Pages that link to "Item:Q4492201"
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The following pages link to Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight (Q4492201):
Displaying 50 items.
- NON-GAUSSIAN STATISTICS OF OIL PRICING TIME-SERIES: A CASE STUDY (Q3573165) (← links)
- Levy models and long correlations applied to the study of exchange traded funds (Q3636739) (← links)
- Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets (Q4216098) (← links)
- ECONOPHYSICS: WHAT CAN PHYSICISTS CONTRIBUTE TO ECONOMICS? (Q4521249) (← links)
- OPTION PRICING FOR TRUNCATED LÉVY PROCESSES (Q4522657) (← links)
- Trading volume in models of financial derivatives (Q4541604) (← links)
- Analytic solution to space-fractional Fokker–Planck equations for tempered-stable Lévy distributions with spatially linear, time-dependent drift (Q4603655) (← links)
- Reaction Spreading in Systems With Anomalous Diffusion (Q4607499) (← links)
- Models of asset returns: changes of pattern from high to low event frequency (Q4610244) (← links)
- Crime modeling with truncated Lévy flights for residential burglary models (Q4630565) (← links)
- Spatial asymptotics at infinity for heat kernels of integro-differential operators (Q4633636) (← links)
- Boundary Problems for the Fractional and Tempered Fractional Operators (Q4643794) (← links)
- Deterministic implied volatility models (Q4646768) (← links)
- The correlation dimension of returns with stochastic volatility (Q4647595) (← links)
- PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES (Q4653014) (← links)
- Multidimensional mutations in evolutionary algorithms based on real-valued representation (Q4653455) (← links)
- AN EMPIRICAL STUDY ON THE STATISTICAL PROPERTIES OF ROMANIAN EMERGING STOCK MARKET RASDAQ (Q4653569) (← links)
- Convolution equivalence and infinite divisibility (Q4819467) (← links)
- Transient anomalous sub-diffusion on bounded domains (Q4908286) (← links)
- Inertial ratchet driven by colored Lévy noise: current inversion and mass separation (Q4964597) (← links)
- Random matrix models for datasets with fixed time horizons (Q4991056) (← links)
- A Reciprocal Formulation of Nonexponential Radiative Transfer. 2: Monte Carlo Estimation and Diffusion Approximation (Q5035869) (← links)
- Heat kernels for reflected diffusions with jumps on inner uniform domains (Q5039043) (← links)
- A stochastic-statistical residential burglary model with independent Poisson clocks (Q5056738) (← links)
- First passage time moments of asymmetric Lévy flights (Q5059993) (← links)
- Solving Portfolio Optimization Problems Using MOEA/D and Lévy Flight (Q5066669) (← links)
- Anisotropic Nonlocal Diffusion Operators for Normal and Anomalous Dynamics (Q5112031) (← links)
- A Stochastic-Statistical Residential Burglary Model with Finite Size Effects (Q5132199) (← links)
- A Langevin dynamics approach to the distribution of animal move lengths (Q5135064) (← links)
- Tempered Fractional Model of Transient Current in Organic Semiconductor Layers (Q5236996) (← links)
- Numerical Methods for SPDEs with Tempered Stable Processes (Q5254701) (← links)
- Tempered Fractional Sturm--Liouville EigenProblems (Q5266119) (← links)
- A STOCHASTIC MODEL FOR MULTIFRACTAL BEHAVIOR OF STOCK PRICES (Q5312122) (← links)
- Tempered fractional differential equation: variational approach (Q5348433) (← links)
- Sample Path Large Deviations for Order Statistics (Q5391094) (← links)
- Adaptive Wick--Malliavin Approximation to Nonlinear SPDEs with Discrete Random Variables (Q5502087) (← links)
- On the approximate controllability for fractional evolution hemivariational inequalities (Q5741673) (← links)
- Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach (Q5877279) (← links)
- Survival in two-species reaction-diffusion system with Lévy flights: renormalization group treatment and numerical simulations (Q5878745) (← links)
- Truncated Lévy walks and an emerging market economic index (Q5940062) (← links)
- Phenomenology of the term structure of interest rates with Padé approximants (Q5945409) (← links)
- Time evolution of stochastic processes with correlations in the variance: stability in power-law tails of distributions (Q5947840) (← links)
- Similarities and differences between physics and economics (Q5947861) (← links)
- Truncated Lévy process with scale-invariant behavior (Q5947874) (← links)
- Analytical and numerical investigation on the tempered time-fractional operator with application to the Bloch equation and the two-layered problem (Q6048061) (← links)
- Analysis of the Lévy Flight Foraging Hypothesis in \(\mathbb{R}^{n}\) and Unreliability of the Most Rewarding Strategies (Q6049425) (← links)
- Regularity of semigroups for exponentially tempered stable processes with drift (Q6110796) (← links)
- Truncated Lévy flights and generalized Cauchy processes (Q6135093) (← links)
- A return-to-home model with commuting people and workers (Q6140879) (← links)
- Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468) (← links)
