Results 21 to 30 of about 18,649,447 (327)
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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Finite Variation of Fractional Levy Processes [PDF]
, 2010 Various characterizations for fractional Levy process to be of finite variation are obtained, one of which is in terms of the characteristic triplet of the driving Levy process, while others are in terms of differentiability properties of the sample ...
Bender, Christian +2 more
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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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Meromorphic Levy processes and their fluctuation identities [PDF]
, 2011 The last couple of years has seen a remarkable number of new, explicit examples of the Wiener-Hopf factorization for Levy processes where previously there had been very few.
Kuznetsov, Alexey +2 more
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A fuzzy approach to option pricing in a Levy process setting
International Journal of Applied Mathematics and Computer Sciences, 2013 In this paper the problem of European option valuation in a Levy process setting is analysed. In our model the underlying asset follows a geometric Levy process.
P. Nowak, M. Romaniuk
semanticscholar +1 more source
Mass spectrum from stochastic Levy-Schroedinger relativistic equations: possible qualitative predictions in QCD [PDF]
, 2011 Starting from the relation between the kinetic energy of a free Levy-Schroedinger particle and the logarithmic characteristic of the underlying stochastic process, we show that it is possible to get a precise relation between renormalizable field ...
Abramowitz M. +5 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.
openaire +4 more sources
REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS [PDF]
The ANZIAM Journal, 2008 In this paper, we deal with a class of reflected backward stochastic differential equations (RBSDEs) corresponding to the subdifferential operator of a lower semi-continuous convex function, driven by Teugels martingales associated with a Lévy process ...
Yong Ren, Xiliang Fan
semanticscholar +1 more source
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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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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