Multiple Points of Levy Processes

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Levy processes for image modelling

Nonhomogenous random fields are known to be well adapted to modeling a wide class of images. Their computational complexity generally causes their lack of appeal, we propose a more efficient model capable of capturing textures, shapes, as well as jumps typically encountered in infra-red images. The so-called Levy Random fields as we show, can indeed represent a very well adapted alternative for...

متن کامل

A weak approximation for the Extrema's distributions of Levy processes

‎Suppose that $X_{t}$ is a one-dimensional and real-valued L'evy‎ ‎process started from $X_0=0$‎, ‎which ({bf 1}) its nonnegative‎ ‎jumps measure $nu$ satisfying $int_{Bbb‎ ‎R}min{1,x^2}nu(dx)

متن کامل

Path Decompositions for Real Levy Processes

– Let X be a real Lévy process and let X↑ be the process conditioned to stay positive. We assume that 0 is regular for (−∞,0) and (0,+∞) with respect to X. Using elementary excursion theory arguments, we provide a simple probabilistic description of the reversed paths of X and X↑ at their first hitting time of (x,+∞) and last passage time of (−∞, x], on a fixed time interval [0, t], for a posit...

متن کامل

Levy-flight spreading of epidemic processes leading to percolating clusters

We consider two stochastic processes, the Gribov process and the general epidemic process, that describe the spreading of an infectious disease. In contrast to the usually assumed case of short-range infections that lead, at the critical point, to directed and isotropic percolation respectively, we consider long-range infections with a probability distribution decaying in d dimensions with the ...

متن کامل

Integral Equations in the Theory of Levy Processes

In this article we consider the Levy processes and the corresponding semi-group. We represent the generator of this semigroup in a convolution form. Using the obtained convolution form and the theory of integral equations we investigate the properties of a wide class of Levy processes (potential, quasi-potential, the probability of the Levy process remaining within the given domain, long time b...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Probability

سال: 1989

ISSN: 0091-1798

DOI: 10.1214/aop/1176991412