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  1. 21

    Nonlinear Stochastic SIS Epidemic Model Incorporating Lévy Process by Amine El Koufi

    Published 2022-01-01
    “…In this work, we study a stochastic SIS epidemic model with Lévy jumps and nonlinear incidence rates. Firstly, we present our proposed model and its parameters. …”
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    Article
  2. 22

    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. …”
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    Article
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    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. …”
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  5. 25

    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. …”
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    Article
  6. 26

    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. …”
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  7. 27

    Markaların Atık Yönetimi Stratejileri Bağlamında Yeşil Reklam Uygulamaları: Mavi ve Levi’s Örneği by Hilal Taşkın, Tuğçe Boran

    Published 2022-12-01
    “…Araştırma kapsamında Mavi ve Levi’s markalarının YouTube kanallarında yer alan, son 5 yıl içerisinde yapılmış olan dörder yeşil reklam filmi nitel araştırma yöntemi kapsamında içerik analizi yöntemi kullanılarak incelenmiştir. …”
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    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. …”
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    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. …”
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    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. …”
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  15. 35

    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. …”
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    Lévi-Strauss et l’Asie. L’anthropologie structurale « out of America » by Frédéric Keck

    Published 2008-11-01
    “…This article analyzes the role of Asia in Lévi-Strauss’s works, and draw conclusions for a structural anthropology of this continent. …”
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  19. 39

    Estimating the Gerber-Shiu Expected Discounted Penalty Function for Lévy Risk Model by Yujuan Huang, Wenguang Yu, Yu Pan, Chaoran Cui

    Published 2019-01-01
    “…This paper studies the statistical estimation of the Gerber-Shiu discounted penalty functions in a general spectrally negative Lévy risk model. Suppose that the claims process and the surplus process can be observed at a sequence of discrete time points. …”
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