Works matching DE "LEVY processes"

Results: 1590

Local Asymptotic Normality Complexity Arising in a Parametric Statistical Lévy Model.

Published in:

Complexity, 2021, p. 1, doi. 10.1155/2021/3143324

By:

Jedidi, Wissem

Publication type:

Article

Levy Downcrossing Theorem for the Arratia Flow.

Published in:

Ukrainian Mathematical Journal, 2015, v. 67, n. 2, p. 302, doi. 10.1007/s11253-015-1080-6

By:

Chernega, P.

Publication type:

Article

Two-boundary problems for a random walk.

Published in:

Ukrainian Mathematical Journal, 2007, v. 59, n. 11, p. 1668, doi. 10.1007/s11253-008-0018-7

By:

Ezhov, I. I.;
Kadankov, V. F.;
Kadankova, T. V.

Publication type:

Article

Research on multi-wave joint elastic modulus inversion based on improved quantum particle swarm optimization.

Published in:

Petroleum Science (KeAi Communications Co.), 2025, v. 22, n. 2, p. 670, doi. 10.1016/j.petsci.2024.10.006

By:

Peng-Qi Wang;
Xing-Ye Liu;
Qing-Chun Li;
Yi-Fan Feng;
Tao Yang;
Xia-Wan Zhou;
Xu-Kun He

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

Optimization method for underwater sensor networks based on a virtual force-oriented enhanced whale optimization algorithm.

Published in:

Electronics Letters (Wiley-Blackwell), 2024, v. 60, n. 8, p. 1, doi. 10.1049/ell2.13189

By:

Wei Tian;
Jirui Guo;
Rui Hou

Publication type:

Article

An Enhanced Grey Wolf Optimizer for Engineering Design and Multilayer Perceptron.

Published in:

Information Technology & Control, 2025, v. 54, n. 1, p. 268, doi. 10.5755/j01.itc.54.1.36908

By:

Mingshang Ma

Publication type:

Article

Multi-strategy Improved Pelican Optimization Algorithm for Mobile Robot Path Planning.

Published in:

Information Technology & Control, 2024, v. 53, n. 2, p. 372, doi. 10.5755/j01.itc.53.2.35955

By:

Chun Qing Li;
Zheng Feng Jiang;
Yong Ping Huang

Publication type:

Article

The spatial complexity of seed movement: Animal‐generated seed dispersal patterns in fragmented landscapes revealed by animal movement models.

Published in:

Journal of Ecology, 2020, v. 108, n. 2, p. 687, doi. 10.1111/1365-2745.13287

By:

Nield, Andrew P.;
Nathan, Ran;
Enright, Neal J.;
Ladd, Philip G.;
Perry, George L. W.;
Buckley, Yvonne

Publication type:

Article

Systemic Risk Modeling with Lévy Copulas.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 6, p. 1, doi. 10.3390/jrfm14060251

By:

Yuhao Liu;
Djuri´c, Petar M.;
Young Shin Kim;
Rachev, Svetlozar T.;
Glimm, James

Publication type:

Article

Quanto Pricing beyond Black--Scholes.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 3, p. 1, doi. 10.3390/jrfm14030136

By:

Fink, Holger;
Mittnik, Stefan

Publication type:

Article

Construction of Orchard Agricultural Machinery Dispatching Model Based on Improved Beetle Optimization Algorithm.

Published in:

Agronomy, 2025, v. 15, n. 2, p. 323, doi. 10.3390/agronomy15020323

By:

Liu, Lixing;
Liu, Hongjie;
Li, Jianping;
Wang, Pengfei;
Yang, Xin

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

Using pseudo-absence models to test for environmental selection in marine movement ecology: the importance of sample size and selection strength.

Published in:

Movement Ecology, 2022, v. 10, n. 1, p. 1, doi. 10.1186/s40462-022-00362-1

By:

Pinti, Jérôme;
Shatley, Matthew;
Carlisle, Aaron;
Block, Barbara A.;
Oliver, Matthew J.

Publication type:

Article

R/S analysis of the Dst index.

Published in:

Geomagnetism & Aeronomy, 2017, v. 57, n. 3, p. 326, doi. 10.1134/S0016793217030069

By:

Kiselev, B.

