Results 41 to 50 of about 18,041,869 (292)
Option Pricing by Willow Tree Method for Generalized Hyperbolic Lévy Processes
Journal of Mathematics, 2023 In this paper, a new approach is proposed to construct willow tree (WT) for generalized hyperbolic (GH) Lévy processes. There are two advantages of our proposed approach compared to the classical WT methods.
Hongying Wu, Zhiqiang Zhou, Caijuan Kang
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On Levy Processes Conditionedto Stay Positive [PDF]
, 2005 We construct the law of Levy processes conditioned to stay positive under general hypotheses. We obtain a Williams type path decomposition at the minimum of these processes.
L. Chaumont, R. Doney
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The evolutionary maintenance of Lévy flight foraging.
PLoS Computational Biology, 2022 Lévy flight is a type of random walk that characterizes the behaviour of many natural phenomena studied across a multiplicity of academic disciplines; within biology specifically, the behaviour of fish, birds, insects, mollusks, bacteria, plants, slime ...
Winston Campeau +2 more
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A Lévy-Ciesielski expansion for quantum Brownian motion and the construction of quantum Brownian bridges [PDF]
, 2007 We introduce "probabilistic" and "stochastic Hilbertian structures". These seem to be a suitable context for developing a theory of "quantum Gaussian processes". The Schauder system is utilised to give a Lévy-Ciesielski representation of quantum (bosonic)
Accardi L. +9 more
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Global Dirichlet Heat Kernel Estimates for Symmetric Lévy Processes in Half-Space [PDF]
, 2015 In this paper, we derive explicit sharp two-sided estimates for the Dirichlet heat kernels of a large class of symmetric (but not necessarily rotationally symmetric) Lévy processes on half spaces for all t>0$t>0$. These Lévy processes may or may not have
Zhen-Qing Chen, P. Kim
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Cognitive Behavioral Therapy for Youth with Childhood‐Onset Lupus: A Randomized Clinical Trial
Arthritis Care &Research, Accepted Article.Objective Our objective was to determine the feasibility and acceptability of the Treatment and Education Approach for Childhood‐onset Lupus (TEACH), a six‐session cognitive behavioral intervention addressing depressive, fatigue, and pain symptoms, delivered remotely to individual youth with lupus by a trained interventionist.
Natoshia R. Cunningham +29 more
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Jumping to Conclusion? A Lévy Flight Model of Decision Making [PDF]
Tutorials in Quantitative Methods for Psychology, 2020 The diffusion model is one of the most prominent response time models in cognitive psychology. The model describes evidence accumulation as a stochastic process that runs between two boundaries until a threshold is hit, and a decision is made.
Wieschen, Eva Marie +2 more
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Advanced Functional Materials, EarlyView.Permanent magnets derive their extraordinary strength from deep, universal electronic‐structure principles that control magnetization, anisotropy, and intrinsic performance. This work uncovers those governing rules, examines modern modeling and AI‐driven discovery methods, identifies critical bottlenecks, and reveals electronic fingerprints shared ...
Prashant Singh
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Continuous Time Autoregressive Moving Average Processes Driven by Semi-Levy Process
پژوهشهای ریاضی, 2020 Introduction A flexible and tractable class of linear models is Autoregressive moving average (ARMA) process that are in effect of discrete noises. The continuous time ARMA (CARMA) processes have wide applications in many data modeling where are more ...
Navideh Modarresi +2 more
doaj
ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES [PDF]
, 2015 We study a robust portfolio optimization problem under model uncertainty for an investor with logarithmic or power utility. The uncertainty is specified by a set of possible Lévy triplets, that is, possible instantaneous drift, volatility, and jump ...
Ariel Neufeld, Marcel Nutz
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