Results 101 to 110 of about 18,041,869 (292)
Voltage drop across Josephson junctions for Lévy noise detection
Physical Review Research, 2020 We propose to characterize Lévy-distributed stochastic fluctuations through the measurement of the average voltage drop across a current-biased Josephson junction.
Claudio Guarcello +4 more
doaj +1 more source
Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance. [PDF]
We show how to calculate European-style option prices when the log-stock price process follows a Lévy-Stable process with index parameter 1≤α≤2 and skewness parameter -1≤β≤1.
Cartea, Álvaro, Howison, Sam
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On extended stochastic integrals with respect to Lévy processes
Karpatsʹkì Matematičnì Publìkacìï, 2013 Let $L$ be a Levy process on $[0,+\infty)$. In particular cases, when $L$ is a Wiener or Poisson process, any square integrable random variable can be decomposed in a series of repeated stochastic integrals from nonrandom functions with respect to $L ...
N.A. Kachanovsky
doaj +1 more source
A Proposal of Portfolio Choice for Infinitely Divisible Distributions of Assets Returns [PDF]
In the paper we present a proposal of augmenting portfolio analysis for the infinitely divisible distributions of returns - so that the prices of assets can follow Lévy processes.
Kliber, Pawel
core +1 more source
Distal femoral morphology as a risk factor for osteoarthritis
The Anatomical Record, EarlyView.Abstract Osteoarthritis (OA) is a leading cause of disability affecting millions of adults in the United States, commonly resulting in the need for total knee arthroplasty (TKA) to restore mobility and quality of life. This study investigates potential differences in baseline distal femoral shape between individuals who received TKA due to OA and a ...
Haley Horbaly
wiley +1 more source
Distributed-order (q,τ)-deformed Lévy processes and their spectral properties
Frontiers in PhysicsLévy processes play a central role in stochastic modeling, providing a unifying framework for jump dynamics, anomalous diffusion, and heavy-tailed phenomena across physics and applied sciences.
Ibtisam Aldawish, Rabha W. Ibrahim
doaj +1 more source
Potential Densities for Taxed Spectrally Negative Lévy Risk Processes
Risks, 2019 This paper revisits the spectrally negative Lévy risk process embedded with the general tax structure introduced in Kyprianou and Zhou (2009). A joint Laplace transform is found concerning the first down-crossing time below level 0.
Wenyuan Wang, Xiaowen Zhou
doaj +1 more source
Equivalent Martingale Measures and Lévy Processes [PDF]
In this paper we compute equivalent martingale measures when the asset price return is modeled by a Lévy process.
José Fajardo
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Anatomical Sciences Education, Volume 18, Issue 3, Page 289-300, March 2025.Abstract It is likely existing anatomical illustrations are often used as the basis for new illustrative works, given not all illustrators have access to human tissues, bodies, or prosections on which to base their illustrations. Potential issues arise with this practice in the realms of copyright infringement and plagiarism when authors are seeking to
Jon Cornwall +7 more
wiley +1 more source
Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators [PDF]
The traditional multivariate Lévy process constructed by subordinating a Brownian motion through a univariate subordinator presents a number of drawbacks, including the lack of independence and a limited range of dependence.
Elisa Luciano, Patrizia Semeraro
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