Results 61 to 70 of about 367,563 (184)
Stability for random measures, point processes and discrete semigroups
, 2011 Discrete stability extends the classical notion of stability to random elements in discrete spaces by defining a scaling operation in a randomised way: an integer is transformed into the corresponding binomial distribution. Similarly defining the scaling
Davydov, Youri +2 more
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Fractional neutral stochastic differential equations driven by α-stable process
The Journal of Nonlinear Sciences and Applications, 2017 Summary: In this paper, we are concerned with a class of fractional neutral stochastic partial differential equations driven by \(\alpha\)-stable process. By the stochastic analysis technique, the properties of operator semigroup and combining the Banach fixed-point theorem, we prove the existence and uniqueness of the mild solutions to this kind of ...
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Exchange Processes in the Atmospheric Boundary Layer Over Mountainous Terrain
Atmosphere, 2018 The exchange of heat, momentum, and mass in the atmosphere over mountainous terrain is controlled by synoptic-scale dynamics, thermally driven mesoscale circulations, and turbulence.
Stefano Serafin +12 more
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Weak Solutions of Stochastic Differential Equations over the Field of p-Adic Numbers
, 2007 Study of stochastic differential equations on the field of p-adic numbers was initiated by the second author and has been developed by the first author, who proved several results for the p-adic case, similar to the theory of ordinary stochastic integral
Kaneko, Hiroshi, Kochubei, Anatoly N.
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On some properties of the stable stochastic processes
Lithuanian Mathematical Journal, 1964 The abstracts (in two languages) can be found in the pdf file of the article. Original author name(s) and title in Russian and Lithuanian: Н. Калинаускайте. Некоторые свойства устойчивых случайных процессов N. Kalinauskaitė.
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PLoS ONEInsect diversity is closely linked to the evolution of phytophagy, with most phytophagous insects showing a strong degree of specialisation for specific host plants.
Wouter Hendrycks +9 more
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Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance. [PDF]
We show how to calculate European-style option prices when the log-stock price process follows a Lévy-Stable process with index parameter 1≤α≤2 and skewness parameter -1≤β≤1.
Cartea, Álvaro, Howison, Sam
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Spatial Stochastic Framework For Sampling Time Parametric Max-stable Processes
International Journal of Statistics and Probability, 2012 Modelling the spatial extreme events uses the approach of max-stable processes which describe the stochastic behaviour of point-referenced data. Max-stable processes form the natural extension of multivariate extreme values distributions to infinite dimensions. In this paper we consider a max-stable stochastic process over space index.
Barro Diakarya +2 more
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Stable cylindrical Lévy processes and the stochastic Cauchy problem
Electronic Communications in Probability, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Frontiers in PhysicsThis paper investigates the decision-making behaviors of opinion leaders and netizens in the context of uncertain information dissemination with the aim of effectively managing online public opinion crises triggered by major sudden events.
Lin Ma, Bowen Li, Junyao Wang
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