Results 71 to 80 of about 45,963 (130)
Random-time processes governed by differential equations of fractional distributed order
, 2011 We analyze here different types of fractional differential equations, under the assumption that their fractional order $\nu \in (0,1] $ is random\ with probability density $n(\nu).$ We start by considering the fractional extension of the recursive ...
Beghin +27 more
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Complex and Entropy of Fluctuations of Agent-Based Interacting Financial Dynamics with Random Jump
Entropy, 2017 This paper investigates the complex behaviors and entropy properties for a novel random complex interacting stock price dynamics, which is established by the combination of stochastic contact process and compound Poisson process, concerning with stock ...
Yiduan Wang +3 more
doaj +1 more source
A functional CLT for the occupation time of a state-dependent branching random walk
, 2007 We show that the centred occupation time process of the origin of a system of critical binary branching random walks in dimension $d\ge 3$, started off either from a Poisson field or in equilibrium, when suitably normalized, converges to a Brownian ...
Iljana Zähle +2 more
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Probability distributions for the run-and-tumble models with variable speed and tumbling rate
Modern Stochastics: Theory and Applications, 2018 In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed according to a non ...
Luca Angelani, Roberto Garra
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Digital Communications and Networks, 2020 The ultra-dense network is a promising technology to increase the network capacity in the forthcoming fifth-generation (5G) mobile communication networks by deploying lots of low power Small Base Stations (SBSs) which overlap with Macro Base Stations ...
Qiaoshou Liu, Zhongpei Zhang
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General Fractional Calculus, Evolution Equations, and Renewal Processes
, 2011 We develop a kind of fractional calculus and theory of relaxation and diffusion equations associated with operators in the time variable, of the form $(Du)(t)=\frac{d}{dt}\int\limits_0^tk(t-\tau)u(\tau)\,d\tau -k(t)u(0)$ where $k$ is a nonnegative ...
Kochubei, Anatoly N.
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Pricing Compound and Extendible Options under Mixed Fractional Brownian Motion with Jumps
Axioms, 2019 This study deals with the problem of pricing compound options when the underlying asset follows a mixed fractional Brownian motion with jumps. An analytic formula for compound options is derived under the risk neutral measure.
Foad Shokrollahi
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IEEE Access, 2018 In this paper, coverage probability and effective capacity in downlink multiple-antenna cellular system are considered. Two scenarios are investigated; in the first scenario, it is assumed that the system employs distance-based fractional power control ...
Murtadha Al-Saedy +3 more
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, 2017 In this paper we show several connections between special functions arising from generalized COM-Poisson-type statistical distributions and integro-differential equations with varying coefficients involving Hadamard-type operators. New analytical results
Garra, Roberto +2 more
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Vestnik KRAUNC: Fiziko-Matematičeskie NaukiВ статье представлены результаты расчётов значений параметров, определяющих свойства деформационного процесса, на основании данных каталога землетрясений Камчатского филиала ФГБУН Федеральный исследовательский центр «Единая геофизическая служба РАН» (КФ ...
Шереметьева, О.В. +1 more
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