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   Articles with "stable processes" as a keyword



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Equivalent representations of max-stable processes via ℓp-norms

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recommendations! Published in 2018 at "Journal of Applied Probability"

DOI: 10.1017/jpr.2018.5

Abstract: Abstract While max-stable processes are typically written as pointwise maxima over an infinite number of stochastic processes, in this paper, we consider a family of representations based on ℓp-norms. This family includes both the construction… read more here.

Keywords: stable processes; representations max; via norms; max stable ... See more keywords
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Ergodicity and transience of SDEs driven by -stable processes with Markovian switching

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recommendations! Published in 2018 at "Applicable Analysis"

DOI: 10.1080/00036811.2017.1307966

Abstract: ABSTRACT In this paper, we focus on ergodicity and transience of SDEs driven by symmetric -stable processes ( ) with Markovian switching. Some sufficient conditions for ergodicity of several classes of stable processes with Markovian… read more here.

Keywords: processes markovian; transience sdes; stable processes; markovian switching ... See more keywords