Results 61 to 70 of about 46,157 (263)
Continuous-time random walks and Lévy walks with stochastic resetting
Physical Review Research, 2020 Intermittent stochastic processes appear in a wide field, such as chemistry, biology, ecology, and computer science. This paper builds up the theory of intermittent continuous-time random walk (CTRW) and Lévy walk, in which the particles are ...
Tian Zhou, Pengbo Xu, Weihua Deng
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Dependent jump processes with coupled Lévy measures [PDF]
I present a simple method for the modeling and simulation of dependent positive jump processes through a series representation. Each constituent process is represented by a series whose terms are equal to a transformation of the jump times of a standard ...
Naoufel El-Bachir
core
Challenging Resection Comes in Many Forms: Addressing Difficult Cam Morphology
Arthroscopy Techniques, EarlyView.Abstract Femoroacetabular impingement with cam morphology that fails nonoperative management can be addressed with hip arthroscopy and cam resection. There exists a wide variation of cam morphology due to various etiologies that can make some cam lesions more challenging to address. A thorough preoperative evaluation and the utilization of a variety of
Jason G. Ina +5 more
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First passage and first hitting times of Lévy flights and Lévy walks
New Journal of Physics, 2019 For both Lévy flight and Lévy walk search processes we analyse the full distribution of first-passage and first-hitting (or first-arrival) times. These are, respectively, the times when the particle moves across a point at some given distance from its ...
Vladimir V Palyulin +6 more
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Path dependent option pricing under Lévy processes applied to Bermudan options
, 2004 A model is developed that can price path dependent options when the underlying process is an exponential Lévy process with closed form conditional characteristic function. The model is an extension of a recent quadrature option pricing model so that it
O'Sullivan, Conall
core
Autism Research, EarlyView.ABSTRACT Auditory mismatch responses—mismatch negativity (MMN) and mismatch fields (MMF)—are well established electrophysiological markers of automatic auditory discrimination supported by short‐term sensory memory. These responses, typically elicited using passive oddball paradigms, are increasingly used to investigate sensory and language processing ...
Sara Cacciato‐Salcedo +4 more
wiley +1 more source
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
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Autism Research, EarlyView.ABSTRACT Variants in the CNTNAP2 gene, encoding the cell adhesion molecule CASPR2, have been identified as genetic risk factors for autism spectrum disorder (ASD). However, the mechanisms through which CNTNAP2 dysfunction alters circuit function remain unknown.
Krisztina Sáfár +10 more
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
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Optimal Bail-Out Dividend Problem with Transaction Cost and Capital Injection Constraint
Risks, 2019 We consider the optimal bail-out dividend problem with fixed transaction cost for a Lévy risk model with a constraint on the expected present value of injected capital.
Mauricio Junca +2 more
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