Publication type:

Article

Improved owl search algorithm for optimal capacity determination of the gas engine in a CCHP system using 4E analysis.

Published in:

International Transactions on Electrical Energy Systems, 2020, v. 30, n. 10, p. 1, doi. 10.1002/2050-7038.12552

By:

Cao, Ziqi;
Kui, Deng;
Ashourian, Mohsen

Publication type:

Article

Reconstruction of multispectral images from spectrally coded light fields of flat scenes.

Published in:

Technisches Messen, 2019, v. 86, n. 12, p. 758, doi. 10.1515/teme-2019-0103

By:

Schambach, Maximilian;
Puente León, Fernando

Publication type:

Article

Machine learning based shear strength prediction in reinforced concrete beams using Levy flight enhanced decision trees.

Published in:

Scientific Reports, 2025, v. 15, n. 1, p. 1, doi. 10.1038/s41598-025-12359-y

By:

Çiftçioğlu, Aybike Özyüksel;
Delikanlı, Anıl;
Shafighfard, Torkan;
Bagherzadeh, Faramarz

Publication type:

Article

GAAOA-Lévy: a hybrid metaheuristic for optimized multilevel thresholding in image segmentation.

Published in:

Scientific Reports, 2025, v. 15, n. 1, p. 1, doi. 10.1038/s41598-025-12142-z

By:

Mahmoud, Eman;
Alkhalaf, Salem;
Senjyu, Tomonobu;
Furukakoi, Masahiro;
Hemeida, Ashraf;
Abozaid, Ghada

Publication type:

Article

An innovative coverage optimization method for smart information monitoring in agricultural IoT using the multi-strategy Pelican optimization algorithm.

Published in:

Scientific Reports, 2025, v. 15, n. 1, p. 1, doi. 10.1038/s41598-025-95885-z

By:

Chen, Wei;
Cao, Qike;
Cao, Bingyu;
Jin, Bo

Publication type:

Article

The Influence of Behavioral Factors (Nudging) on Complementary Treatment Insurance Decision.

Published in:

Journal of Biomedical Physics & Engineering, 2023, v. 13, p. 246

By:

Farzadfard, Mansour;
Jahromy, Zohre Sabery;
Khoshnoudfar, Mohammadjavad

Publication type:

Article

Reconstructing the historical distribution of diffusion equation with poly-fractional operator in multi-dimensional space.

Published in:

Communications on Pure & Applied Analysis, 2024, v. 23, n. 8, p. 1, doi. 10.3934/cpaa.2024047

By:

Khanh, Tra Quoc;
Khieu, Tran Thi

Publication type:

Article

Optimal power flow solution with current injection model of generalized interline power flow controller using ameliorated ant lion optimization.

Published in:

International Journal of Electrical & Computer Engineering (2088-8708), 2023, v. 13, n. 1, p. 1060, doi. 10.11591/ijece.v13i1.pp1060-1077

By:

Balasubbareddy, Mallala;
Dwivedi, Divyanshi;
Krishna Murthy, Garikamukkala Venkata;
Kumar, Kotte Sowjan

Publication type:

Article

GLM-methods for volatility models.

Published in:

Statistical Modelling: An International Journal, 2008, v. 8, n. 3, p. 263, doi. 10.1177/1471082X0800800303

By:

del Castillo, Joan;
Youngjo Lee

Publication type:

Article

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

A novel modified Lévy flight distribution algorithm to tune proportional, integral, derivative and acceleration controller on buck converter system.

Published in:

Transactions of the Institute of Measurement & Control, 2022, v. 44, n. 2, p. 393, doi. 10.1177/01423312211036591

By:

Izci, Davut;
Ekinci, Serdar;
Hekimoğlu, Baran

Publication type:

Article

Design and application of an optimally tuned PID controller for DC motor speed regulation via a novel hybrid Lévy flight distribution and Nelder–Mead algorithm.

Published in:

Transactions of the Institute of Measurement & Control, 2021, v. 43, n. 14, p. 3195, doi. 10.1177/01423312211019633

By:

Izci, Davut

Publication type:

Article

Parameter identification of a reduced nonlinear model for an activated sludge process based on cuckoo search algorithm.

