Results 11 to 20 of about 170 (158)
Large deviations for a class of tempered subordinators and their inverse processes [PDF]
Proceedings of the Royal Society of Edinburgh: Section A Mathematics, 2021 We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The main contribution in this paper is a non-central moderate deviations result. More precisely we mean a class of large deviation principles that fill the gap between the (trivial)
Leonenko N, Macci C, Pacchiarotti B
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Modern Stochastics: Theory and Applications, 2020 We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. This kind of processes are useful in the study of chain molecular diffusions.
Luisa Beghin +2 more
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On a Fractional Stochastic Risk Model with a Random Initial Surplus and a Multi-Layer Strategy
Mathematics, 2022 The paper deals with a fractional time-changed stochastic risk model, including stochastic premiums, dividends and also a stochastic initial surplus as a capital derived from a previous investment.
Enrica Pirozzi
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Cesaro Limits for Fractional Dynamics
Fractal and Fractional, 2021 We study the asymptotic behavior of random time changes of dynamical systems. As random time changes we propose three classes which exhibits different patterns of asymptotic decays.
Yuri Kondratiev, José da Silva
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Noncentral moderate deviations for fractional Skellam processes
Modern Stochastics: Theory and Applications, 2023 The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability to zero (governed by a large deviation principle) and a weak convergence to
Jeonghwa Lee, Claudio Macci
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A New Fractional Poisson Process Governed by a Recursive Fractional Differential Equation
Fractal and Fractional, 2022 This paper proposes a new fractional Poisson process through a recursive fractional differential governing equation. Unlike the homogeneous Poison process, the Caputo derivative on the probability distribution of k jumps with respect to time is linked to
Zhehao Zhang
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CoRR, 2022 Uploaded without the consent of the tutor, so request to ...
Tang, Xiangong, Wang, Can, Deng, Weihua
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Poissonian resetting of subdiffusion in a linear potential
Condensed Matter Physics, 2023 Resetting a stochastic process is an important problem describing the evolution of physical, biological and other systems which are continually returned to their certain fixed point. We consider the motion of a subdiffusive particle with a constant drift
A. A. Stanislavsky
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Does Neuroticism Disrupt the Psychological Benefits of Nostalgia? A Meta‐analytic Test
European Journal of Personality, EarlyView., 2020 Abstract Nostalgia, a sentimental longing or wistful affection for the past, confers self‐oriented, existential, and social benefits. We examined whether nostalgic engagement is less beneficial for individuals who are high in neuroticism (i.e. emotionally unstable and prone to negative affect).
Julius Frankenbach +4 more
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Lévy-walk-like Langevin dynamics
New Journal of Physics, 2019 Continuous-time random walks and Langevin equations are two classes of stochastic models used to describe the dynamics of particles in the natural world.
Xudong Wang, Yao Chen, Weihua Deng
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