Results 21 to 30 of about 18,041,869 (292)
Fractal and Fractional, 2023 Long-run bifurcation analysis aims to describe the asymptotic behavior of a dynamical system. One of the main objectives of mathematical epidemiology is to determine the acute threshold between an infection’s persistence and its elimination.
Yassine Sabbar +3 more
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Noise reinforcement for Lévy processes [PDF]
Annales De L Institut Henri Poincare-probabilites Et Statistiques, 2018 In a step reinforced random walk, at each integer time and with a fixed probability p ∈ (0, 1), the walker repeats one of his previous steps chosen uniformly at random, and with complementary probability 1 − p, the walker makes an independent new step ...
J. Bertoin
semanticscholar +1 more source
A construction of continuous-time ARMA models by iterations of Ornstein-Uhlenbeck processes [PDF]
, 2016 We present a construction of a family of continuous-time ARMA processes based on p iterations of the linear operator that maps a Lévy process onto an Ornstein-Uhlenbeck process. The construction resembles the procedure to build an AR(p) from an AR(1). We
Arratia Quesada, Argimiro Alejandro +2 more
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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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Biggins' Martingale Convergence for Branching Lévy Processes [PDF]
, 2017 A branching Levy process can be seen as the continuous-time version of a branching random walk; see [BM17]. It describes a particle system on the real line in which particles move and reproduce independently one of the others, in a Poissonian manner ...
J. Bertoin, Bastien Mallein
semanticscholar +1 more source
On the last exit times for spectrally negative Lévy processes [PDF]
Journal of Applied Probability, 2016 Using a new approach, for spectrally negative Lévy processes we find joint Laplace transforms involving the last exit time (from a semiinfinite interval), the value of the process at the last exit time, and the associated occupation time, which ...
Yingqiu Li, C. Yin, Xiaowen Zhou
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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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Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions [PDF]
Bernoulli, 2016 Subordinating a multivariate Levy process, the subordinate, with a univariate subordinator gives rise to a pathwise construction of a new Levy process, provided the subordinator and the subordinate are independent processes.
B. Buchmann, Kevin W. Lu, D. Madan
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Logarithmic Lévy process directed by Poisson subordinator
Modern Stochastics: Theory and Applications, 2019 Let $\{L(t),t\ge 0\}$ be a Lévy process with representative random variable $L(1)$ defined by the infinitely divisible logarithmic series distribution. We study here the transition probability and Lévy measure of this process.
Penka Mayster, Assen Tchorbadjieff
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Lévy Processes Linked to the Lower-Incomplete Gamma Function
Fractal and Fractional, 2021 We start by defining a subordinator by means of the lower-incomplete gamma function. This can be considered as an approximation of the stable subordinator, easier to be handled in view of its finite activity.
Luisa Beghin, Costantino Ricciuti
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