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Convergence of hitting times for jump-diffusion processes
Modern Stochastics: Theory and Applications, 2015 We investigate the convergence of hitting times for jump-diffusion processes. Specifically, we study a sequence of stochastic differential equations with jumps.
Georgiy Shevchenko
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Detecting jumps from Lévy jump diffusion processes☆ [PDF]
Journal of Financial Economics, 2008 Abstract Recent asset-pricing models incorporate jump risk through Levy processes in addition to diffusive risk. This paper studies how to detect stochastic arrivals of small and big Levy jumps with new nonparametric tests. The tests allow for robust analysis of their separate characteristics and facilitate better estimation of return dynamics ...
Suzanne S. Lee, Jan Hannig
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Geometric approximations to transition densities of Jump-type Markov processes
Open Mathematics, 2021 This paper is concerned with the transition functions of symmetric Levy-type processes generated by a pseudo-differential operator with variable coefficients.
Zhuang Yuanying, Song Xiao
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Traveling-wave tubes on looping waveguides with a potential jump
Доклады Белорусского государственного университета информатики и радиоэлектроники, 2021 Using computer simulation, a study of the effect of a potential jump on the interaction processes in O-type traveling-wave tubes has been carried out.
A. V. Aksenchyk, I. F. Kirynovich
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Effect of different jump distributions on the dynamics of jump processes [PDF]
Physical Review E, 2010 The paper investigates stochastic processes forced by independent and identically distributed jumps occurring according to a Poisson process. The impact of different distributions of the jump amplitudes are analyzed for processes with linear drift. Exact expressions of the probability density functions are derived when jump amplitudes are distributed ...
Daly, Edoardo, Porporato, Amilcare
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Homogenization of non-symmetric jump processes
Advances in Applied Probability, 2023 AbstractWe study homogenization for a class of non-symmetric pure jump Feller processes. The jump intensity involves periodic and aperiodic constituents, as well as oscillating and non-oscillating constituents. This means that the noise can come both from the underlying periodic medium and from external environments, and is allowed to have different ...
Huang, Qiao +2 more
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MathematicsJump-diffusion algorithms are applied to sampling from Bayesian posterior distributions. We consider a class of random sampling algorithms based on continuous-time jump processes.
Aaron Lanterman
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Спортивная медицина: наука и практика, 2023 Aim of the study: to identify mutual interaction between the reaction to a moving object with functional state of the central nervous system and kinematic-dynamic parameters of complex coordination movement.Materials and methods: 9 elite alpine skiers ...
A. S. Kryuchkov +4 more
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Survivors of pediatric brain tumors (PBTs) can experience long‐term social difficulties, impacting quality of life. Beyond medical and environmental factors, family psychosocial risk may play a role in social outcomes by shaping the caregiving environment and may provide intervention options.
Renske H. Houben +4 more
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Weak Poincaré inequalities and hitting times for jump processes
Journal of Inequalities and Applications, 2016 In this paper, we get a criteria of weak Poincaré inequality by some integrability of hitting times for jump processes. In fact, integrability of hitting times on a subset F of state space E implies that the taboo process restricted on E ∖ F $E\setminus ...
Huihui Cheng, Hongde Xiao
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