Lvy processes

Results: 12



#Item
1Algebra / Mathematical analysis / Mathematics / Stochastic processes / Functional analysis / Fourier analysis / Lvy processes / Convolution / Image processing / Bialgebra / Semigroup / Law

Levy-Khinchine decomposition on compact quantum groups Anna Wysocza«ska-Kula University of Wrocªaw Greifswald, June 15, 2016

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Source URL: www.wiko-greifswald.de

Language: English - Date: 2016-07-19 06:42:15
2Probability theory / Stochastic processes / Mathematical analysis / Probability / Brownian motion / It calculus / FeynmanKac formula / Stochastic calculus / Quadratic variation / Lvy process / It diffusion / Wiener process

8 Brownian motion and Itô calculus Brownian motion is a continuous analogue of simple random walks (as described in the previous part), which is very important in many practical applications. This importance has its ori

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Source URL: www.cmap.polytechnique.fr

Language: English - Date: 2012-10-05 03:43:56
3Mathematical analysis / Probability / Stochastic processes / Probability theory / Lvy processes / Markov processes / Poisson point process / Random element / Probability distribution / Point process / Random variable / Measure

RANDOM-PLAYER GAMES* Igal Milchtaich Department of Economics, Bar-Ilan University, Ramat Gan 52900, Israel Email: Web: http://faculty.biu.ac.il/~milchti Abstract. This paper introduces general g

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Source URL: faculty.biu.ac.il

Language: English - Date: 2012-05-23 14:42:14
4Probability theory / Stochastic processes / Mechanics / Continuum mechanics / Lvy processes / Physics / Statistical mechanics / Electrospinning / Nanotechnology / Brownian motion / Fluid dynamics / Viscoelasticity

Different regimes of the uniaxial elongation of electrically charged viscoelastic jets due to dissipative air drag

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Source URL: comp-phys.univie.ac.at

Language: English - Date: 2015-11-19 09:54:49
5Martingale theory / Stochastic processes / Game theory / Martingale / Paul Lvy

Consumption processes and positively homogeneous projection properties Tom Fischer∗ Heriot-Watt University, Edinburgh November 26, 2007

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Source URL: www.statistik-mathematik.uni-wuerzburg.de

Language: English - Date: 2014-02-26 07:18:29
6Mathematical analysis / Probability theory / Stochastic processes / Probability / Martingale theory / Lvy processes / Measure theory / Game theory / Martingale / Brownian motion / Sigma-algebra / It diffusion

Universit¨at Wien SS 2016 Fakult¨at f¨ ur Mathematik Christa Cuchiero Ludovic Tangpi

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Source URL: www.mat.univie.ac.at

Language: English - Date: 2016-05-11 09:41:19
7Probability theory / Stochastic processes / Mathematical analysis / Probability / Statistical mechanics / Lvy processes / Stochastic differential equations / Albert Einstein / Brownian motion / Local time / It diffusion / Wiener process

Acta Math., ), @ 2001 by Institut Mittag-Leflter. All rights reserved Thick points for planar Brownian motion and the ErdSs-Taylor conjecture on random walk by

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Source URL: www.math.csi.cuny.edu

Language: English - Date: 2009-05-03 17:58:33
8Stochastic processes / Lvy processes / Probability distributions / Fractals / Paul Lvy / Brownian motion / Wiener process / Normal distribution / Stable distribution / Random walk / Markov chain / Lvy flight

Systematic Biology For peer review only. Do not cite. rP Fo

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Source URL: www.michaelelliot.net

Language: English - Date: 2013-02-13 19:06:31
9Martingale theory / Stochastic processes / Game theory / Martingale / Paul Lvy

arXiv:0711.4225v1 [q-fin.GN] 27 NovConsumption processes and positively homogeneous projection properties Tom Fischer∗ Heriot-Watt University, Edinburgh

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Source URL: arxiv.org

Language: English - Date: 2013-12-22 22:47:46
10Stochastic processes / Lvy processes / Statistical mechanics / Markov processes / Sampling techniques / Brownian motion / Poisson point process / Stochastic / Monte Carlo method

Multil-level Weiner-Hopf Monte-Carlo simulation for Lévy processes

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Source URL: www.ccfz.ch

Language: English - Date: 2012-09-16 09:45:23
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