Pages that link to "Item:Q4492201"
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The following pages link to Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight (Q4492201):
Displaying 50 items.
- Statistical physics and economic fluctuations: do outliers exist? (Q1856097) (← links)
- Symmetry/anti-symmetry phase transitions in crude oil markets (Q1867947) (← links)
- Barrier options and touch-and-out options under regular Lévy processes of exponential type (Q1872362) (← links)
- Autocorrelation as a source of truncated Lévy flights in foreign exchange rates (Q1873904) (← links)
- Trading strategies, feedback control and market dynamics (Q1873964) (← links)
- Tempered relaxation with clustering patterns (Q1928039) (← links)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- Finite element method for a symmetric tempered fractional diffusion equation (Q2012638) (← links)
- Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes (Q2016559) (← links)
- Should I stay or should I go? Zero-size jumps in random walks for Lévy flights (Q2020228) (← links)
- On high-order schemes for tempered fractional partial differential equations (Q2029138) (← links)
- A fully discrete local discontinuous Galerkin method with the generalized numerical flux to solve the tempered fractional reaction-diffusion equation (Q2033963) (← links)
- Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis (Q2064632) (← links)
- Combination of transition probability distribution and stable Lorentz distribution in stock markets (Q2072272) (← links)
- Tempered positive Linnik processes and their representations (Q2106799) (← links)
- Stochastic pursuit-evasion curves for foraging dynamics (Q2133124) (← links)
- Stickiness in the order parameter time-series as a signature of criticality (Q2137719) (← links)
- Bypassing the truncation problem of truncated Lévy flights (Q2141866) (← links)
- Subdiffusion and ergodicity breaking in heterogeneous environments subject to Lévy noise (Q2158001) (← links)
- Superstatistics with cut-off tails for financial time series (Q2160075) (← links)
- Lévy and Gauss statistics in the preparation of an earthquake (Q2161939) (← links)
- Tempered fractional order compartment models and applications in biology (Q2162646) (← links)
- An investigation on continuous time random walk model for bedload transport (Q2173489) (← links)
- Crossover dynamics from superdiffusion to subdiffusion: models and solutions (Q2176135) (← links)
- A reduced-order extrapolated finite difference iterative method for the Riemann-Liouville tempered fractional derivative equation (Q2192626) (← links)
- Monitoring Lévy-process crossovers (Q2211998) (← links)
- Using the Lévy sections to reduce risks in the buying strategies and asset sales that value in time (Q2247035) (← links)
- Existence, uniqueness and numerical analysis of solutions of tempered fractional boundary value problems (Q2273059) (← links)
- A Galerkin finite element method for the modified distributed-order anomalous sub-diffusion equation (Q2292035) (← links)
- On fractional Lévy processes: tempering, sample path properties and stochastic integration (Q2302689) (← links)
- High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application (I) (Q2318239) (← links)
- Numerical approximations for the tempered fractional Laplacian: error analysis and applications (Q2333710) (← links)
- Multivariate elliptical truncated moments (Q2397126) (← links)
- Fractional reproduction-dispersal equations and heavy tail dispersal kernels (Q2426362) (← links)
- Economic fluctuations and statistical physics: the puzzle of large fluctuations (Q2432363) (← links)
- Animal navigation: the difficulty of moving in a straight line (Q2460446) (← links)
- Network clustering coefficient approach to DNA sequence analysis (Q2497618) (← links)
- Two-dimensional Gegenbauer wavelets for the numerical solution of tempered fractional model of the nonlinear Klein-Gordon equation (Q2668057) (← links)
- Return-to-home model for short-range human travel (Q2688385) (← links)
- Stochastic Optimal Foraging Theory (Q2822122) (← links)
- Detecting market crashes by analysing long-memory effects using high-frequency data (Q2873035) (← links)
- Parameter Estimation for Exponentially Tempered Power Law Distributions (Q2920008) (← links)
- Solving fractional Schrödinger-type spectral problems: Cauchy oscillator and Cauchy well (Q2924881) (← links)
- Fronts in anomalous diffusion–reaction systems (Q2955456) (← links)
- HOW DOES THE EURODOLLAR INTEREST RATE BEHAVE? (Q3022035) (← links)
- Global heat kernel estimates for symmetric jump processes (Q3092826) (← links)
- A generalized Fourier transform approach to risk measures (Q3301115) (← links)
- Empirical distributions of stock returns: between the stretched exponential and the power law? (Q3375381) (← links)
- LÉVY-STABLE PRODUCTIVITY SHOCKS (Q3506465) (← links)
- FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS (Q3523549) (← links)
