Results 1 to 10 of about 28 (28)

The stability with general decay rate of hybrid stochastic fractional differential equations driven by Lévy noise with impulsive effects

open access: yesOpen Mathematics, 2022
In this paper, our aims are to study the stability with general decay rate of hybrid stochastic fractional differential equations driven by Lévy noise with impulsive effects.
Hou Tingting, Zhang Hui
doaj   +1 more source

The deFinetti representation of generalised Marshall–Olkin sequences

open access: yesDependence Modeling, 2020
We show that each infinite exchangeable sequence τ1, τ2, . . . of random variables of the generalised Marshall–Olkin kind can be uniquely linked to an additive subordinator via its deFinetti representation. This is useful for simulation, model estimation,
Sloot Henrik
doaj   +1 more source

A stochastic hepatitis B model with media coverage and Lévy noise

open access: yesJournal of Taibah University for Science
Globally, it is evident that vaccination and social media significantly influence the spread of diseases. Research has demonstrated that the spread of diseases can be affected by unforeseen events.
Sayed Murad Ali Shah   +4 more
doaj   +1 more source

Pullback measure attractors and evolution system of measures for p-Laplacian Ginzburg–Landau lattice systems driven by superlinear Lévy noise

open access: yesAdvanced Nonlinear Studies
This paper investigates the existence, uniqueness, and asymptotic behavior of pullback measure attractors and evolution systems of measures for a complex-valued p-Laplacian Ginzburg–Landau lattice system (GLLS) driven by superlinear Lévy noise.
Zeng Sangui, Long Jianren, Wang Renhai
doaj   +1 more source

Cost-efficiency in multivariate Lévy models

open access: yesDependence Modeling, 2015
Rüschendorf Ludger, Wolf Viktor
doaj   +1 more source

The mean field market model revisited. [PDF]

open access: yesEur Actuar J
Hasenbichler M, Müller W, Thonhauser S.
europepmc   +1 more source
Some of the next articles are maybe not open access.

Geometrically Convergent Simulation of the Extrema of Lévy Processes

Mathematics of Operations Research, 2022
Jorge Gonzalez Cázares   +2 more
exaly  

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