Results 11 to 20 of about 3,566,207 (291)
Potentials of Stable Processes [PDF]
, 2014 For a stable process, we give an explicit formula for the potential measure of the process killed outside a bounded interval and the joint law of the overshoot, undershoot and undershoot from the maximum at exit from a bounded interval. We obtain the equivalent quantities for a stable process reflected in its infimum.
Kyprianou, A. E., Watson, A. R.
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The stable processes on symmetric matrices
Arab Journal of Mathematical Sciences, 2018 This paper deals with a characterization of the stable processes on the space of symmetric matrices by means of its Laplace transform. This characterization is done using a mixture with the Wishart distribution and under some independence properties ...
Farouk Mselmi
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Hydrochemical Property and Hydrogen and Oxygen Isotopes in the Bayin River Basin
Guan'gai paishui xuebao, 2022 【Objective】 The Bayin river basin is located in Qinghai province; the physical and chemical properties of its water vary with many factors. In this paper, we analyze the hydro-chemical properties and hydrogen and oxygen isotopes in different reaches of ...
ZHAI Jingya, JIN Yanxiang, JIN Xin
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On stochastic differential equations driven by skew stable processes
Lietuvos Matematikos Rinkinys, 2001 There is not abstract.
Henrikas Pragarauskas
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Domains of Quasi Attraction: Why Stable Processes Are Observed in Reality?
Fractal and Fractional, 2023 From the very start of modelling with power-tail distributions, concerns were expressed about the actual applicability of distributions with infinite expectations to real-world distributions, which usually have bounded ranges.
Vassili N. Kolokoltsov
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Estimation of Additive Error in Mixed Spectra for Stable Processes
Statistica, 2017 Consider a symmetric α stable process having a spectral representation with an additive constant error. An estimator of that error and its rate of convergence are given.
Rachid Sabre
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Likelihood-based inference for max-stable processes [PDF]
, 2009 The last decade has seen max-stable processes emerge as a common tool for the statistical modeling of spatial extremes. However, their application is complicated due to the unavailability of the multivariate density function, and so likelihood-based ...
Padoan, Simone A. +2 more
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Windings of Planar Stable Processes [PDF]
, 2013 Using a generalization of the skew-product representation of planar Brownian motion and the analogue of Spitzer's celebrated asymptotic Theorem for stable processes due to Bertoin and Werner, for which we provide a new easy proof, we obtain some limit Theorems for the exit time from a cone of stable processes of index $ \in(0,2)$.
Vakeroudis, Stavros, Doney, Ron
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Classes of Mixing Stable Processes [PDF]
Bernoulli, 1996 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jan Rosiński +2 more
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Approximating Multivariate Tempered Stable Processes [PDF]
Journal of Applied Probability, 2012 We give a simple method to approximate multidimensional exponentially tempered stable processes and show that the approximating process converges in the Skorokhod topology to the tempered process. The approximation is based on the generation of a random angle and a random variable with a lower-dimensional Lévy measure.
Baeumer, Boris, Kovács, Mihály
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