Results 241 to 250 of about 62,014 (256)

Limits of invariant measures of stochastic Burgers equations driven by two kinds of α-stable processes

Stochastic Processes and Their Applications, 2022
Xianming Liu
exaly  

The α-dependence of the invariant measure of stochastic real Ginzburg-Landau equation driven by α-stable Lévy processes

Journal of Differential Equations, 2022
Xianming Liu
exaly  

Stable random processes and stochastic integrals

2017
Gennady Samorodnitsky, Murad S. Taqqu
openaire   +1 more source

Simulation and Chaotic Behavior of α-Stable Stochastic Processes

2021
Aleksander Janicki, Aleksander Weron
openaire   +1 more source

Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes

CONTENTS: Preliminary remarks; Brownian motion, poisson process, alpha-stable Levy motion; Computer simulation of alpha-stable random variables; Stochastic integration; Spectral representations of stationary processes; Computer approximations of continuous time processes; Examples of alpha-stable stochastic modelling; Convergence of approximate methods;
Aleksander Janicki, Aleksander Weron
openaire   +1 more source

Invariant measures of stochastic $2D$ Navier-Stokes equation driven by $\alpha$-stable processes

Electronic Communications in Probability, 2011
Lihu Xu, Xicheng Zhang
exaly  

Complex stable stochastic integrals and harmonizable processes

2017
Gennady Samorodnitsky, Murad S. Taqqu
openaire   +1 more source

Strong existence and uniqueness for stable stochastic differential equations with distributional drift

Annals of Probability, 2020
Oleg Butkovsky, Leonid Mytnik
exaly  

Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions

Electronic Journal of Statistics, 2013
Hongwei Long
exaly  

Local linear estimation for stochastic processes driven by $$\alpha $$ α -stable L $$\acute{\mathbf{e}}$$ e ´ vy motion

Statistical Inference for Stochastic Processes, 2013
Yunyan Wang, Li-Xin Zhang
exaly