Showing 21 - 40 results of 545 for search '"Levi"', query time: 0.05s Refine Results
  1. 21

    Random Dynamics of the Stochastic Boussinesq Equations Driven by Lévy Noises by Jianhua Huang, Yuhong Li, Jinqiao Duan

    Published 2013-01-01
    “…This paper is devoted to the investigation of random dynamics of the stochastic Boussinesq equations driven by Lévy noise. Some fundamental properties of a subordinator Lévy process and the stochastic integral with respect to a Lévy process are discussed, and then the existence, uniqueness, regularity, and the random dynamical system generated by the stochastic Boussinesq equations are established. …”
    Get full text
    Article
  2. 22
  3. 23

    Approximate Solutions of Hybrid Stochastic Pantograph Equations with Levy Jumps by Wei Mao, Xuerong Mao

    Published 2013-01-01
    “…We investigate a class of stochastic pantograph differential equations with Markovian switching and Levy jumps. We prove that the approximate solutions converge to the true solutions in sense as well as in probability under local Lipschitz condition and generalize the results obtained by Fan et al. (2007), Milošević and Jovanović (2011), and Marion et al. (2002) to cover a class of more general stochastic pantograph differential equations with jumps. …”
    Get full text
    Article
  4. 24

    SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions by Pengju Duan

    Published 2016-01-01
    “…The paper is devoted to solving a new class of backward stochastic differential equations driven by Lévy process and countable Brownian motions. We prove the existence and uniqueness of the solutions to the backward stochastic differential equations by constructing Cauchy sequence and fixed point theorem. …”
    Get full text
    Article
  5. 25

    Stability of the Levi-Civita tensors and an Alon–Tarsi type theorem by Yeliussizov, Damir

    Published 2023-10-01
    “…We show that the Levi-Civita tensors are semistable in the sense of Geometric Invariant Theory, which is equivalent to an analogue of the Alon–Tarsi conjecture on Latin squares. …”
    Get full text
    Article
  6. 26
  7. 27
  8. 28

    Discussion

    Published 2008-12-01
    Subjects: “…Lévi-Strauss (Claude)…”
    Get full text
    Article
  9. 29
  10. 30
  11. 31

    A Study on L-Asparaginase of Nocardia levis MK-VL_113 by Alapati Kavitha, Muvva Vijayalakshmi

    Published 2012-01-01
    “…An enzyme-based drug, L-asparaginase, was produced by Nocardia levis MK-VL_113 isolated from laterite soils of Guntur region. …”
    Get full text
    Article
  12. 32

    On the Laws of Total Local Times for -Paths and Bridges of Symmetric Lévy Processes by Masafumi Hayashi, Kouji Yano

    Published 2013-01-01
    “…The joint law of the total local times at two levels for -paths of symmetric Lévy processes is shown to admit an explicit representation in terms of the laws of the squared Bessel processes of dimensions two and zero. …”
    Get full text
    Article
  13. 33
  14. 34

    Comparing Multicomponent Erlang Distribution and Lévy Distribution of Particle Transverse Momentums by Hua-Rong Wei, Ya-Hui Chen, Li-Na Gao, Fu-Hu Liu

    Published 2014-01-01
    “…The multicomponent Erlang distribution that resulted from a multisource thermal model seems to give a better description as compared with the Lévy distribution. The temperature parameters of interacting system corresponding to different types of final-state products are obtained. …”
    Get full text
    Article
  15. 35
  16. 36
  17. 37

    Pricing Vulnerable European Options under Lévy Process with Stochastic Volatility by Chaoqun Ma, Shengjie Yue, Yishuai Ren

    Published 2018-01-01
    “…This paper considers the pricing issue of vulnerable European option when the dynamics of the underlying asset value and counterparty’s asset value follow two correlated exponential Lévy processes with stochastic volatility, and the stochastic volatility is divided into the long-term and short-term volatility. …”
    Get full text
    Article
  18. 38

    Markov Regime Switching of Stochastic Volatility Lévy Model on Approximation Mode by Arthit Intarasit

    Published 2013-01-01
    “…We propose that asset returns are modeled by a stochastic volatility Lévy process incorporating a regime switching model. …”
    Get full text
    Article
  19. 39
  20. 40