In this paper we introduce a ten-parameter family of Lévy processes for which we obtain Wiener-Hopf factors and distribution of the supremum process in semi-explicit form. This family allows an arbitrary behavior of small jumps and includes processes similar to the generalized tempered stable, KoBoL and CGMY processes. Analytically it is characterized by the property that the characteristic exp...

Microwave radiometer data is affected by many factors during the imaging process, including the antenna pattern, system noise, and the curvature of the Earth. Existing deconvolution methods such as Wiener filtering handle this degradation problem in the Fourier domain. However, under complex degradation conditions, the Wiener filtering results are not accurate. In this paper, a convolutional ne...

whereas there is an exact linear relation between the wiener indices of kenograms and plerograms of isomeric alkanes, the respective terminal wiener indices exhibit a completely different behavior: correlation between terminal wiener indices of kenograms and plerograms is absent, but other regularities can be envisaged. in this article, we analyze the basic properties of terminal wiener indices...

In this note, we partially confirm some conjectures of P. Révész [10] on the critical branching Wiener process.

In this paper we present a weak approximation scheme for BSDEs driven by a Wiener process and an (in)finite activity Poisson random measure with drivers that are general Lipschitz functionals of the solution of the BSDE. The approximating backward stochastic difference equations (BS∆Es) are driven by random walks that weakly approximate the given Wiener process and Poisson random measure. We es...

the wiener polarity index wp(g) of a molecular graph g of order n is the number ofunordered pairs of vertices u, v of g such that the distance d(u,v) between u and v is 3. in anearlier paper, some extremal properties of this graph invariant in the class of catacondensedhexagonal systems and fullerene graphs were investigated. in this paper, some new bounds forthis graph invariant are presented....

We prove that, for a two-dimensional Riemannian manifold, the Ricci flow is obtained by a Wiener process.

The convergence in variation of the laws of multiple Wiener–Itô integrals with respect to their kernel has been studied by Davydov and Martynova in [1987. Limit behavior of multiple stochastic integral. Statistics and Control of Random Process (Preila, 1987), Nauka, Moscow, pp. 55–57 (in Russian)]. Here, we generalize this convergence for the joint laws of multiple Wiener–Itô integrals. In this...