current study, we aimed to prospectively compare the accuracy of 99m tc(v)-dimercaptosuccinic acid (dmsa) and fecal calprotectin with ileocolonoscopy as new methods for localizing inflammations. methods current prospective study conducted between 2012...