Results 11 to 20 of about 14,644 (190)
The $W,Z$ scale functions kit for first passage problems of spectrally negative Levy processes, and applications to the optimization of dividends [PDF]
, 2019 First passage problems for spectrally negative L\'evy processes with possible absorbtion or/and reflection at boundaries have been widely applied in mathematical finance, risk, queueing, and inventory/storage theory.
Albrecher +113 more
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Exit Problems for Jump Processes Having Double-Sided Jumps with Rational Laplace Transforms
Abstract and Applied Analysis, 2014 We consider the two-sided first-exit problem for a jump process having jumps with rational Laplace transform. We derive the joint distribution of the first passage time to two-sided barriers and the value of process at the first passage time.
Yuzhen Wen, Chuancun Yin
doaj +1 more source
Some exact results for a trapped quantum gas at finite temperature [PDF]
, 2002 We present closed analytical expressions for the particle and kinetic energy spatial densities at finite temperatures for a system of noninteracting fermions (bosons) trapped in a d-dimensional harmonic oscillator potential.
Akira Suzuki +21 more
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Meromorphic Levy processes and their fluctuation identities [PDF]
, 2011 The last couple of years has seen a remarkable number of new, explicit examples of the Wiener-Hopf factorization for Levy processes where previously there had been very few.
Kuznetsov, Alexey +2 more
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Null Spaces of Radon Transforms [PDF]
, 2015 We obtain new descriptions of the null spaces of several projectively equivalent transforms in integral geometry. The paper deals with the hyperplane Radon transform, the totally geodesic transforms on the sphere and the hyperbolic space, the spherical ...
Estrada, Ricardo, Rubin, Boris
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Omega risk model with tax [PDF]
, 2014 In this paper we study the Omega risk model with surplus-dependent tax payments in a time-homogeneous diffusion setting. The new model incorporates practical features from both the Omega risk model(Albrecher and Gerber and Shiu (2011)) and the risk model
Cui, Zhenyu
core +1 more source
, 2006 An analytical expression for the first-order density matrix of a charged, two-dimensional, harmonically confined quantum gas, in the presence of a constant magnetic field is derived.
A. M. Kosevitch +4 more
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Record Statistics of Continuous Time Random Walk
, 2011 The statistics of records for a time series generated by a continuous time random walk is studied, and found to be independent of the details of the jump length distribution, as long as the latter is continuous and symmetric.
Sabhapandit, Sanjib
core +2 more sources
Evaporation of a thin film: diffusion of the vapour and Marangoni instabilities [PDF]
, 2004 The stability of an evaporating thin liquid film on a solid substrate is investigated within lubrication theory. The heat flux due to evaporation induces thermal gradients; the generated Marangoni stresses are accounted for.
Amar, Martine Ben +2 more
core +3 more sources
Limiting distributions of continuous-time random walks with superheavy-tailed waiting times
, 2013 We study the long-time behavior of the scaled walker (particle) position associated with decoupled continuous-time random walk which is characterized by superheavy-tailed distribution of waiting times and asymmetric heavy-tailed distribution of jump ...
Bystrik, Yu. S. +2 more
core +1 more source