Works matching DE "LEVY processes"

Results: 1555

FL-Jaya scheduler: an optimized Jaya algorithm for effective independent task scheduling in cloud systems.

Published in:

Computing, 2025, v. 107, n. 6, p. 1, doi. 10.1007/s00607-025-01475-2

By:

Mashaqbeh, Husam S.;
Mjlae, Salameh A.

Publication type:

Article

Tuning of ILADRC for CFB Boiler Combustion System Based on LF-DCSSA Algorithm †.

Published in:

Energies (19961073), 2025, v. 18, n. 9, p. 2164, doi. 10.3390/en18092164

By:

Wang, Qi;
Zhang, Chi;
Xiao, Aoqi;
Jia, Xinchun;
Chen, Shikui;
Fan, Rongsen

Publication type:

Article

Uniqueness principle for fractional (non)-coercive anisotropic polyharmonic operators and applications to inverse problems.

Published in:

Inverse Problems & Imaging, 2025, v. 19, n. 4, p. 1, doi. 10.3934/ipi.2024054

By:

Lin, Ching-Lung;
Liu, Hongyu;
Lo, Catharine W. K.

Publication type:

Article

A New Method for Network Coverage Optimization and its Application on Fire Monitoring.

Published in:

Multimedia Tools & Applications, 2025, v. 84, n. 13, p. 11359, doi. 10.1007/s11042-024-19317-2

By:

Wang, Jinghua;
Xu, Le;
Kuang, Ciwei;
Xu, Yong;
Wang, Wei

Publication type:

Article

Random Sampling and Reconstruction of Non‐Decaying Signals From Weighted Multiply Generated Shift‐Invariant Spaces.

Published in:

Mathematical Methods in the Applied Sciences, 2025, v. 48, n. 8, p. 9007, doi. 10.1002/mma.10771

By:

Li, Wei;
Wang, Jinping

Publication type:

Article

Fractional Brownian motion ruin model with random inspection time.

Published in:

Stochastics: An International Journal of Probability & Stochastic Processes, 2025, v. 97, n. 3, p. 417, doi. 10.1080/17442508.2025.2452864

By:

Jasnovidov, Grigori

Publication type:

Article

Option Pricing for Symmetric Lévy Returns with Applications.

Published in:

Asia-Pacific Financial Markets, 2015, v. 22, n. 1, p. 27, doi. 10.1007/s10690-014-9192-9

By:

Hamza, Kais;
Klebaner, Fima;
Landsman, Zinoviy;
Tan, Ying-Oon

Publication type:

Article

A New Type of Barrier Options: Lizard Option.

Published in:

Asia-Pacific Financial Markets, 2015, v. 22, n. 1, p. 75, doi. 10.1007/s10690-014-9193-8

By:

Kawanishi, Yasuhiro

Publication type:

Article

Dimension Reduction for Pricing Options Under Multidimensional Lévy Processes.

Published in:

Asia-Pacific Financial Markets, 2015, v. 22, n. 1, p. 1, doi. 10.1007/s10690-014-9190-y

By:

Imai, Junichi

Publication type:

Article

Application of Homotopy Analysis Method to Option Pricing Under Lévy Processes.

Published in:

Asia-Pacific Financial Markets, 2014, v. 21, n. 1, p. 1, doi. 10.1007/s10690-013-9175-2

By:

Sakuma, Takayuki;
Yamada, Yuji

Publication type:

Article

Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes.

Published in:

Asia-Pacific Financial Markets, 2006, v. 13, n. 4, p. 327, doi. 10.1007/s10690-007-9048-7

By:

Poirot, Jérémy;
Tankov, Peter

Publication type:

Article

Lévy processes driven by stochastic volatility.

Published in:

Asia-Pacific Financial Markets, 2005, v. 12, n. 4, p. 333, doi. 10.1007/s10690-006-9029-2

By:

Chourdakis, Kyriakos

Publication type:

Article

[Geometric Lévy Process & MEMM] Pricing Model and Related Estimation Problems.

Published in:

Asia-Pacific Financial Markets, 2001, v. 8, n. 1, p. 45, doi. 10.1023/A:1011445109763

By:

Miyahara, Yoshio

Publication type:

Article

Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models.

Published in:

Annals of the Institute of Statistical Mathematics, 2023, v. 75, n. 4, p. 533, doi. 10.1007/s10463-022-00854-2

By:

Uehara, Yuma

Publication type:

Article

Whittle estimation for continuous-time stationary state space models with finite second moments.

Published in:

Annals of the Institute of Statistical Mathematics, 2022, v. 74, n. 2, p. 233, doi. 10.1007/s10463-021-00802-6

By:

Fasen-Hartmann, Vicky;
Mayer, Celeste

Publication type:

Article

Model selection for the robust efficient signal processing observed with small Lévy noise.

Published in:

Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 5, p. 1205, doi. 10.1007/s10463-019-00726-2

By:

Beltaief, Slim;
Chernoyarov, Oleg;
Pergamenchtchikov, Serguei

Publication type:

Article

Bootstrapping continuous-time autoregressive processes.

