Results 51 to 60 of about 18,649,447 (327)
Stochastic bounds for Levy processes
, 2004 Using the Wiener-Hopf factorization, it is shown that it is possible to bound the path of an arbitrary Levy process above and below by the paths of two random walks. These walks have the same step distribution, but different random starting points.
Doney, R. A.
core +2 more sources
The law of the supremum of a stable Lévy process with no negative jumps [PDF]
, 2007 Let X = (Xt)t‚0 be a stable Levy process of index fi 2 (1;2) with no negative jumps, and let St = sup0•st Xs denote its running supremum for t>0 . We show that the density function ft of St can be characterized as the unique solution to a weakly singular
Violetta Bernyk, R. Dalang, G. Peskir
semanticscholar +1 more source
Cognitive Behavioral Therapy for Youth with Childhood‐Onset Lupus: A Randomized Clinical Trial
Arthritis Care &Research, Accepted Article.Objective Our objective was to determine the feasibility and acceptability of the Treatment and Education Approach for Childhood‐onset Lupus (TEACH), a six‐session cognitive behavioral intervention addressing depressive, fatigue, and pain symptoms, delivered remotely to individual youth with lupus by a trained interventionist.
Natoshia R. Cunningham +29 more
wiley +1 more source
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
doaj +1 more source
Mathematics, 2023 We introduce a novel option pricing model that features stochastic interest rates along with an underlying price process driven by stochastic string shocks combined with pure jump Lévy processes.
Alberto Bueno-Guerrero, Steven P. Clark
doaj +1 more source
Ruin Probabilities and Overshoots for General Levy Insurance Risk Processes
, 2004 We formulate the insurance risk process in a general Levy process setting, and give general theorems for the ruin probability and the asymptotic distribution of the overshoot of the process above a high level, when the process drifts to -\infty a.s.
Kluppelberg, Claudia +2 more
core +3 more sources
Advanced Functional Materials, EarlyView.Permanent magnets derive their extraordinary strength from deep, universal electronic‐structure principles that control magnetization, anisotropy, and intrinsic performance. This work uncovers those governing rules, examines modern modeling and AI‐driven discovery methods, identifies critical bottlenecks, and reveals electronic fingerprints shared ...
Prashant Singh
wiley +1 more source
Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes
Modern Stochastics: Theory and Applications, 2014 The notion of the transportation distance on the set of the Lévy measures on $\mathbb{R}$ is introduced. A Lévy-type process with a given symbol (state dependent analogue of the characteristic triplet) is proved to be well defined as a strong solution to
T. Kosenkova, A. Kulik
doaj +1 more source
Computer Simulation Study of the Levy Flight Process
, 2010 Random walk simulation of the Levy flight shows a linear relation between the mean square displacement and time. We have analyzed different aspects of this linearity.
Bouchaud +22 more
core +1 more source
Advanced Materials Technologies, EarlyView.Scalable manufacturing challenges and limited potency remain two of the most intransigent issues limiting clinical translation of EV therapeutics. Mechanical cues can induce phenotypic changes and increased vesiculation in EV source cells without the use of extraneous reagents, chemicals, and/or cargo, thereby potentially drastically improving the ...
Emily H. Powsner +10 more
wiley +1 more source