المؤلفون: Carvajal Pinto, Monica

المساهمون: Van Schaik, Kees

مصطلحات موضوعية: 519.2, Optimal stopping problem, Optimal Prediction Problem, Spectrally Negative L\'evy process, L\'evy process

URL الوصول: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.825833

المؤلفون: Profeta, Christophe

المساهمون: Laboratoire de Mathématiques et Modélisation d'Evry (LaMME), Ecole Nationale Supérieure d'Informatique pour l'Industrie et l'Entreprise (ENSIIE)-Université d'Évry-Val-d'Essonne (UEVE)-Université Paris-Saclay-Centre National de la Recherche Scientifique (CNRS)-Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE)

المصدر: https://hal.science/hal-03736526 ; 2022.

مصطلحات موضوعية: Branching process, Extreme values, Spectrally negative L\'evy process, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/2207.12192; hal-03736526; https://hal.science/hal-03736526; https://hal.science/hal-03736526v2/document; https://hal.science/hal-03736526v2/file/Spectral_Branching_Delta.pdf; ARXIV: 2207.12192

الاتاحة: https://hal.science/hal-03736526
https://hal.science/hal-03736526v2/document
https://hal.science/hal-03736526v2/file/Spectral_Branching_Delta.pdf

المؤلفون: Adiele, Ugochukwu Oliver

Thesis Advisors: Song, Kai-Sheng, Iaia, Joseph, Liu, Jianguo

مصطلحات موضوعية: Jump-diffusion process, L\'evy process, option pricing, parameter estimation, leptokurtic feature

وصف الملف: Text

الاتاحة: https://digital.library.unt.edu/ark:/67531/metadc2257741/

المؤلفون: Rehez Ahlip, Laurence A. F. Park, Ante Prodan

المصدر: Journal of Mathematical Sciences and Modelling, Vol 1, Iss 3, Pp 138-152 (2018)

مصطلحات موضوعية: finance, double heston jump diffusion model, l\'evy process, affine processes, calibration of stochastic volatility, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://dergipark.org.tr/tr/download/article-file/612885; https://doaj.org/toc/2636-8692

URL الوصول: https://doaj.org/article/001bcdaed5b54292bc6c23309d2cc7ca

المؤلفون: Jabir, J.-F, Profeta, Christophe

المساهمون: Centro de Investigación y Modelamiento de Fenómenos Aleatorios – Valparaíso (CIMFAV), Universidad de Valparaiso Chile, Laboratoire de Mathématiques et Modélisation d'Evry (LaMME), Institut National de la Recherche Agronomique (INRA)-Ecole Nationale Supérieure d'Informatique pour l'Industrie et l'Entreprise (ENSIIE)-Université d'Évry-Val-d'Essonne (UEVE)-Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 0304-4149.

مصطلحات موضوعية: Stable L\'evy process, Boundary Conditions, Hitting times, Integrated Stable Lévy processes, Reflective-diffusive boundary conditions 2010 Mathematics Subject Classification: 60G52, 60F99, 60J50, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/1706.08681; hal-01543660; https://hal.science/hal-01543660; https://hal.science/hal-01543660v2/document; https://hal.science/hal-01543660v2/file/SPA3421.pdf; ARXIV: 1706.08681

الاتاحة: https://hal.science/hal-01543660
https://hal.science/hal-01543660v2/document
https://hal.science/hal-01543660v2/file/SPA3421.pdf

المؤلفون: Kozubowski, Tomasz, Podgorski, Krzysztof

المصدر: International Mathematical Forum. 2(30):1457-1468

مصطلحات موضوعية: Compound Poisson process, Cox process, Discrete L´evy process, Doubly stochastic Poisson process, Fractional Laplace motion, Gamma- Poisson process, Gamma process, Geometric sum, Geometric distribution, Infinite divisibility, Point process, Random stability, Subordination, Self similarity, Simulation, Naturvetenskap, Matematik, Sannolikhetsteori och statistik, Natural Sciences, Mathematics, Probability Theory and Statistics

URL الوصول: https://lup.lub.lu.se/record/3051929
http://www.m-hikari.com/imf-password2007/29-32-2007/kozubowskiIMF29-32-2007.pdf

المؤلفون: Ali, Mohammad Jamsher, Pärna, Kalev

المصدر: Acta et Commentationes Universitatis Tartuensis de Mathematica; Vol. 27 No. 1 (2023); 113-129 ; 2228-4699 ; 1406-2283

مصطلحات موضوعية: Risk process, L´evy process, phase type distribution, ruin probability

وصف الملف: application/pdf

Relation: https://ojs.utlib.ee/index.php/ACUTM/article/view/ACUTM.2023.27.10/17073; https://ojs.utlib.ee/index.php/ACUTM/article/view/ACUTM.2023.27.10

الاتاحة: https://ojs.utlib.ee/index.php/ACUTM/article/view/ACUTM.2023.27.10
https://doi.org/10.12697/ACUTM.2023.27.10

المؤلفون: Jabir, J.-F, Profeta, Christophe

المساهمون: Centro de Investigación y Modelamiento de Fenómenos Aleatorios – Valparaíso (CIMFAV), Universidad de Valparaiso Chile, Laboratoire de Mathématiques et Modélisation d'Evry (LaMME), Université d'Évry-Val-d'Essonne (UEVE)-ENSIIE-Université Paris-Saclay-Centre National de la Recherche Scientifique (CNRS)-Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE)

المصدر: https://hal.archives-ouvertes.fr/hal-01543660 ; 2020.

