Results 51 to 60 of about 64,645 (264)
Acta AcusticaIn 1992, the author proposed a generalization of the Sabine formula that develops reverberation time over a series of powers of the reflection coefficient on the boundaries.
Polack Jean-Dominique
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Path properties of levy processes [PDF]
, 2019 This thesis can be split into two main components, the first of which looks at the fractal dimension, specifically, box-counting dimension, of sets related to subordinators (non-decreasing L evy processes). It was recently shown in [111] that lim !0 U( )N(t; ) = t almost surely, where N(t; ) is the minimal number of boxes of size at most needed to
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Combinatorial Lévy processes [PDF]
The Annals of Applied Probability, 2018 Combinatorial Levy processes evolve on general state spaces of countable combinatorial structures. In this setting, the usual Levy process properties of stationary, independent increments are defined in an unconventional way in terms of the symmetric difference operation on sets.
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The Legislation for Providing Animal Access in Australian Residential Aged Care: It's Not a Zoo
Australian Journal of Social Issues, EarlyView.ABSTRACT Providing meaningful animal contact to residential aged care facility (RACF) residents is problematic due to a lack of animal policies and National Guidelines. This paper examines how Australian Legislation could influence access to animal contact in RACFs and aims to answer the question, ‘Could current Legislation facilitate the development ...
Wendy Newton +2 more
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Cliquet option pricing with Meixner processes
Modern Stochastics: Theory and Applications, 2018 We investigate the pricing of cliquet options in a geometric Meixner model. The considered option is of monthly sum cap style while the underlying stock price model is driven by a pure-jump Meixner–Lévy process yielding Meixner distributed log-returns ...
Markus Hess
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Nonlinear Stochastic SIS Epidemic Model Incorporating Lévy Process
Complexity, 2022 In this work, we study a stochastic SIS epidemic model with Lévy jumps and nonlinear incidence rates. Firstly, we present our proposed model and its parameters.
Amine El Koufi
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Lévy processes conditioned to stay in a half-space with applications to directional extremes
Modern Stochastics: Theory and Applications, 2022 This paper provides a multivariate extension of Bertoin’s pathwise construction of a Lévy process conditioned to stay positive or negative. Thus obtained processes conditioned to stay in half-spaces are closely related to the original process on a ...
Jevgenijs Ivanovs, Jakob D. Thøstesen
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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 Lévy processes. The latter is a Lévy 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.
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Australian Journal of Social Issues, EarlyView.ABSTRACT In 2021, a desktop review was conducted of published references to First Nations peoples' approaches to conflict and its management in Australia (Project Stage One), culminating in a report published in 2024. This article focuses on Project Stage Two, a complex, innovative research undertaking building on the findings of Stage One, and being ...
Helen Bishop +3 more
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Cliquet option pricing in a jump-diffusion Lévy model
Modern Stochastics: Theory and Applications, 2018 We investigate the pricing of cliquet options in a jump-diffusion model. The considered option is of monthly sum cap style while the underlying stock price model is driven by a drifted Lévy process entailing a Brownian diffusion component as well as ...
Markus Hess
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