Results 21 to 30 of about 19,400,250 (311)
CSPOT: portable, multi-scale functions-as-a-service for IoT
IFIP International Information Security Conference, 2019 In this paper, we present CSPOT, a distributed runtime system implementing a functions-as-service (FaaS) programming model for the "Internet of Things" (IoT). With FaaS, developers express arbitrary computations as simple functions that are automatically
R. Wolski +4 more
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Smoothness of scale functions for spectrally negative Lévy processes [PDF]
, 2009 Scale functions play a central role in the fluctuation theory of spectrally negative Lévy processes and often appear in the context of martingale relations. These relations are often require excursion theory rather than Itô calculus.
T. Chan, A. Kyprianou, Mladen Savov
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Mixed Periodic-Classical Barrier Strategies for Lévy Risk Processes
Risks, 2018 Given a spectrally-negative Lévy process and independent Poisson observation times, we consider a periodic barrier strategy that pushes the process down to a certain level whenever the observed value is above it.
José-Luis Pérez, Kazutoshi Yamazaki
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First passage problems for upwards skip-free random walks via the scale functions paradigm
Advances in Applied Probability, 2019 In this paper we develop the theory of the W and Z scale functions for right-continuous (upwards skip-free) discrete-time, discrete-space random walks, along the lines of the analogous theory for spectrally negative Lévy processes.
F. Avram, M. Vidmar
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Convexity and Smoothness of Scale Functions and de Finetti’s Control Problem [PDF]
, 2008 We continue the recent work of Avram et al. (Ann. Appl. Probab. 17:156–180, 2007) and Loeffen (Ann. Appl. Probab., 2007) by showing that whenever the Lévy measure of a spectrally negative Lévy process has a density which is log-convex then the solution ...
A. Kyprianou, V. Rivero, R. Song
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Phase-type fitting of scale functions for spectrally negative Lévy processes [PDF]
Journal of Computational and Applied Mathematics, 2010 We study the scale function of the spectrally negative phase-type Levy process. Its scale function admits an analytical expression and so do a number of its fluctuation identities. Motivated by the fact that the class of phase-type distributions is dense
Masahiko Egami, K. Yamazaki
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A Review of First-Passage Theory for the Segerdahl-Tichy Risk Process and Open Problems
Risks, 2019 The Segerdahl-Tichy Process, characterized by exponential claims and state dependent drift, has drawn a considerable amount of interest, due to its economic interest (it is the simplest risk process which takes into account the effect of interest rates).
Florin Avram, Jose-Luis Perez-Garmendia
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Factorial Structure of the EOCL-1 Scale to Assess Executive Functions
Frontiers in Psychology, 2021 The process of assessing executive functions through behavioral observation scales is still under theoretical and empirical construction. This article reports on the analysis of the factorial structure of the EOCL-1 scale that assesses executive ...
Carlos Ramos-Galarza +4 more
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Surface Family with Bertrand Curves as Joint Asymptotic Curves in 3D Galilean Space
Mathematics, 2023 The primary objective of this work is to discuss a surface family with the similarity of Bertrand curves in 3D Galilean space. Subsequently, by applying the Serret–Frenet frame, we estimate the sufficient and necessary statuses of a surface family with ...
Awatif Al-Jedani, Rashad A. Abdel-Baky
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Special, conjugate and complete scale functions for spectrally negative Lévy processes [PDF]
, 2007 Following from recent developments in Hubalek and Kyprianou [28], the objective of this paper is to provide further methods for constructing new families of scale functions for spectrally negative Levy processes which are completely explicit. This is the
A. Kyprianou, V. Rivero
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