Published in:

Annals of the Institute of Statistical Mathematics, 2014, v. 66, n. 1, p. 75, doi. 10.1007/s10463-013-0406-0

By:

Brockwell, Peter;
Kreiss, Jens-Peter;
Niebuhr, Tobias

Publication type:

Article

Semi-self-decomposable distributions on Z<sub>+</sub>.

Published in:

Annals of the Institute of Statistical Mathematics, 2008, v. 60, n. 4, p. 901, doi. 10.1007/s10463-007-0124-6

By:

Bouzar, Nadjib

Publication type:

Article

An improved grey wolf optimizer for minimizing drilling deformation and residual stress in AA2024 sheet.

Published in:

International Journal of Advanced Manufacturing Technology, 2024, v. 130, n. 9/10, p. 4443, doi. 10.1007/s00170-023-12905-w

By:

Wu, Rui;
Huang, Shiyao;
Zhang, Wenqian;
Zhu, Min;
Zheng, Zhong;
Li, Tao;
Xue, Huan

Publication type:

Article

Optimum design of reinforced concrete retaining walls with the flower pollination algorithm.

Published in:

Structural & Multidisciplinary Optimization, 2020, v. 61, n. 2, p. 575, doi. 10.1007/s00158-019-02380-x

By:

Mergos, Panagiotis E.;
Mantoglou, Fotios

Publication type:

Article

Convolution semigroups of states.

Published in:

Mathematische Zeitschrift, 2011, v. 267, n. 1/2, p. 325, doi. 10.1007/s00209-009-0621-9

By:

Lindsay, J. Martin;
Skalski, Adam G.

Publication type:

Article

A novel LF-TLBO-based optimisation scheme for islanding detection in microgrids.

Published in:

Electrical Engineering, 2025, v. 107, n. 1, p. 313, doi. 10.1007/s00202-024-02512-7

By:

Suman, Gourav Kumar;
Yadav, Suman;
Guerrero, Josep M.

Publication type:

Article

Hybrid Mayfly Lévy Flight Distribution Optimization Algorithm-Tuned Deep Convolutional Neural Network for Indoor–Outdoor Image Classification.

Published in:

International Journal of Image & Graphics, 2024, v. 24, n. 2, p. 1, doi. 10.1142/S0219467824500244

By:

Pakhare, Jayamala D.;
Uplane, Mahadev D.

Publication type:

Article

Superdiffusion of energetic particles at shocks: A Lévy flight model for acceleration.

Published in:

Astronomy & Astrophysics / Astronomie et Astrophysique, 2025, v. 693, p. 1, doi. 10.1051/0004-6361/202451765

By:

Aerdker, Sophie;
Merten, Lukas;
Effenberger, Frederic;
Fichtner, Horst;
Becker Tjus, Julia

Publication type:

Article

Prey Preferences and Body Mass Most Influence Movement Behavior and Home Range Area of Komodo Dragons.

Published in:

Ichthyology & Herpetology, 2021, v. 109, n. 1, p. 92, doi. 10.1643/h2020028

By:

Purwandana, Deni;
Ciofi, Claudio;
Imansyah, M. Jeri;
Ariefiandy, Achmad;
Rudiharto, Heru;
Jessop, Tim S.

Publication type:

Article

Lévy walk of pions in heavy-ion collisions.

Published in:

Communications Physics, 2025, v. 8, n. 1, p. 1, doi. 10.1038/s42005-025-01973-x

By:

Kincses, Dániel;
Nagy, Márton;
Csanád, Máté

Publication type:

Article

Directed motion of cognitive active agents in a crowded three-way intersection.

Published in:

Communications Physics, 2024, v. 7, n. 1, p. 1, doi. 10.1038/s42005-024-01860-x

By:

Iyer, Priyanka;
Negi, Rajendra Singh;
Schadschneider, Andreas;
Gompper, Gerhard

Publication type:

Article

Models of Randomness and Complexity, from Turbulence to Stock Markets.

Published in:

Leonardo, 2008, v. 41, n. 3, p. 239, doi. 10.1162/leon.2008.41.3.239

By:

Bouchaud, Jean-Philippe

Publication type:

Article

Application of the meta‐heuristics for optimizing exergy of a HT‐PEMFC.

Published in:

International Journal of Energy Research, 2020, v. 44, n. 5, p. 3749, doi. 10.1002/er.5163

By:

Lin, Du;
Yehong, Han;
Khodaei, Hossein

Publication type:

Article

Solving Portfolio Optimization Problems Using MOEA/D and Lévy Flight.

Published in:

Advances in Data Science & Adaptive Analysis, 2020, v. 12, n. 3/4, p. N.PAG, doi. 10.1142/S2424922X20500059

By:

He, Yifan;
Aranha, Claus

Publication type:

Article

Level set medical image segmentation aided by cooperative quantum particle optimization with Lévy flights.

Published in:

Vibroengineering Procedia, 2019, v. 28, p. 93, doi. 10.21595/vp.2019.21054

By:

Desheng Li;
Na Deng;
Xu Chen

Publication type:

Article

Estimating the Gerber-Shiu Expected Discounted Penalty Function for Lévy Risk Model.