Published in:

Transactions of the Institute of Measurement & Control, 2019, v. 41, n. 12, p. 3352, doi. 10.1177/0142331218824384

By:

Ladhari, Taoufik;
Khoja, Intissar;
Msahli, Faouzi;
Sakly, Anis

Publication type:

Article

Method of moment estimation in the COGARCH(1,1) model.

Published in:

Econometrics Journal, 2007, v. 10, n. 2, p. 320, doi. 10.1111/j.1368-423X.2007.00210.x

By:

Haug, S.;
Klüppelberg, C.;
Lindner, A.;
Zapp, M.

Publication type:

Article

Physiography, foraging mobility, and the first peopling of Sahul.

Published in:

Nature Communications, 2024, v. 15, n. 1, p. 1, doi. 10.1038/s41467-024-47662-1

By:

Salles, Tristan;
Joannes-Boyau, Renaud;
Moffat, Ian;
Husson, Laurent;
Lorcery, Manon

Publication type:

Article

Goodness-of-Fit Test in Multivariate Jump Diffusion Models.

Published in:

Journal of Business & Economic Statistics, 2019, v. 37, n. 2, p. 275, doi. 10.1080/07350015.2017.1321547

By:

Zhang, Shulin;
Zhou, Qian M.;
Zhu, Dongming;
Song, Peter X.-K.

Publication type:

Article

Simulation Methods for Lévy-Driven Continuous-Time Autoregressive Moving Average (CARMA) Stochastic Volatility Models.

Published in:

Journal of Business & Economic Statistics, 2006, v. 24, n. 4, p. 455, doi. 10.1198/073500106000000260

By:

Todorov, Viktor;
Tauchen, George

Publication type:

Article

A guide to sampling design for GPS‐based studies of animal societies.

Published in:

Methods in Ecology & Evolution, 2023, v. 14, n. 8, p. 1887, doi. 10.1111/2041-210X.13999

By:

He, Peng;
Klarevas‐Irby, James A.;
Papageorgiou, Danai;
Christensen, Charlotte;
Strauss, Eli D.;
Farine, Damien R.

Publication type:

Article

A MARKOVIAN SWITCHING DIFFUSION FOR AN SIS MODEL INCORPORATING LÉVY PROCESSES.

Published in:

Discrete & Continuous Dynamical Systems - Series B, 2023, v. 28, n. 1, p. 209, doi. 10.3934/dcdsb.2022072

By:

SETTATI, A.;
LAHROUZ, A.;
EL FATINI, MOHAMED;
EL HAITAMI, A.;
EL JARROUDI, M.;
ERRIANI, M.

Publication type:

Article

Variational solutions of stochastic partial differential equations with cylindrical Lévy noise.

Published in:

Discrete & Continuous Dynamical Systems - Series B, 2021, v. 26, n. 6, p. 2879, doi. 10.3934/dcdsb.2020209

By:

Kosmala, Tomasz;
Riedle, Markus

Publication type:

Article

Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process.

Published in:

Discrete & Continuous Dynamical Systems - Series B, 2020, v. 25, n. 10, p. 4039, doi. 10.3934/dcdsb.2020137

By:

Kadlec, Karel;
Maslowski, Bohdan

Publication type:

Article

Advection-diffusion equation on a half-line with boundary Lévy noise.

Published in:

Discrete & Continuous Dynamical Systems - Series B, 2019, v. 24, n. 2, p. 637, doi. 10.3934/dcdsb.2018200

By:

Hartmann, Lena-Susanne;
Pavlyukevich, Ilya

Publication type:

Article

ANALYSIS OF A LÉVY-DIFFUSION LESLIE-GOWER PREDATOR-PREY MODEL WITH NONMONOTONIC FUNCTIONAL RESPONSE.

Published in:

Discrete & Continuous Dynamical Systems - Series B, 2018, v. 23, n. 6, p. 2121, doi. 10.3934/dcdsb.2018228

By:

Yin, Hongwei;
Xiao, Xiaoyong;
Wen, Xiaoqing

Publication type:

Article

THE STOCHASTIC BEAM EQUATION DRIVEN BY A NON-GAUSSIAN LÉEVY PROCESS.

