Results 21 to 30 of about 74,210 (205)
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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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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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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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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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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Stylized Model of Lévy Process in Risk Estimation
Mathematics, 2023 Risk management is a popular and important problem in academia and industry. From a small-scale system, such as city logistics, to a large-scale system, such as the supply chain of a global industrial or financial system, efficient risk management is ...
Xin Yun +4 more
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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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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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Unimodality for free Levy processes [PDF]
, 2017 We will prove that: (1) A symmetric free Levy process is unimodal if and only if its free Levy measure is unimodal; (2) Every free Levy process with boundedly supported Levy measure is unimodal in sufficiently large time.
Hasebe, Takahiro +3 more
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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
openaire +2 more sources