Dynamic Response Spectroscopy: An Emergentist Framework for Multi-Timescale Catalytic Interfacial Dynamics. [PDF]
ACS CatalSinausia D +3 more
europepmc +1 more source
A review on recent progress and techniques used for fabricating superhydrophobic coatings derived from biobased materials. [PDF]
RSC AdvShigrekar M, Amdoskar V.
europepmc +1 more source
From Extraction to Valorization: Unlocking the Potential of Bark-Derived Extraction Residues for Sustainable Material Development. [PDF]
MoleculesDasiewicz J, Wronka A, Kowaluk G.
europepmc +1 more source
Discrete Analogues of Self-Decomposability and Stability
Annals of Probability, 1979 Analogues are proposed for the concepts of self-decomposability and stability for distributions on the nonnegative integers. It turns out that these "discrete self-decomposable" and "discrete stable" distributions have properties that are quite similar to those of their continuous counterparts.
F W Steutel
exaly +4 more sources
Local Subexponentiality and Self-decomposability
Journal of Theoretical Probability, 2009zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Toshiro Watanabe +2 more
exaly +3 more sources
Subordination and self-decomposability
Statistics and Probability Letters, 2001Two facts concerning subordination and self-decomposability are established. It is proved that any subordinated process arizing from a Brownian motion with drift and a self-decomposable subordinator is self-decomposable, and that self-decomposable distributions of type \(G\) are not necessarily of type \(G_L\).
Ken-Iti Sato
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On the self-decomposability of the Fréchet distribution
Indagationes Mathematicae, 2013 Let $\{Γ_t, \, t\ge 0\}$ be the Gamma subordinator. Using a moment identification due to Bertoin-Yor (2002), we observe that for every $t > 0$ and $α\in (0,1)$ the random variable $Γ_t^{-α}$ is distributed as the exponential functional of some spectrally negative Lévy process.
Bosch, Pierre, Simon, Thomas
exaly +3 more sources
Correlating Lévy processes with self-decomposability: applications to energy markets [PDF]
Decisions in Economics and Finance, 2021 AbstractBased on the concept of self-decomposability, we extend some recent multidimensional Lévy models built using multivariate subordination. Our aim is to construct multivariate Lévy processes that can model the propagation of the systematic risk in dependent markets with some stochastic delay instead of affecting all the markets at the same time ...
Emanuela Sasso +2 more
exaly +4 more sources
Free Self-decomposability and Unimodality of the Fuss–Catalan Distributions [PDF]
Journal of Statistical Physics, 2020 16 pages, 2 ...
Wojciech Młotkowski, Yuki Ueda
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SELF‐DECOMPOSABILITY AND OPTION PRICING
Mathematical Finance, 2006The risk‐neutral process is modeled by a four parameter self‐similar process of independent increments with a self‐decomposable law for its unit time distribution. Six different processes in this general class are theoretically formulated and empirically investigated.
Yor, Marc +3 more
openaire +3 more sources