Results 11 to 20 of about 74,210 (205)

Property Claim Services by Compound Poisson Process And Inhomogeneous Levy Process

Science Journal of University of Zakho, 2018
In this paper, stochastic compound Poisson process is employed to value the catastrophic insurance options and model the claim arrival process for catastrophic events, which were written in the loss period , during which the catastrophe took place. Here,
Muhammed A.S. Murad
doaj   +4 more sources

Wavelet Coefficients of Levy Process

, 2010
Cet article présente une expression de la fonction caractéristique des coefficients de décomposition en ondelettes d'un processus de Levy. Le cas particulier de l'ondelette de Haar et d'un processus entrelacé est traité plus en détail.
Suyundykov, Ruslan, Puechmorel, Stéphane, Ferré, Louis   +2 more
core   +3 more sources

Data for: Coalescence in fused filament fabrication process: thermo-dependent characterization of high-performance polymer properties

, 2020
This is the data associated with the journal article « Coalescence in fused filament fabrication process: thermo-dependent characterization of high-performance polymer properties » by Arthur Lepoivre , Arthur Levy , Nicolas Boyard , Vincent Gaudefroy ...
Levy, A
core   +3 more sources

Extensions of Regularity for a Levy Process [PDF]

, 2022
We obtain necessary and sufficient conditions for the finiteness of certain moment functions of the random variable T0(-), which is the first passage time of a Levy process (X-t)(t >= 0) below zero, and the position XT0- of the process at this time.
Maller, Ross
core   +1 more source

Wick calculus on spaces of regular generalized functions of Levy white noise analysis

Karpatsʹkì Matematičnì Publìkacìï, 2018
Many objects of the Gaussian white noise analysis (spaces of test and generalized functions, stochastic integrals and derivatives, etc.) can be constructed and studied in terms of so-called chaotic decompositions, based on a chaotic representation ...
M.M. Frei
doaj   +1 more source

Pricing American Options by a Fourier Transform Multinomial Tree in a Conic Market

Discrete Dynamics in Nature and Society, 2022
Based on FFT, a high-order multinomial tree is constructed, and the method to obtain the price of American style options in the Lévy conic market is studied.
Weiwei Wang, Xiaoping Hu
doaj   +1 more source

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
doaj   +1 more source

A modified Φ-Sobolev inequality for canonical Lévy processes and its applications

Modern Stochastics: Theory and Applications, 2023
A new modified Φ-Sobolev inequality for canonical ${L^{2}}$-Lévy processes, which are hybrid cases of the Brownian motion and pure jump-Lévy processes, is developed.
Noriyoshi Sakuma, Ryoichi Suzuki
doaj   +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
doaj   +1 more source

On operators of stochastic differentiation on spaces of regular test and generalized functions of Lévy white noise analysis

Karpatsʹkì Matematičnì Publìkacìï, 2014
The operators of stochastic differentiation, which are closely related with the extended Skorohod stochastic integral and with the Hida stochastic derivative, play an important role in the classical (Gaussian) white noise analysis.
M.M. Dyriv, N.A. Kachanovsky
doaj   +1 more source