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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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Cliquet option pricing in a jump-diffusion Lévy model [PDF]
Modern Stochastics: Theory and Applications, 2018 We investigate the pricing of cliquet options in a jump-diffusion model. The considered option is of monthly sum cap style while the underlying stock price model is driven by a drifted Lévy process entailing a Brownian diffusion component as well as ...
Markus Hess
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A Fourier cosine expansion method for pricing FX-TARN under Lévy processes
Quantitative Finance and Economics, 2023 In this paper, we extend the Fourier cosine expansion (COS) method to the pricing of {foreign exchange} target redemption note (FX-TARN), a popular exotic currency option.
Kevin Z. Tong
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Mathematical Biosciences and Engineering, 2021 In this paper, a reaction-diffusion vegetation-water system with time-varying delay, impulse and Lévy jump is proposed. The existence and uniqueness of the positive solution are proved. Meanwhile, mainly through the principle of comparison, we obtain the
Zixiao Xiong +3 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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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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Threshold behaviour of a stochastic SIRS Lévy jump model with saturated incidence and vaccination
Mathematical Biosciences and Engineering, 2023 A stochastic SIRS system with $ \mathrm {L\acute{e}vy} $ process is formulated in this paper, and the model incorporates the saturated incidence and vaccination strategies.
Yu Zhu, Liang Wang, Zhipeng Qiu
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Electronic Research Archive, 2023 This paper models stochastic process of price time series of $ CSI $ $ 300 $ index in Chinese financial market, analyzes volatility characteristics of intraday high-frequency price data.
Xianfei Hui +4 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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