Results 1 to 10 of about 115,543 (153)
Kajian Integral Lintasan Levy dalam Mekanika Kuantum Fraksional untuk Membentuk Persamaan Schrodinger Fraksional [PDF]
Risenologi, 2020 The implementation of Lévy path integral generated by Lévy stochastic process on fractional Schrödinger equation has been investigated in the framework of fractional quantum mechanics.
Chandra Halim, M. Farchani Rosyid
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Adaptive Lévy processes and area-restricted search in human foraging. [PDF]
PLoS ONE, 2013 A considerable amount of research has claimed that animals' foraging behaviors display movement lengths with power-law distributed tails, characteristic of Lévy flights and Lévy walks.
Thomas T Hills +2 more
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Occupation times of intervals until first passage times for spectrally negative Lévy processes [PDF]
Stochastic Processes and their Applications, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Loeffen, Ronnie L. +2 more
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Extension of Short Rate Model Under a Lévy Process
Fountain Journal of Natural and Applied Sciences (FUJNAS), 2023 A lot of abnormalities occur in real-life scenarios, thus leading to some difficulties in modelling such scenarios without a deeper understanding of certain aspects of Lévy processes.
Dr A. M. Udoye
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Karpatsʹkì Matematičnì Publìkacìï, 2022 We deal with spaces of regular test functions in the Lévy white noise analysis, which are constructed using Lytvynov's generalization of a chaotic representation property.
N.A. Kachanovsky
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Gamma mixed fractional Lévy Ornstein–Uhlenbeck process
Modern Stochastics: Theory and Applications, 2023 In this article, a non-Gaussian long memory process is constructed by the aggregation of independent copies of a fractional Lévy Ornstein–Uhlenbeck process with random coefficients. Several properties and a limit theorem are studied for this new process.
Héctor Araya +2 more
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Pricing American Options by a Fourier Transform Multinomial Tree in a Conic Market
Discrete Dynamics in Nature and Society, 2022 Based on FFT, a high-order multinomial tree is constructed, and the method to obtain the price of American style options in the Lévy conic market is studied.
Weiwei Wang, Xiaoping Hu
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Partial stabilization of stochastic hybrid neural networks driven by Lévy noise
Systems Science & Control Engineering, 2020 The paper tackles the stabilization of stochastic hybrid neural networks. Different from the existing work which the Brownian motion was used to stabilize neural networks for the stochastic stability, the stabilization is generalized by Lévy noise in ...
Dezhi Liu +3 more
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A Lévy-Driven Stochastic Queueing System with Server Breakdowns and Vacations
Mathematics, 2020 Motivated by modelling the data transmission in computer communication networks, we study a Lévy-driven stochastic fluid queueing system where the server may subject to breakdowns and repairs.
Yi Peng, Jinbiao Wu
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A modified Φ-Sobolev inequality for canonical Lévy processes and its applications
Modern Stochastics: Theory and Applications, 2023 A new modified Φ-Sobolev inequality for canonical ${L^{2}}$-Lévy processes, which are hybrid cases of the Brownian motion and pure jump-Lévy processes, is developed.
Noriyoshi Sakuma, Ryoichi Suzuki
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