This work considers a small random perturbation of alpha-stable jump type nonlinear reaction-diffusion equations with Dirichlet boundary conditions over an interval.
The main results of the book concern the existence, two-sided estimates, path integral representation, and small time and semiclassical asymptotics for the Green functions (or fundamental solutions) of these equations, which represent the ...
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David Applebaum. compound Poisson processes and symmetric stable laws play a key role in the analysis . Jump - diffusion processes By a jump - diffusion process , we mean the strong solution Y = ( Y ( t ) , t > 0 ) of the SDE dY ( t ) ...
... differential equations with jumps. Masuda (2013a) studied convergence of Gaussian quasi-likelihood random fields for ergodic Levy driven SDE observed art high frequency. Masuda (2013b) studied optimal estimation of stable Ornstein ...
The accessible nature of the work makes this an ideal introductory text for graduate seminars in applied probability, stochastic processes, physics, finance, and telecommunications, and a unique guide to the world of Lévy processes.
The service systems, such as data centers and healthcare systems, are usually of large scale which makes the system more sensitive to environments and more vulnerable to interruptions.
... stable motion infinitesimal generators of 50 properties of 48–49 Wiener and Itô-type stochastic integrals for ... compound Poisson process 34–35 finite-dimensional distributions covariance structure and 29–30 stochastic processes ...
... stable, 10 μ-continuous, 4 σ-field, 1 H-derivative, 170,223 H-differentiable, 170,223, 249 C∞-manifold, 336 ... Compound Poisson distribution, 9 Compound Poisson process, 22 Conditional expectation, 25 Conditional probability, 2 ...