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在“
Elsevier电子期刊
”中,
命中:
18
条,耗时:小于0.01 秒
在所有数据库中总计命中:
15
条
1.
On the class of distributions of subordinated Lé
vy
processes and bases
作者:
Orimar Sauri
a
;
osauri@math.au.dk
;
Almut E.D. Veraart
b
;
a.veraart@imperial.ac.uk
关键词:
Subordination
;
Lé
;
vy
basis
;
Lé
;
vy
processes
;
Lé
;
vy
mixing
;
Lé
;
vy
semistationary processes
;
Recovery problem
刊名:Stochastic Processes and their Applications
出版年:2017
2.
Structure and estimation of Lé
vy
subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests
作者:
Wenjun Zhu
a
;
zhu-wenjun@outlook.com" class="auth_mail" title="E-mail the corresponding author
;
Chou-Wen Wang
b
;
c
;
chouwenwang@gmail.com" class="auth_mail" title="E-mail the corresponding author
;
Ken Seng Tan
d
;
kstan@uwaterloo.ca" class="auth_mail" title="E-mail the corresponding author
关键词:
High dimensional modeling
;
Hierarchical Archimedean copulas
;
Lé
;
vy
subordinators
;
Downside risk
刊名:Journal of Banking & Finance
出版年:2016
3.
pth moment asymptotic stability for neutral stochastic functional differential equations with L茅
vy
processes
作者:
Yan Xu
a
;
b
;
xuyan2008good@163.com" class="auth_mail" title="E-mail the corresponding author
;
Zhimin He
a
;
hezhiminzn@163.com" class="auth_mail" title="E-mail the corresponding author
;
Peiguang Wang
b
;
pgwang@mail.hbu.edu.cn" class="auth_mail" title="E-mail the corresponding author
关键词:
Lé
;
vy
processes
;
Neutral stochastic functional differential equations
;
pth moment asymptotic stability
;
Almost sure asymptotic stability
;
Continuous in the pth moment
;
Continuous in probability
刊名:Applied Mathematics and Computation
出版年:2015
4.
Modeling mortality and pricing life annuities with L茅
vy
processes
作者:
Seyed Saeed Ahmadi
a
;
saeed.ahmadi@yahoo.com" class="auth_mail" title="E-mail the corresponding author
;
Patrice Gaillardetz
b
关键词:
Force of mortality
;
Lé
;
vy
subordinator
;
Generalized linear models
;
Gamma process
;
Variance-Gamma process
刊名:Insurance: Mathematics and Economics
出版年:2015
5.
Limit theorems for renewal shot noise processes with eventually decreasing response functions
作者:
Alexander Iksanov
a
;
iksan@univ.kiev.ua" class="auth_mail
;
iksan72@mail.ru" class="auth_mail
;
Alexander Marynych
a
;
marynych@unicyb.kiev.ua" class="auth_mail
;
Matthias Meiners
b
;
meiners@mathematik.tu-darmstadt.de" class="auth_mail
关键词:
primary
;
60F05
;
60K05
;
secondary
;
60G55
刊名:Stochastic Processes and their Applications
出版年:June, 2014
6.
Constructing hierarchical Archimedean copulas with Lé
vy
subordinators
作者:
Christian Hering
;
Marius Hofert
;
Jan-Frederik Mai
;
Matthias Scherer
关键词:
Hierarchical Archimedean copulas
;
Lé
;
vy
subordinators
;
Sampling algorithm
刊名:Journal of Multivariate Analysis
出版年:2010
7.
Multivariate time changes for Lé
vy
asset models: Characterization and calibration
作者:
Elisa Luciano
;
Patrizia Semeraro
关键词:
Lé
;
vy
processes
;
Multivariate
subordinators
;
Dependence
;
Correlation
;
Multivariate asset modelling
;
Multivariate time changed processes
刊名:Journal of Computational and Applied Mathematics
出版年:2010
8.
Lé
vy
-frailty copulas
作者:
Jan-Frederik Mai
;
Matthias Scherer
关键词:
Extreme-value copula
;
Marshall–
;
Olkin copula
;
Archimedean copula
;
Completely monotone sequence
;
Lé
;
vy
subordinator
刊名:Journal of Multivariate Analysis
出版年:2009
9.
Lé
vy
processes and stochastic von Bertalanffy models of growth, with application to fish population analysis
作者:
Tommaso Russo
;
Paolo Baldi
;
Antonio Parisi
;
Giuseppe Magnifico
;
Stefano Mariani
;
Stefano Cataudella
关键词:
Individual-based models
;
Subordinators
;
Fish growth
;
Clupea harengus
;
Fisheries
刊名:Journal of Theoretical Biology
出版年:2009
10.
A limit theorem for trees of alleles in branching processes with rare neutral mutations
作者:
Jean Bertoin
关键词:
Weak convergence
;
Branching process
;
Neutral mutations
;
Allelic partition
;
Lé
;
vy
–
;
Itô
;
decomposition
刊名:Stochastic Processes and their Applications
出版年:2010
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