Results 81 to 90 of about 46,157 (263)

Exponentially quasi-mixing limits for killed symmetric Lévy processes

Modern Stochastics: Theory and Applications
Quasi-mixing limits of the killed symmetric Lévy process are studied. It is proved that (intrinsic) ultracontractivity of the underlying process implies the existence of its (uniformly) exponentially quasi-mixing limits. As a by-product, this implication
Yunxi Wu, Hanjun Zhang, Huasheng Li
doaj   +1 more source

Abrupt Lévy processes

, 2003
Among Lévy processes with unbounded variation, we distinguish the abrupt ones, which are characterised by infinitely sharp extrema. Stable processes with parameter α>1 and creeping Lévy processes are abrupt. We give a characterisation of abrupt processes
Vigon, Vincent
core   +1 more source

Past and Future of Sustainability Indicator Research in Agribusiness: A Bibliometric and Forecasting Analysis

Business Strategy and the Environment, EarlyView.
ABSTRACT This study offers a forward‐looking assessment of sustainability indicator research in agribusiness by integrating bibliometric mapping with ARIMA‐based forecasting. Analysing 403 Scopus‐indexed articles, bibliographic‐coupling analysis identifies three contemporary thematic domains: Techno‐Managerial Sustainability, Systemic and ...
Marcelo Kratz Mendes, Olga Cam, Aurora Carneiro Zen, Roger de Bem Jaeger, Daniela Callegaro‐de‐Menezes, Juliana Matos de Meira   +5 more
wiley   +1 more source

Multistable Lévy motions and their continuous approximations

, 2015
Multistable Lévy motions are extensions of Lévy motions where the stability index is allowed to vary in time. Several constructions of these processes have been introduced recently, based on Poisson and Ferguson-Klass-LePage series representations and on
Lévy Véhel, Jacques, Fan, Xiequan
core   +1 more source

IntLevPy: A Python library to classify and model intermittent and Lévy processes

SoftwareX
IntLevPy provides a comprehensive description of the IntLevPy Package, a Python library designed for simulating and analyzing intermittent and Lévy processes. The package includes functionalities such as full parameter estimation and fitting optimization
Shailendra Bhandari, Pedro Lencastre, Sergey Denisov, Yurii S. Bystryk, Pedro G. Lind   +4 more
doaj   +1 more source

Skewness Premium with Lévy Processes [PDF]

We study the skewness premium (SK) introduced by Bates (1991) in a general context using Lévy Processes. We obtain sufficient and necessary conditions for Bate's x% rule to hold.
Ernesto Mordecki, José Fajardo
core  

Achieving Carbon Neutrality: Strategic Pathways to Sustainability and Net Zero in Manufacturing Supply Chains

Business Strategy and the Environment, EarlyView.
ABSTRACT Reaching global net‐zero targets has become an urgent priority as businesses and nations face increasing pressure to reduce greenhouse gas emissions. Achieving carbon neutrality in manufacturing supply chains requires comprehensive systemic changes across business processes.
Vimal K. E. K., Sivakumar K., Jayakrishna Kandasamy, Umesh Kumar, Anil Kumar, Ashutosh Samadhiya   +5 more
wiley   +1 more source

AASLD practice guidance on drug, herbal, and dietary supplement–induced liver injury

, 2022
Hepatology, EarlyView.
Robert J. Fontana, Iris Liou, Adrian Reuben, Ayako Suzuki, M. Isabel Fiel, William Lee, Victor Navarro   +6 more
wiley   +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
core  

Time Changes for Lévy Processes

, 2001
The goal of this paper is to consider pure jump Lévy processes of finite variation with an infinite arrival rate of jumps as models for the logarithm of asset prices. These processes may be written as time‐changed Brownian motion. We exhibit the explicit
Hélyette Geman, Marc Yor, Geman, Hélyette, Dilip B. Madan   +3 more
core   +1 more source