Results 11 to 20 of about 3,029 (232)
BSDEs with monotone generator driven by time-changed Lévy noises
Advances in Difference Equations, 2017 In this paper, we establish an existence and uniqueness theorem for solutions to backward stochastic differential equations driven by time-changed Lévy noises, in which the generator is monotonic and general growth with respect to y.
Xiaohui Shen, Long Jiang
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L2 properties of Lévy generators on compact Riemannian manifolds [PDF]
, 2021 We consider isotropic Lévy processes on a compact Riemannian manifold, obtained from an Rd-valued Lévy process through rolling without slipping. We prove that the Feller semigroups associated with these processes extend to strongly continuous contraction
Brockway, R.S., Applebaum, D.
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Generalisations of Lévy Operators to Manifolds and Symmetric Spaces [PDF]
, 2022 In this thesis, functional analytical methods are applied to the study of Lévy and Feller processes on manifolds. In the case of a compact Riemannian manifold, we prove that the Feller semigroup and generator of an isotropic Lévy process extend to Lᵖ ...
Shewell Brockway, Rosemary Jane
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On the spectrum of self-adjoint Lévy generators [PDF]
, 2019 We investigate the spectrum of the generator of a self-adjoint transition semigroup of a (symmetric) Lévy process taking values in d–dimensional ...
Applebaum, David +2 more
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Environmental and Economic Dispatching of Fire-Wind Combined System Based on Improved MOPSO [PDF]
E3S Web of ConferencesThe environmental and economic dispatch of fire-wind combined system aims to minimize the cost and pollution gas emissions by coordinating various generator sets while meeting the constraints.
Li Rongshuai +3 more
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Finite Difference Methods for the generator of 1D asymmetric alpha-stable Lévy motions [PDF]
, 2017 Several finite difference methods are proposed for the infinitesimal generator of 1D asymmetric α-stable Lévy motions, based on the fact that the operator becomes a multiplier in the spectral space.
Xiao Wang +3 more
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Energies, 2019 In this paper, a Flower Pollination Algorithm (FPA) has been proposed for relieving congestion in the deregulated power electricity industry. Congestion in the power market is one the contemplative challenges to be overcome in the era of deregulation ...
Padmini Sankaramurthy +4 more
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Geometry of particle emission in UrQMD Ar+Sc collisions at SPS energies
Physics Letters BOver the past few decades, progress in femtoscopy has been driven by the interplay between experimental measurements and theoretical calculations. Measurements provide data to support the theory, while theoretical predictions guide new measurements.
Barnabás Pórfy, Máté Csanád
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The Lévy–Khintchine type operators with variable Lipschitz continuous coefficients generate linear or nonlinear Markov processes and semigroups [PDF]
, 2011 Ito's construction of Markovian solutions to stochastic equations driven by a Lévy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the corresponding ...
Kolokoltsov, V. N. (Vasiliĭ Nikitich)
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MathematicsThis paper studies Dirichlet problems for one-dimensional Lévy-type nonlocal elliptic equations on the half-line. The equation Lμν(x)=f(x), x>0, ν(x)=0, x≤0 is transformed into a weighted nonlocal equation associated with a multiplicative jump process ...
Chukiat Saksurakan, Sekson Sirisubtawee
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