Results 21 to 30 of about 1,146 (148)
Implicit renewal theory for exponential functionals of L\'evy processes
, 2015 We establish a new functional relation for the probability density function of the exponential functional of a L\'evy process, which allows to significantly simplify the techniques commonly used in the study of these random variables and hence provide ...
Arista, Jonas, Rivero, Víctor M.
core +1 more source
Self-similar scaling limits of Markov chains on the positive integers [PDF]
, 2015 We are interested in the asymptotic behavior of Markov chains on the set of positive integers for which, loosely speaking, large jumps are rare and occur at a rate that behaves like a negative power of the current state, and such that small positive and ...
Bertoin, Jean, Kortchemski, Igor
core +1 more source
Probability tilting of compensated fragmentations
, 2019 Fragmentation processes are part of a broad class of models describing the evolution of a system of particles which split apart at random. These models are widely used in biology, materials science and nuclear physics, and their asymptotic behaviour at ...
Shi, Quan, Watson, Alexander R.
core +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Amid growing resource pressures, environmental regulation plays a critical role in enabling the transition to a circular economy (CE). This study conducts a systematic literature review to synthesize how different regulatory approaches—command‐and‐control, market‐based, voluntary, and reflexive—affect CE transitions across economic and ...
Li Yuan
wiley +1 more source
Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic
Communications on Pure and Applied Mathematics, EarlyView.ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley +1 more source
Energy Science &Engineering, EarlyView.Overview of the under‐study hub energy model showing the energy conversion and distribution among integrated sources and loads. ABSTRACT In this paper, a probabilistic bi‐objective energy management system (EMS) model is proposed for an energy hub (EH) equipped with renewable energy sources such as photovoltaic and wind turbine connected to the main ...
Mohammad Khoshabi +3 more
wiley +1 more source
On the scaling property in fluctuation theory for stable L\'evy processes
, 2010 We find an expression for the joint Laplace transform of the law of $(T_{[x,+\infty[},X_{T_{[x,+\infty[}})$ for a L\'evy process $X$, where $T_{[x,+\infty[}$ is the first hitting time of $[x,+\infty[$ by $X$. When $X$ is an $\alpha$-stable L\'evy process,
Cordero, Fernando
core +2 more sources
Medicare Part D and Hospital Admissions due to Antimicrobial Resistance
Health Economics, EarlyView.ABSTRACT Antimicrobial resistance (AMR) has been increasing rapidly in the United States despite government efforts to contain its spread. Both under‐utilization and overuse of prescribed antimicrobials contribute to rising resistance. The introduction of Medicare Part D in 2006 expanded prescription drug coverage for the elderly, including coverage ...
Ricardo B. Ang III
wiley +1 more source
A note on moments of dividends [PDF]
, 2018 We reconsider a formula for arbitrary moments of expected discounted dividend payments in a spectrally negative Lévy risk model that was obtained in Renaud and Zhou (2007, [4]) and in Kyprianou and Palmowski (2007, [3]) and extend the result to ...
Albrecher, Hansjörg, Gerber, Hans
core
Strategic Change, EarlyView.Abstract This study explores how social enterprises create social and economic value through business models that support ex‐offenders. The work was motivated by a request for help from an entrepreneur wishing to establish a business that supports ex‐offender rehabilitation.
Elizabeth Green +2 more
wiley +1 more source