Technological strategies to estimate and control diffusive passage times through the mucus barrier in mucosal drug delivery

JM Newby, I Seim, M Lysy, Y Ling, J Huckaby… - Advanced Drug Delivery …, 2018 - Elsevier
In mucosal drug delivery, two design goals are desirable: 1) insure drug passage through
the mucosal barrier to the epithelium prior to drug removal from the respective organ via …

A biophysical basis for mucus solids concentration as a candidate biomarker for airways disease

DB Hill, PA Vasquez, J Mellnik, SA McKinley, A Vose… - PloS one, 2014 - journals.plos.org
In human airways diseases, including cystic fibrosis (CF) and chronic obstructive pulmonary
disease (COPD), host defense is compromised and airways inflammation and infection often …

Numerical integration of the extended variable generalized Langevin equation with a positive Prony representable memory kernel

AD Baczewski, SD Bond - The Journal of chemical physics, 2013 - pubs.aip.org
Generalized Langevin dynamics (GLD) arise in the modeling of a number of systems,
ranging from structured fluids that exhibit a viscoelastic mechanical response, to biological …

Anomalous diffusion and the generalized Langevin equation

SA McKinley, HD Nguyen - SIAM Journal on Mathematical Analysis, 2018 - SIAM
The generalized Langevin equation (GLE) is a stochastic integro-differential equation that is
commonly used to describe the velocity of microparticles that move randomly in viscoelastic …

Model comparison and assessment for single particle tracking in biological fluids

M Lysy, NS Pillai, DB Hill, MG Forest… - Journal of the …, 2016 - Taylor & Francis
State-of-the-art techniques in passive particle-tracking microscopy provide high-resolution
path trajectories of diverse foreign particles in biological fluids. For particles on the order of 1 …

On fractional Lévy processes: tempering, sample path properties and stochastic integration

BC Boniece, G Didier, F Sabzikar - Journal of Statistical Physics, 2020 - Springer
We define two new classes of stochastic processes, called tempered fractional Lévy process
of the first and second kinds (TFLP and TFLP II, respectively). TFLP and TFLP II make up …

Fluid–particle dynamics for passive tracers advected by a thermally fluctuating viscoelastic medium

C Hohenegger, SA McKinley - Journal of Computational Physics, 2017 - Elsevier
Many biological fluids, like mucus and cytoplasm, have prominent viscoelastic properties. As
a consequence, immersed particles exhibit subdiffusive behavior, which is to say, the …

Weak error rates for option pricing under linear rough volatility

C Bayer, EJ Hall, R Tempone - International Journal of Theoretical …, 2022 - World Scientific
In quantitative finance, modeling the volatility structure of underlying assets is vital to pricing
options. Rough stochastic volatility models, such as the rough Bergomi model [C. Bayer, PK …

Two-step wavelet-based estimation for Gaussian mixed fractional processes

P Abry, G Didier, H Li - Statistical Inference for Stochastic Processes, 2019 - Springer
A Gaussian mixed fractional process {Y (t)\} _ t ∈ R={PX (t)\} _ t ∈ RY (t) t∈ R= PX (t) t∈ R
is a multivariate stochastic process obtained by pre-multiplying a vector of independent …

[PDF][PDF] Weak error rates for option pricing under the rough Bergomi model

C Bayer, EJ Hall, R Tempone - 2020 - core.ac.uk
In quantitative finance, modeling the volatility structure of underlying assets is a key
component in the pricing of options. Rough stochastic volatility models, such as the rough …