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Refined basic couplings and Wasserstein-type distances for SDEs with Levy noises
期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2019, 卷号: 129, 期号: 9, 页码: 3129-3173
作者:
Luo, Dejun
;
Wang, Jian
收藏
  |  
浏览/下载:51/0
  |  
提交时间:2020/01/10
Refined basic coupling
Levy jump process
Wasserstein-type distance
Strong ergodicity
ASYMPTOTICS FOR A BIDIMENSIONAL RISK MODEL WITH TWO GEOMETRIC LEVY PRICE PROCESSES
期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2019, 卷号: 15, 页码: 481-505
作者:
Yang, Yang
;
Wang, Kaiyong
;
Liu, Jiajun
;
Zhang, Zhimin
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2019/11/19
infinite-time and finite-time ruin probabilities
consistently varying tail
dependence
geometric Levy price process
bidimensional risk model
Asymptotics
dominatedly varying tail
long tail
Uniform asymptotics for discounted aggregate claims in dependent multi-risk model
期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 卷号: 48, 页码: 781-793
作者:
Lu, Dawei
;
Song, Lixin
;
Li, Fuqi
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  |  
浏览/下载:5/0
  |  
提交时间:2019/12/02
Consistently varying tail
Dependence
Discounted aggregate claims
Levy process
Multi-risk model
Uniformity
Spectrally negative Levy risk model under Erlangized barrier strategy
期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2019, 卷号: 351, 页码: 101-116
作者:
Dong, Hua
;
Yin, Chuancun
;
Dai, Hongshuai
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  |  
浏览/下载:7/0
  |  
提交时间:2019/12/11
spectrally negative Levy risk process
Randomized observation
Barrier
strategy
Scale function
Valuing Guaranteed Minimum Death Benefits by Cosine Series Expansion
期刊论文
MATHEMATICS, 2019, 卷号: 7, 期号: 9
作者:
Yu, Wenguang
;
Yong, Yaodi
;
Guan, Guofeng
;
Huang, Yujuan
;
Su, Wen
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  |  
浏览/下载:7/0
  |  
提交时间:2019/12/11
equity-linked death benefits
Fourier cosine series expansion
guaranteed minimum death benefit
option
valuation
Levy process
Exact Simulation for a Class of Tempered Stable and Related Distributions
期刊论文
ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION, 2018, 卷号: 28, 期号: 3
作者:
Dassios, Angelos
;
Qu, Yan
;
Zhao, Hongbiao
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  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
Monte carlo simulation
exact simulation
backward recursive scheme
stable distribution
tempered stable distribution
exponentially tilted stable distribution
Levy process
Levy subordinator
leptokurtosis
Hunt\'s Hypothesis (H) for the Sum of Two Independent Levy Processes
期刊论文
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2018, 卷号: Vol.6 No.2, 页码: 227-247
作者:
Hu, Ze-Chun
;
Sun, Wei
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  |  
浏览/下载:3/0
  |  
提交时间:2019/02/25
Hunt\'s hypothesis (H)
Getoor\'s conjecture
Levy process
POISSON S-2-ALMOST AUTOMORPHY FOR STOCHASTIC PROCESSES AND ITS APPLICATIONS TO SPDES DRIVEN BY LEVY NOISE
期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2018, 卷号: Vol.23 No.8, 页码: 3309-3345
作者:
Li, Xueqin
;
Tang, Chao
;
Huang, Tianmin
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  |  
浏览/下载:5/0
  |  
提交时间:2019/02/25
Poisson S-2-almost automorphy
local asymptotic stability
stochastic evolution equations
Levy process
2D Tsallis Entropy for Image Segmentation Based on Modified Chaotic Bat Algorithm
期刊论文
ENTROPY, 2018, 卷号: 20, 期号: 4
作者:
Ye, Zhiwei
;
Yang, Juan
;
Wang, Mingwei
;
Zong, Xinlu
;
Yan, Lingyu
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/05
2D Tsallis entropy
image segmentation
Bat algorithm
chaotic process
Levy flight
L-P-maximal hypoelliptic regularity of nonlocal kinetic Fokker Planck operators
期刊论文
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES, 2018, 卷号: 116
作者:
Chen, Zhen-Qing
;
Zhang, Xicheng
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/05
L-P-hypoellipticity
Nonlocal kinetic operator
Fefferman Stein's theorem
Levy process
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