مصطلحات موضوعية: Stable L\'evy process, Boundary Conditions, Hitting times, Integrated Stable Lévy processes, Reflective-diffusive boundary conditions 2010 Mathematics Subject Classification: 60G52, 60F99, 60J50, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/1706.08681; hal-01543660; https://hal.archives-ouvertes.fr/hal-01543660; https://hal.archives-ouvertes.fr/hal-01543660v2/document; https://hal.archives-ouvertes.fr/hal-01543660v2/file/SPA3421.pdf; ARXIV: 1706.08681

الاتاحة: https://hal.archives-ouvertes.fr/hal-01543660
https://hal.archives-ouvertes.fr/hal-01543660v2/document
https://hal.archives-ouvertes.fr/hal-01543660v2/file/SPA3421.pdf

المؤلفون: Mariusz Żaba, Piotr Garbaczewski

المصدر: Journal of Physics A-Mathematical and Theoretical. 55(30):1-27

مصطلحات موضوعية: Statistics and Probability, reflection scenarios, asymptotic pdfs in the interval, path-wise analysis, reflecting boundary data, Statistical Mechanics (cond-mat.stat-mech), Probability (math.PR), General Physics and Astronomy, FOS: Physical sciences, Statistical and Nonlinear Physics, Mathematical Physics (math-ph), reflecting L´evy process, Mathematics - Analysis of PDEs, Modeling and Simulation, FOS: Mathematics, fractional Laplacian, Condensed Matter - Statistical Mechanics, Mathematics - Probability, Mathematical Physics, random walk approximation, Analysis of PDEs (math.AP)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::52013b45d22f64ffffcc48d0a5d19fcf
https://iopscience.iop.org/article/10.1088/1751-8121/ac7d1f/meta

المؤلفون: Frei, M. M.

المصدر: Carpathian Mathematical Publications; Vol 10, No 1 (2018); 82-104 ; Карпатские математические публикации; Vol 10, No 1 (2018); 82-104 ; Карпатські математичні публікації; Vol 10, No 1 (2018); 82-104

مصطلحات موضوعية: L\'evy process, stochastic differentiation, Wick product, Процес Леві, стохастичне диференціювання, віківський добуток

وصف الملف: application/pdf; text/html

Relation: http://journals.pu.if.ua/index.php/cmp/article/view/2185/3099; http://journals.pu.if.ua/index.php/cmp/article/view/2185/3351; http://journals.pu.if.ua/index.php/cmp/article/view/2185

الاتاحة: http://journals.pu.if.ua/index.php/cmp/article/view/2185
https://doi.org/10.15330/cmp.10.1.82-104

المؤلفون: Loeffen, Ronnie, Palmowski, Z., Surya, B.A.

المصدر: Loeffen , R , Palmowski , Z & Surya , B A 2017 , ' Discounted penalty function at Parisian ruin for Lévy insurance risk process ' , Insurance: Mathematics and Economics , vol. 83 , pp. 190-197 . https://doi.org/10.1016/j.insmatheco.2017.10.008

مصطلحات موضوعية: L´evy process, Parisian ruin, risk process, ruin, resolvent, first- passage time

وصف الملف: application/pdf

الاتاحة: https://research.manchester.ac.uk/en/publications/ad4498dc-c60f-4e22-b429-72aad33ffb0b
https://doi.org/10.1016/j.insmatheco.2017.10.008
https://pure.manchester.ac.uk/ws/files/60991875/arxiv_1706.01962.pdf

المؤلفون: Profeta, Christophe, Simon, Thomas

المساهمون: Laboratoire de Mathématiques et Modélisation d'Evry LaMME, Laboratoire Paul Painlevé - UMR 8524 LPP, Laboratoire de Physique Théorique et Modèles Statistiques LPTMS

مصطلحات موضوعية: Martin kernel, Stable L\'evy process, Hypergeometric function, Hitting probability, Green function, Harmonic measure

وصف الملف: application/octet-stream

Relation: Séminaire de Probabilités; http://hdl.handle.net/20.500.12210/123520

الاتاحة: https://hdl.handle.net/20.500.12210/123520

المؤلفون: Fasen, V.,Klüppelberg, C. and Lindner, A.

