Results 101 to 110 of about 1,474 (245)

Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators

open access: yesModern Stochastics: Theory and Applications
This paper presents some extensions of recent noncentral moderate deviation results. In the first part, the results in [Statist. Probab. Lett. 185, Paper No. 109424, 8 pp.
Antonella Iuliano   +2 more
doaj   +1 more source

Fast exact simulation of the first-passage event of a subordinator

open access: yes, 2023
This paper provides an exact simulation algorithm for the sampling from the joint law of the first-passage time, the undershoot and the overshoot of a subordinator crossing a non-increasing boundary.
Mijatović, Aleksandar   +2 more
core  

Hidden Human Capital Risks to Sustainable Logistics Systems: A Moderated Mediation Model of Overqualification, Abusive Supervision, and Workplace Ostracism

open access: yesBusiness Strategy and the Environment, EarlyView.
ABSTRACT This study examines how perceived overqualification (POQ) becomes a source of work alienation by focusing on interpersonal dynamics in the workplace. Drawing on relational and power‐based perspectives, we propose that abusive supervision serves as a key mechanism linking POQ to work alienation, while workplace ostracism conditions the strength
Ahmet Hakan Özkan
wiley   +1 more source

Heat kernel asymptotics of the subordinator and subordinate Brownian motion

open access: yes, 2019
For a class of Laplace exponents we consider the transition density of the subordinator and the heat kernel of the corresponding subordinate Brownian motion.
Fahrenwaldt, Matthias Albrecht
core   +1 more source

Leadership, Sustainability, and Performance: A Cluster‐Based Systematic Review Anchored in the Triple Bottom Line Framework

open access: yesBusiness Strategy and the Environment, EarlyView.
ABSTRACT This study maps and synthesizes the intellectual structure of sustainability‐oriented leadership research by examining how economic, environmental, and social performance dimensions are addressed across the literature. A cluster‐based systematic literature review was conducted using data from the Scopus and Web of Science databases.
Yaprak Demirsoy   +2 more
wiley   +1 more source

关于稳定过程轨道的两个结论

open access: yes四川大学学报. 自然科学版, 1991
利用在函数空间⊿t上,首过时算子F(First Passage time operator)作为准反函数所具有的若干性质,在J.L.Mijnheer和C.Stone成果基础上得出:结论1 函数族的所有极限点都属于⊿t的子空间L1.结论2 ...
杨春雨
doaj  

α-scaled strong convergence of stochastic theta method for stochastic differential equations driven by time-changed Lévy noise beyond Lipschitz continuity

open access: yesResults in Applied Mathematics
This paper develops an α-parametrized framework for analyzing the strong convergence of the stochastic theta (ST) method for stochastic differential equations driven by time-changed Lévy noise (TCSDEwLNs).
Jingwei Chen
doaj   +1 more source

Iterated Brownian motion and stable() subordinator

open access: yes
We use a connection between the iterated Brownian motion and the stable subordinator of index to derive information on the path behaviour of the former.
Bertoin, Jean
core  

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