Results 11 to 20 of about 63,195 (264)
A Novel Ant Colony Optimization Algorithm With Levy Flight
IEEE Access, 2020 Ant Colony Optimization (ACO) is a widely applied meta-heuristic algorithm. Little researches focused on the candidate selection mechanism, which was developed based on the simple uniform distribution.
Yahui Liu, Buyang Cao
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A Lévy-Driven Stochastic Queueing System with Server Breakdowns and Vacations
Mathematics, 2020 Motivated by modelling the data transmission in computer communication networks, we study a Lévy-driven stochastic fluid queueing system where the server may subject to breakdowns and repairs.
Yi Peng, Jinbiao Wu
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Communications, 2018 In this paper, we consider the robust adaptive non parametric estimation problem for the periodic function observed with the Levy noises in continuous time.
Evgeny Pchelintsev +2 more
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Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2010 Motivated by classical considerations from risk theory, we investigate boundary crossing problems for refracted L vy processes. The latter is a L vy process whose dynamics change by subtracting off a fixed linear drift (of suitable size) whenever the aggregate process is above a pre-specified level.
Kyprianou, A. E., Loeffen, R. L.
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On Wick calculus on spaces of nonregular generalized functions of Levy white noise analysis
Karpatsʹkì Matematičnì Publìkacìï, 2018 Development of a theory of test and generalized functions depending on infinitely many variables is an important and actual problem, which is stipulated by requirements of physics and mathematics.
N.A. Kachanovsky
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Gamma mixed fractional Lévy Ornstein–Uhlenbeck process
Modern Stochastics: Theory and Applications, 2023 In this article, a non-Gaussian long memory process is constructed by the aggregation of independent copies of a fractional Lévy Ornstein–Uhlenbeck process with random coefficients. Several properties and a limit theorem are studied for this new process.
Héctor Araya +2 more
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Combinatorial Lévy processes [PDF]
The Annals of Applied Probability, 2018 Combinatorial Levy processes evolve on general state spaces of countable combinatorial structures. In this setting, the usual Levy process properties of stationary, independent increments are defined in an unconventional way in terms of the symmetric difference operation on sets.
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Derivation of the Fractional Fokker–Planck Equation for Stable Lévy with Financial Applications
Mathematics, 2023 This paper aims to propose a generalized fractional Fokker–Planck equation based on a stable Lévy stochastic process. To develop the general fractional equation, we will use the Lévy process rather than the Brownian motion.
Reem Abdullah Aljethi, Adem Kılıçman
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Levy Process Simulation by Stochastic Step Functions [PDF]
SIAM Journal on Scientific Computing, 2013 20 pages, 18 ...
Sørensen, Torquil Macdonald +1 more
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Random Dynamics of the Stochastic Boussinesq Equations Driven by Lévy Noises
Abstract and Applied Analysis, 2013 This paper is devoted to the investigation of random dynamics of the stochastic Boussinesq equations driven by Lévy noise. Some fundamental properties of a subordinator Lévy process and the stochastic integral with respect to a Lévy process are discussed,
Jianhua Huang, Yuhong Li, Jinqiao Duan
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