Results 161 to 170 of about 8,421 (198)

A fractional diffusion random laser. [PDF]

Sci Rep, 2019
Chen Y, Fiorentino A, Dal Negro L.
europepmc   +1 more source

Synaptic interactions and inhibitory regulation in auditory cortex. [PDF]

Biol Psychol, 2016
Askew CE, Metherate R.
europepmc   +1 more source

Glucocorticoid-immune response to acute stress in women and men living with HIV. [PDF]

J Behav Med, 2019
Hantsoo L, Kornfield S, Iannelli C, Podcasy J, Metzger D, Sammel MD, Epperson CN.   +6 more
europepmc   +1 more source

Perception-Production Links in Children's Speech. [PDF]

J Speech Lang Hear Res, 2019
Lowenstein JH, Nittrouer S.
europepmc   +1 more source

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Old and New Examples of Scale Functions for Spectrally Negative Levy Processes

, 2007
We give a review of the state of the art with regard to the theory of scale functions for spectrally negative Levy processes. From this we introduce a general method for generating new families of scale functions.
F. Hubalek, E. Kyprianou
semanticscholar   +1 more source

Draw-down Parisian ruin for spectrally negative Lévy processes

Advances in Applied Probability, 2019
Draw-down time for a stochastic process is the first passage time of a draw-down level that depends on the previous maximum of the process. In this paper we study the draw-down-related Parisian ruin problem for spectrally negative Lévy risk processes ...
Wenyuan Wang, Xiaowen Zhou
semanticscholar   +1 more source

Last exit time until first exit time for spectrally negative Lévy processes

Journal of Applied Probability
We study the last exit time that a spectrally negative Lévy process is below zero until it reaches a positive level b, denoted by $g_{\tau_b^+}$ .
Xiaofeng Yang, J. M. Pedraza, Bin Li
semanticscholar   +1 more source

Approximation and estimation of scale functions for spectrally negative Lévy processes

Journal of Applied Probability
The scale function plays a significant role in the fluctuation theory of Lévy processes, particularly in addressing exit problems. However, its definition is established through the Laplace transform, which generally lacks an explicit representation ...
Haruka Irie, Yasutaka Shimizu
semanticscholar   +1 more source

Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes

Communications in statistics. Simulation and computation, 2020
In this paper, a risk model driven by spectrally negative Lévy processes is considered where dividends until a general draw-down time are paid under a constant barrier strategy.
Zhang Liu, Ping Chen
semanticscholar   +1 more source

Occupation Times of Intervals Until Last Passage Times for Spectrally Negative Lévy Processes

, 2016
In this paper, we derive the Laplace transform of occupation times of intervals until last passage times for spectrally negative Lévy processes. Motivated by [2], the last passage times before an independent exponential variable are investigated.
C. Cai, Bo-Yan Li
semanticscholar   +1 more source