Results 41 to 50 of about 508,293 (181)

Fractional Poisson Fields and Martingales [PDF]

, 2017
We present new properties for the Fractional Poisson process and the Fractional Poisson field on the plane. A martingale characterization for Fractional Poisson processes is given.
Aletti, Giacomo, Leonenko, Nikolai, Merzbach, Ely   +2 more
core   +3 more sources

Investigating Levy's model in financial series prediction(case of vanilla option) [PDF]

Mathematics and Modeling in Finance
In 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
doaj   +1 more source

Navigation on a Poisson point process

, 2008
On a locally finite point set, a navigation defines a path through the point set from one point to another. The set of paths leading to a given point defines a tree known as the navigation tree.
Bordenave, Charles
core   +2 more sources

Fractional Poisson process with random drift

, 2014
We study the connection between PDEs and L\'{e}vy processes running with clocks given by time-changed Poisson processes with stochastic drifts. The random times we deal with are therefore given by time-changed Poissonian jumps related to some Frobenious ...
Beghin, Luisa, D'Ovidio, Mirko
core   +1 more source

On the One dimensional Poisson Random Geometric Graph [PDF]

, 2010
Given a Poisson process on a bounded interval, its random geometric graph is the graph whose vertices are the points of the Poisson process and edges exist between two points if and only if their distance is less than a fixed given threshold.
Decreusefond, Laurent, Ferraz, Eduardo
core   +6 more sources

Percolation on a non-homogeneous Poisson blob process [PDF]

Discrete Mathematics & Theoretical Computer Science, 2003
We present the main results of a study for the existence of vacant and occupied unbounded connected components in a non-homogeneous Poisson blob process. The method used in the proofs is a multi-scale percolation comparison.
Fabio P. Machado
doaj   +1 more source

Large sample asymptotics for the two-parameter Poisson--Dirichlet process

, 2008
This paper explores large sample properties of the two-parameter $(\alpha,\theta)$ Poisson--Dirichlet Process in two contexts. In a Bayesian context of estimating an unknown probability measure, viewing this process as a natural extension of the ...
Jayanta K. Ghosh, Lancelot F. James
core   +2 more sources

First Steps Towards an Imprecise Poisson Process [PDF]

, 2019
The Poisson process is the most elementary continuous-time stochastic process that models a stream of repeating events. It is uniquely characterised by a single parameter called the rate.
De Bock, Jasper, Erreygers, Alexander
core   +3 more sources

Continental moisture recycling as a Poisson process [PDF]

Hydrology and Earth System Sciences, 2013
On their journey over large land masses, water molecules experience a number of precipitation–evaporation cycles (recycling events). We derive analytically the frequency distributions of recycling events for the water molecules contained in a given ...
H. F. Goessling, C. H. Reick
doaj   +1 more source

Some Compound Fractional Poisson Processes

Fractal and Fractional, 2022
In this paper, we introduce and study fractional versions of the Bell–Touchard process, the Poisson-logarithmic process and the generalized Pólya–Aeppli process.
Mostafizar Khandakar, Kuldeep Kumar Kataria   +1 more
doaj   +1 more source