Published in:

Discrete & Continuous Dynamical Systems - Series B, 2014, v. 19, n. 4, p. 1027, doi. 10.3934/dcdsb.2014.19.1027

By:

HONGJUN GAO;
FEI LIANG

Publication type:

Article

NONLOCAL CONVECTION-DIFFUSION VOLUME-CONSTRAINED PROBLEMS AND JUMP PROCESSES.

Published in:

Discrete & Continuous Dynamical Systems - Series B, 2014, v. 19, n. 4, p. 961, doi. 10.3934/dcdsb.2014.19.961

By:

QIANG DU;
ZHAN HUANG;
LEHOUCQ, RICHARD B.

Publication type:

Article

L¹ SEMIGROUP GENERATION FOR FOKKER-PLANCK OPERATORS ASSOCIATED TO GENERAL LEVY DRIVEN SDES.

Published in:

Discrete & Continuous Dynamical Systems: Series A, 2018, v. 38, n. 11, p. 5735, doi. 10.3934/dcds.2018250

By:

Chen, Linghua;
Jakobsen, Espen R.

Publication type:

Article

Using a Self‐Clustering Algorithm and Type‐2 Fuzzy Controller for Multi‐robot Deployment and Navigation in Dynamic Environments.

Published in:

Asian Journal of Control, 2020, v. 22, n. 6, p. 2143, doi. 10.1002/asjc.2283

By:

Jhang, Jyun‐Yu;
Lee, Chin‐Ling;
Lin, Cheng‐Jian;
Young, Kuu‐Young

Publication type:

Article

Iterative Path Integral Approach to Nonlinear Stochastic Optimal Control Under Compound Poisson Noise.

Published in:

Asian Journal of Control, 2017, v. 19, n. 2, p. 781, doi. 10.1002/asjc.1402

By:

Yuta, Okumura;
Kashima, Kenji;
Ohta, Yoshito

Publication type:

Article

Optimal Scheduling of Cascade Reservoirs Based on an Integrated Multistrategy Particle Swarm Algorithm.

Published in:

Water (20734441), 2023, v. 15, n. 14, p. 2593, doi. 10.3390/w15142593

By:

Liu, Yixuan;
Mo, Li;
Yang, Yuqi;
Tao, Yitao

Publication type:

Article

On the possibility of singular low-frequency spectra and levy law persistence statistics in the...

Published in:

Journal of the Atmospheric Sciences, 1998, v. 55, n. 5, p. 677, doi. 10.1175/1520-0469(1998)055<0677:OTPOSL>2.0.CO;2

By:

Viecelli, J. A.

Publication type:

Article

OPTION PRICE ASYMPTOTICS UNDER A STOCHASTIC VOLATILITY LÉVY MODEL WITH INFINITE ACTIVITY JUMPS.

Published in:

International Journal of Theoretical & Applied Finance, 2025, v. 28, n. 1/2, p. 1, doi. 10.1142/S0219024925500062

By:

JAFARI, HOSSEIN;
BURÉS, ÒSCAR;
VIVES, JOSEP;
ZHAO, YIQIANG Q.

Publication type:

Article

PREFACE: SPECIAL ISSUE IN HONOUR OF THE MEMORY OF THOMAS ROBERT HURD (1956–2022).

Published in:

International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 3/4, p. 1, doi. 10.1142/S0219024924020023

By:

BIELECKI, TOMASZ R.;
GRASSELLI, MATHEUS R.;
HUGHSTON, LANE P.

Publication type:

Article

EFFICIENT EVALUATION OF DOUBLE-BARRIER OPTIONS.

Published in:

International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 2, p. 1, doi. 10.1142/S0219024924500079

By:

BOYARCHENKO, SVETLANA;
LEVENDORSKIĬ, SERGEI

Publication type:

Article

PRICING AND HEDGING OF TEMPERATURE DERIVATIVES IN A MODEL WITH MEMORY.

Published in:

International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 1, p. 1, doi. 10.1142/S0219024923500310

By:

HESS, MARKUS

Publication type:

Article

WITHDRAWAL SUCCESS ESTIMATION.

Published in:

International Journal of Theoretical & Applied Finance, 2023, v. 26, n. 4/5, p. 1, doi. 10.1142/S0219024923500140

By:

BROWN, HAYDEN

Publication type:

Article