Results 21 to 30 of about 64,645 (264)
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
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Strong anomalous diffusion in two-state process with Lévy walk and Brownian motion
Physical Review Research, 2020 Strong anomalous diffusion phenomena are often observed in complex physical and biological systems, which are characterized by the nonlinear spectrum of exponents qν(q) by measuring the absolute qth moment 〈|x|^{q}〉.
Xudong Wang, Yao Chen, Weihua Deng
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Karpatsʹkì Matematičnì Publìkacìï, 2019 We deal with spaces of nonregular generalized functions in the Lévy white noise analysis, which are constructed using Lytvynov's generalization of a chaotic representation property.
N.A. Kachanovsky, T.O. Kachanovska
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Multiple Points of Levy Processes
The Annals of Probability, 1989 We prove a conjecture of Hendricks and Taylor that a Levy process in $\mathbb{R}^d$ with 1-potential kernel $u(x)$ will have $k$-multiple points if $\int_{|x| \leq 1} (u(x))^k dx 0$.
Le Gall, Jean-Francois +2 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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Computer simulation study of the Levy flight process [PDF]
Physica A: Statistical Mechanics and its Applications, 2009 14 pages, 7 ...
Ghaemi, Mehrdad +2 more
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Investigating Levy's model in financial series prediction(case of vanilla option) [PDF]
Mathematics and Modeling in FinanceIn recent years, there has been growing interest in the application of stochastic processes to model financial markets, particularly in the pricing and prediction of derivative instruments such as options. One of the more advanced models that has emerged
Seyed Jalal Tabatabaei
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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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Levy Measure Decompositions for the Beta and Gamma Processes [PDF]
CoRR, 2012 We develop new representations for the Levy measures of the beta and gamma processes. These representations are manifested in terms of an infinite sum of well-behaved (proper) beta and gamma distributions. Further, we demonstrate how these infinite sums may be truncated in practice, and explicitly characterize truncation errors.
Yingjian Wang 0004, Lawrence Carin
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Observer‐Based Adaptive Event‐Triggered Tracking Control for Fuzzy TS Systems With Premise Mismatch
International Journal of Adaptive Control and Signal Processing, EarlyView.This paper presents an adaptive logistic event‐triggered observer‐based tracking controller for Takagi‐Sugeno fuzzy systems under constrained inputs and network delays. Leveraging a hybrid LMI and Secretary Bird Optimization approach, this strategy significantly minimizes communication overhead and computational burden while ensuring optimal reference ...
Oussama Djadane +3 more
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