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Autor:
Wei, Jun, Liao, Hualin, Li, Ning, Liang, Hongjun, Chen, Kaifeng, Yan, Hui, Fan, Yuguang, Zhao, Xiaohai
Publikováno v:
In Geoenergy Science and Engineering August 2023 227
Publikováno v:
Energies (19961073); Aug2024, Vol. 17 Issue 15, p3613, 15p
Autor:
Maller, Ross A., Fan, Yuguang
We review some of the theory relevant to passage times of one-dimensional L\'evy processes out of bounded regions, highlighting results that are useful in physical phenomena modelled by heavy-tailed L\'evy flights. The process is hypothesised to desc
Externí odkaz:
http://arxiv.org/abs/1504.06400
Autor:
Fan, Yuguang
Let $^{(r,s)}X_t$ be the L\'evy process $X_t$ with the $r$ largest jumps and $s$ smallest jumps up till time $t$ deleted and let $^{(r)}\tilde X_t$ be $X_t$ with the $r$ largest jumps in modulus up till time $t$ deleted. We show that $({}^{(r,s)}X_t
Externí odkaz:
http://arxiv.org/abs/1503.05290
Autor:
Fan, Yuguang
Let $^{(r,s)}X_t$ be the L\'evy process $X_t$ with the $r$ largest positive jumps and $s$ smallest negative jumps up till time $t$ deleted and let $^{(r)}\widetilde X_t$ be $X_t$ with the $r$ largest jumps in modulus up till time $t$ deleted. Let $a_
Externí odkaz:
http://arxiv.org/abs/1410.5036
Publikováno v:
Bernoulli 2016, Vol. 22, No. 4, 2325-2371
Distributional identities for a L\'evy process $X_t$, its quadratic variation process $V_t$ and its maximal jump processes, are derived, and used to make "small time" (as $t\downarrow0$) asymptotic comparisons between them. The representations are co
Externí odkaz:
http://arxiv.org/abs/1409.4050
Publikováno v:
Bernoulli, 2016 Nov 01. 22(4), 2325-2371.
Externí odkaz:
http://www.jstor.org/stable/43864440
Publikováno v:
Low-Carbon Chemistry & Chemical Engineering; 2023, Vol. 48 Issue 6, p155-162, 8p
Publikováno v:
Journal of Physics: Conference Series; Aug2023, Vol. 2565 Issue 1, p1-9, 9p