مصطلحات موضوعية: info:eu-repo/classification/ddc, COGARCH, extreme value theory, generalized Cox-Ingersoll-Ross model, L´evy process, Ornstein-Uhlenbeck process, Poisson approximation, regular variation, stochastic volatility model, subexponential distribution, tail behavior, volatility cluster

وصف الملف: application/pdf; Text

Relation: https://mediatum.ub.tum.de/1072096; https://mediatum.ub.tum.de/doc/1072096/document.pdf

الاتاحة: https://mediatum.ub.tum.de/1072096
https://mediatum.ub.tum.de/doc/1072096/document.pdf
http://link.springer.com/chapter/10.1007%252F0-387-28359-5_4;

المؤلفون: Profeta, Christophe, Simon, Thomas

المساهمون: Laboratoire de Mathématiques et Modélisation d'Evry, Institut National de la Recherche Agronomique (INRA)-Université d'Évry-Val-d'Essonne (UEVE)-Centre National de la Recherche Scientifique (CNRS), Laboratoire Paul Painlevé - UMR 8524 (LPP), Centre National de la Recherche Scientifique (CNRS)-Université de Lille, Laboratoire de Physique Théorique et Modèles Statistiques (LPTMS), Centre National de la Recherche Scientifique (CNRS)-Université Paris-Sud - Paris 11 (UP11)

المصدر: https://hal.archives-ouvertes.fr/hal-01104112 ; 2015.

مصطلحات موضوعية: Harmonic measure, Hitting probability, Green function, Hypergeometric function, Stable L\'evy process, Martin kernel, 60G51, 60G52, 60J45, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

Relation: hal-01104112; https://hal.archives-ouvertes.fr/hal-01104112; https://hal.archives-ouvertes.fr/hal-01104112/document; https://hal.archives-ouvertes.fr/hal-01104112/file/Stable-Harm10.pdf

الاتاحة: https://hal.archives-ouvertes.fr/hal-01104112
https://hal.archives-ouvertes.fr/hal-01104112/document
https://hal.archives-ouvertes.fr/hal-01104112/file/Stable-Harm10.pdf

المؤلفون: Haug, S., Czado, C.

مصطلحات موضوعية: info:eu-repo/classification/ddc/510, Mathematik, fractionally integrated ECOGARCH process, long memory, L´evy process, stationarity, stochastic volatility

وصف الملف: application/pdf; Text

Relation: https://mediatum.ub.tum.de/1079280; https://mediatum.ub.tum.de/doc/1079280/document.pdf

الاتاحة: https://mediatum.ub.tum.de/1079280
https://mediatum.ub.tum.de/doc/1079280/document.pdf

المؤلفون: Viktor Todorov, George Tauchen

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://sisla06.samsi.info/fmse/lp/Papers/2005-10-05-SAMSI-Levy-Paper.pdf.

مصطلحات موضوعية: L¶evy process, simulation, stochastic volatility, di®usions, realized vari- ance, quadratic variation. JEL classi¯cation, G12, C51, C52

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.584.5374; http://sisla06.samsi.info/fmse/lp/Papers/2005-10-05-SAMSI-Levy-Paper.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.584.5374
http://sisla06.samsi.info/fmse/lp/Papers/2005-10-05-SAMSI-Levy-Paper.pdf

المؤلفون: Yacine A. It-sahalia

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.princeton.edu/~yacine/jumpvol.pdf.

مصطلحات موضوعية: Poisson jumps, Cauchy jumps, L!evy process, Diffusion, Maximum likelihood

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.496.9169; http://www.princeton.edu/~yacine/jumpvol.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.496.9169
http://www.princeton.edu/~yacine/jumpvol.pdf

المؤلفون: J. M. Bernardo, M. J. Bayarri, J. O. Berger, A. P. Dawid, D. Heckerman, A. F. M. Smith, M. West (eds, R. Wolpert, Martin B. Hansen

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://ftp.isds.duke.edu/WorkingPapers/02-11.ps.

مصطلحات موضوعية: GAMMA PROCESS, L EVY PROCESS, POLYMER, RANDOM FIELD, REVERSIBLE JUMP MCMC, RHEOLOGY

وصف الملف: application/postscript

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.18.6286; http://ftp.isds.duke.edu/WorkingPapers/02-11.ps

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.18.6286
http://ftp.isds.duke.edu/WorkingPapers/02-11.ps

المؤلفون: Avram, Florin, Chan, Terence, Usabel Rodrigo, Miguel Arturo

مصطلحات موضوعية: American options, Perpetual approximation, Spectrally negative exponential L&evy process, Empresa

وصف الملف: application/pdf

Relation: http://dx.doi.org/10.1016/S0304-4149(02)00104-7; Stochastic Processes and their Applications, 2002, n. 100, pp. 75-107; http://hdl.handle.net/10016/12758; 75; 100; 107; Stochastic Processes and their Applications

الاتاحة: http://hdl.handle.net/10016/12758
https://doi.org/10.1016/S0304-4149(02)00104-7

المؤلفون: Søren Asmussen, Offer Kella

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.maths.lth.se/matstat/staff/asmus/download.html/stoprev.ps.

مصطلحات موضوعية: L evy process, local time, stopping time, Wald martingale

وصف الملف: application/postscript

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.22.1348; http://www.maths.lth.se/matstat/staff/asmus/download.html/stoprev.ps

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.22.1348
http://www.maths.lth.se/matstat/staff/asmus/download.html/stoprev.ps