Results 1 to 10 of about 198 (117)

Skellam Type Processes of Order k and Beyond [PDF]

Entropy, 2020
In this article, we introduce the Skellam process of order k and its running average. We also discuss the time-changed Skellam process of order k. In particular, we discuss the space-fractional Skellam process and tempered space-fractional Skellam ...
Neha Gupta, Arun Kumar, Nikolai Leonenko
doaj   +2 more sources

Ruin Time and Severity for a Lévy Subordinator Claim Process: A Simple Approach

Risks, 2013
This paper is concerned with an insurance risk model whose claim process is described by a Lévy subordinator process. Lévy-type risk models have been the object of much research in recent years. Our purpose is to present, in the case of a subordinator, a
Claude Lefèvre, Philippe Picard
exaly   +3 more sources

Tychonoff Solutions of the Time-Fractional Heat Equation

Fractal and Fractional, 2022
In the literature, one can find several applications of the time-fractional heat equation, particularly in the context of time-changed stochastic processes.
Giacomo Ascione
doaj   +1 more source

Adverbial Subordinator Prefixes

Linguistic Discovery, 2021
Cross-linguistic study on adverbial subordinator ...
Matthew S. Dryer
doaj   +1 more source

Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates

Modern Stochastics: Theory and Applications, 2020
We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. This kind of processes are useful in the study of chain molecular diffusions.
Luisa Beghin, Claudio Macci, Barbara Martinucci   +2 more
doaj   +1 more source

On the Bochner subordination of exit laws [PDF]

Opuscula Mathematica, 2011
Let \(\mathbb{P}=(P_t)_{t\ge 0}\) be a sub-Markovian semigroup on \(L^2(m)\), let \(\beta=(\beta_t)_{t\ge 0}\) be a Bochner subordinator and let \(\mathbb{P}^{\beta}=(P_t^{\beta})_{t\ge 0}\) be the subordinated semigroup of \(\mathbb{P}\) by means of \(\
Mohamed Hmissi, Wajdi Maaouia
doaj   +1 more source

On the Construction of Some Deterministic and Stochastic Non-Local SIR Models

Mathematics, 2020
Fractional-order epidemic models have become widely studied in the literature. Here, we consider the generalization of a simple SIR model in the context of generalized fractional calculus and we study the main features of such model.
Giacomo Ascione
doaj   +1 more source

Modification as a linguistic ‘relationship’: A just so problem in Functional Discourse Grammar

Open Linguistics, 2022
This study traces the relationship between two erstwhile separate linguistic elements, just and so, within the framework of Functional Discourse Grammar (FDG).
Wolde Elnora ten, Schwaiger Thomas
doaj   +1 more source

Lévy Processes Linked to the Lower-Incomplete Gamma Function

Fractal and Fractional, 2021
We start by defining a subordinator by means of the lower-incomplete gamma function. This can be considered as an approximation of the stable subordinator, easier to be handled in view of its finite activity.
Luisa Beghin, Costantino Ricciuti
doaj   +1 more source

Ergänzungssatz mit subjunktor kad(a) [PDF]

Južnoslovenski Filolog, 2022
Diese Forschung wurde mit dem Ziel durchgeführt, einen spezifischen semantischen und formalen Typ von Ergänzungssätzen aufzuzeigen. Es handelt sich dabei um Strukturen, die vom Subordinator kad(a) eingeführt werden, die aber nicht die Rolle von ...
Alanović Milivoj
doaj   +1 more source