Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Tetiana Kosenkova"'
Autor:
Tetiana Kosenkova
Publikováno v:
Соціальна економіка, Iss 55 (2018)
The purpose of the paper is to study the current dominants of socio-economic regional development in the context of Ukraine’s entry into the European community. By analyzing, systematizing and summarizing the scientific work of many researchers, it
Externí odkaz:
https://doaj.org/article/c12766f2ad2b436383025399d3e9fc36
Publikováno v:
Stochastic Processes and their Applications. 128:2153-2178
This article assesses the distance between the laws of stochastic differential equations with multiplicative Levy noise on path space in terms of their characteristics. The notion of transportation distance on the set of Levy kernels introduced by Ko
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5ed5101a99f4b03959fb48118be9025f
https://doi.org/10.1016/j.spa.2017.09.003
https://doi.org/10.1016/j.spa.2017.09.003
Our first result concerns a characterization by means of a functional equation of Poisson point processes conditioned by the value of their first moment. It leads to a generalized version of Mecke’s formula. En passant, it also allows us to gain qu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b1d8c977015457c4bace52adc5fde06f
https://publishup.uni-potsdam.de/frontdoor/index/index/docId/47777
https://publishup.uni-potsdam.de/frontdoor/index/index/docId/47777
Autor:
A. Kulik, Tetiana Kosenkova
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 1, Iss 1, Pp 49-64 (2014)
The notion of the transportation distance on the set of the Levy measures on $\mathbb{R}$ is introduced. A Levy-type process with a given symbol (state dependent analogue of the characteristic triplet) is proved to be well defined as a strong solutio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::96e162bc037bfb9936a87a8fdd31b644
Autor:
Tetiana Kosenkova
Publikováno v:
Theory of Probability and Mathematical Statistics. 86:123-136
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::81bdc271f994adbae50461216cd0e7ee
https://doi.org/10.1090/s0094-9000-2013-00893-x
https://doi.org/10.1090/s0094-9000-2013-00893-x
Publikováno v:
Mathematical Paradigms of Climate Science ISBN: 9783319390918
This article aims at the statistical assessment of time series with large fluctuations in short time, which are assumed to stem from a continuous process perturbed by a Levy process exhibiting a heavy tail behavior. We propose an easily implementable
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9d01650696c9a319b51601be855b195b
https://doi.org/10.1007/978-3-319-39092-5_7
https://doi.org/10.1007/978-3-319-39092-5_7
Publikováno v:
Stochastics and Dynamics. 15:1550009
We introduce the notion of coupling distances on the space of Lévy measures in order to quantify rates of convergence towards a limiting Lévy jump diffusion in terms of its characteristic triplet, in particular in terms of the tail of the Lévy mea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::56cb7b820f3d8e3cfca55decaf820d3a
https://doi.org/10.1142/s0219493715500094
https://doi.org/10.1142/s0219493715500094