Results 81 to 90 of about 18,649,447 (327)
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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, 2006 The author's name and surname appear in this replacement in the correct ...
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American Journal of Community Psychology, EarlyView.Abstract Background Resettled refugee families face elevated mental health risks, compounded by structural and cultural barriers. The Family Strengthening Intervention for Resettlement (FSIR), co‐developed with resettled refugee communities, aims to improve family functioning and child mental health.
Euijin Jung +7 more
wiley +1 more source
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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Levy's distributional property for symmetric Levy processes
, 2014 This paper has been withdrawn by the author due to a crucial sign error in ...
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Commentary on Notification and Recordkeeping of Occupational Mesothelioma in India
American Journal of Industrial Medicine, EarlyView.ABSTRACT In India, some occupational diseases are notifiable under the Mines Act, 1952, and the Factories Act, 1948. Mesothelioma, primarily attributable to asbestos exposure, has been listed specifically as one of the notifiable diseases under the Mines Act, 1952, and is notifiable under the category of occupational cancer in the Factories Act, 1948 ...
Raja Singh, Arthur L. Frank
wiley +1 more source
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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Asymptotics for $d$-dimensional L\'evy-type processes [PDF]
, 2014 We consider a general d-dimensional Levy-type process with killing. Combining the classical Dyson series approach with a novel polynomial expansion of the generator A(t) of the Levy-type process, we derive a family of asymptotic approximations for ...
Lorig, Matthew +2 more
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American Journal of Medical Genetics Part A, EarlyView.ABSTRACT The KDM2B‐related neurodevelopmental disorder is a recently identified Mendelian disorder of the epigenetic machinery associated with pathogenic variants in KDM2B. Global developmental delay, intellectual disability, congenital anomalies, and systemic manifestations characterize the disorder.
Adriana Gomes +3 more
wiley +1 more source
Levy Approximation of Impulsive Recurrent Process with Semi-Markov Switching [PDF]
, 2009 In this paper, the weak convergence of impulsive recurrent process with semi-Markov switching in the scheme of Levy approximation is proved. Singular perturbation problem for the compensating operator of the extended Markov renewal process is used to ...
Koroliuk, V. S. +2 more
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