Published in:

Discrete Dynamics in Nature & Society, 2019, p. 1, doi. 10.1155/2019/3607201

By:

Huang, Yujuan;
Yu, Wenguang;
Pan, Yu;
Cui, Chaoran

Publication type:

Article

Asymptotic filter behavior for high-frequency expert opinions in a market with Gaussian drift.

Published in:

Stochastic Models, 2020, v. 36, n. 4, p. 519, doi. 10.1080/15326349.2020.1758567

By:

Gabih, Abdelali;
Kondakji, Hakam;
Wunderlich, Ralf

Publication type:

Article

Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps.

Published in:

Stochastic Models, 2020, v. 36, n. 2, p. 337, doi. 10.1080/15326349.2020.1717344

By:

Palmowski, Zbigniew;
Vatamidou, Eleni

Publication type:

Article

Correction.

Published in:: 2019
Publication type:: Correction Notice

Equivalent measure changes for subordinate diffusions.

Published in:

Stochastic Models, 2019, v. 35, n. 4, p. 357, doi. 10.1080/15326349.2019.1606719

By:

Li, Lingfei;
Mendoza-Arriaga, Rafael

Publication type:

Article

Distribution of suprema for generalized risk processes.

Published in:

Stochastic Models, 2019, v. 35, n. 1, p. 33, doi. 10.1080/15326349.2018.1559740

By:

Geček Tuđen, Ivana

Publication type:

Article

A factorization of a Lévy process over a phase-type horizon.

Published in:

Stochastic Models, 2018, v. 34, n. 4, p. 397, doi. 10.1080/15326349.2018.1513335

By:

Asmussen, Søren;
Ivanovs, Jevgenijs

Publication type:

Article

Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails.

Published in:

Stochastic Models, 2014, v. 30, n. 2, p. 197, doi. 10.1080/15326349.2014.900389

By:

Fu, Ke-Ang;
Ng, Cheuk Yin Andrew

Publication type:

Article

Local Time Asymptotics for Centered Levy Processes with Two-Sided Reflection.

Published in:

Stochastic Models, 2011, v. 27, n. 2, p. 202, doi. 10.1080/15326349.2011.567928

By:

Nørvang Andersen, Lars;
Asmussen, Søren

Publication type:

Article

A Weak Approximation of Stochastic Differential Equations with Jumps Through Tempered Polynomial Optimization.

Published in:

Stochastic Models, 2011, v. 27, n. 1, p. 26, doi. 10.1080/15326349.2011.542721

By:

Kashima, Kenji;
Kawai, Reiichiro

Publication type:

Article

On Ruin Probability for a Risk Process Perturbed by a Levy Process with no Negative Jumps.

Published in:

Stochastic Models, 2008, v. 24, n. 2, p. 288, doi. 10.1080/15326340802009113

By:

Frostig, E.

Publication type:

Article

Population Dynamics and Random Genealogies.

Published in:

Stochastic Models, 2008, v. 24, p. 45, doi. 10.1080/15326340802437728

By:

Lambert, Amaury

Publication type:

Article

On Weighted Tempered Moving Averages Processes.

Published in:

Stochastic Models, 2008, v. 24, p. 227, doi. 10.1080/15326340802437850

By:

Garmendia, JoseLuis Pérez

Publication type:

Article

MatG Random Matrices.

Published in:

Stochastic Models, 2006, v. 22, n. 4, p. 723, doi. 10.1080/15326340600878560

By:

Barndorff-Nielsen, OleE.;
Pérez-Abreu, Víctor;
Rocha-Arteaga, Alfonso

Publication type:

Article

Finite Time Blow Up and Stability of a Semilinear Equation with a Time Dependent Lévy Generator.

Published in:

Stochastic Models, 2006, v. 22, n. 4, p. 735, doi. 10.1080/15326340600878636

By:

Mimbela, José AlfredoLópez;
Pérez, AroldoPérez

Publication type:

Article

STATIONARITY OF DELAYED SUBORDINATORS.

Published in:

Stochastic Models, 2001, v. 17, n. 3, p. 369, doi. 10.1081/STM-100002278

By:

van Harn, K.;
Steutel, F.W.

Publication type:

Article

Pricing multi-asset options with tempered stable distributions.

Published in:

Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-024-00649-9

By:

Xia, Yunfei;
Grabchak, Michael

Publication type:

Article

Indoor High-Precision 3D Positioning System Based on Visible-Light Communication Using Improved Whale Optimization Algorithm.

Published in:

Photonics, 2022, v. 9, n. 2, p. 93, doi. 10.3390/photonics9020093

By:

Meng, Xianmeng;
Jia, Chaochuan;
Cai, Cuicui;
He, Fugui;
Wang, Qing

Publication type:

Article

Exploring the interplay between small and large scales movements in a neotropical small mammal.

Published in:

Movement Ecology, 2024, v. 12, n. 1, p. 1, doi. 10.1186/s40462-024-00465-x

By:

Brigatti, E.;
Ríos-Uzeda, B.;
Vieira, M. V.

Publication type:

Article