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On the Finite Dimensional Joint Characteristic Function of Levy's Stochastic Area Processes
the Finite Dimensional Joint Characteristic Function Levy's Stochastic Area Processes Probability
2012/6/25
The goal of this paper is to derive a formula for the finite dimensional joint characteristic function (the Fourier transform of the finite dimensional distribution) of the coupled process ${(W_{t},L_...
Modeling high-frequency financial data by pure jump processes
Diffusion pure jump process semi-martingales high-frequency data hypothesis testing
2012/6/21
It is generally accepted that the asset price processes contain jumps. In fact, pure jump models have been widely used to model asset prices and/or stochastic volatilities. The question is: is there a...
Weak Markov Processes as Linear Systems
multi-variable system weakMarkov process cascade observability asymptotic completeness
2012/6/15
A noncommutative Fornasini-Marchesini system (a multi-variable version of a linear system) can be realized within a weak Markov process (a model for quantum evolution). For a discrete time parameter t...
Asymptotic behavior of critical primitive multi-type branching processes with immigration
Asymptotic behavior critical primitive multi-type branching processes immigration Probability
2012/5/24
Under natural assumptions a Feller type diffusion approximation is derived for critical multi-type branching processes with immigration when the offspring mean matrix is primitive (in other words, pos...
Stationary distributions for a class of generalized Fleming-Viot processes
generalized Fleming-Viot process measure-valued branching process stable random measure
2012/5/9
We identify stationary distributions of generalized Fleming-Viot processes with jump mechanisms specified by certain beta laws together with a parameter measure. Each of these distributions is obtaine...
We consider the evolution of large but finite populations on arbitrary fitness landscapes. We describe the evolutionary process by a Markov, Moran process. We show that to $\mathcal O(1/N)$, the time-...
Violation of the Leggett-Garg inequality in cognitive processes
Violation of the Leggett-Garg inequality cognitive processes Neurons and Cognition
2012/5/2
The Leggett and Garg Inequality (LGI) is a test of the classical behaviour of an observed system, in the case of a single measurement channel monitored at different times. Here we report LGI violation...
Jump-type Hunt processes generated by lower bounded semi-Dirichlet forms
Jump-type Hunt process semi-Dirichlet form censored pro-cess stable-like process
2012/4/16
Let $E$ be a locally compact separable metric space and $m$ be a positive Radon measure on it. Given a nonnegative function $k$ defined on $E\times E$ off the diagonal whose anti-symmetric part is ass...
Quasiclassical approach to high-energy QED processes in strong laser and atomic fields
Quasiclassical high-energy QED processes strong laser atomic fields Atomic Physics
2012/4/20
An approach, based on the use of the quasiclassical Green's function, is developed for investigating high-energy quantum electrodynamical processes in combined strong laser and atomic fields. Employin...
Attribute Exploration of Gene Regulatory Processes
Attribute Exploration Gene Regulatory Processes Molecular Networks
2012/4/28
This thesis aims at the logical analysis of discrete processes, in particular of such generated by gene regulatory networks. States, transitions and operators from temporal logics are expressed in the...
FunctionaL Regular Variation of Levy-driven Multivariate Mixed Moving Average Processes
cadlag sample paths functional regular variation heavy tails Levy basis mixed moving average process
2012/4/18
We consider the functional regular variation in the space $\mathbb{D}$ of c\`adl\`ag functions of multivariate mixed moving average (MMA) processes of the type $X_t = \int\int f(A, t - s) \Lambda (d A...
One-sided FKPP travelling waves in the context of homogenous fragmentation processes
FKPP equation travelling wave homogenous fragmentation process killed fragmentation product martingale spectrally negative Levy process
2012/4/23
In this paper we introduce the one-sided FKPP equation in the context of homogenous fragmentation processes. More specifically, the main result of the present paper is concerned with the existence and...
Extensions of diffusion processes on intervals and Feller's boundary conditions
Extensions of diffusion processes intervals Feller's boundary conditions Probability
2012/4/17
For a minimal diffusion process on $ (a,b) $, any possible extension of it to a standard process on $ [a,b] $ is characterized by the characteristic measures of excursions away from the boundary point...
A canonical form for Gaussian periodic processes
gaussian processes Karhunen-Loeve's theorem periodic processes stationary processes
2012/2/29
This article provides a representation theorem for a set of Gaussian processes; this theorem allows to build Gaussian processes with arbitrary regularity and to write them as limit of random trigonome...
Path Results for Symmetric Jump Processes
Jump Processes symmetric processes support theorem occupation times Dirichlet forms
2012/3/1
We consider a class of jump processes in euclidean space which are associated to a certain non-local symmetric Dirichlet form. We prove a lower bound on the occupation times of sets, and that a suppor...