scholarly journals Stable Lévy diffusion and related model fitting

2018 ◽  
pp. 521-541
Author(s):  
Paramita Chakraborty ◽  
Xu Guo ◽  
Hong Wang
Keyword(s):  
Model Fitting ◽  
Related Model ◽  
Lévy Diffusion ◽  
Levy Diffusion

Submonolayer epitaxial growth with long-range (Lévy) diffusion

1998 ◽  
Vol 58 (6) ◽  
pp. 7130-7136 ◽  
Author(s):  
Jacques G. Amar ◽  
Fereydoon Family ◽  
David C. Hughes
Keyword(s):  
Epitaxial Growth ◽  
Long Range ◽  
Lévy Diffusion ◽  
Levy Diffusion

scholarly journals Lévy diffusion as an effect of sporadic randomness

1999 ◽  
Vol 60 (6) ◽  
pp. 6435-6442 ◽  
Author(s):  
Mauro Bologna ◽  
Paolo Grigolini ◽  
Juri Riccardi
Keyword(s):  
Lévy Diffusion ◽  
Levy Diffusion

scholarly journals Swing options in commodity markets: a multidimensional Lévy diffusion model

2013 ◽  
Vol 79 (1) ◽  
pp. 31-67 ◽  
Author(s):  
Marcus Eriksson ◽  
Jukka Lempa ◽  
Trygve Kastberg Nilssen
Keyword(s):  
Diffusion Model ◽  
Commodity Markets ◽  
Swing Options ◽  
Lévy Diffusion ◽  
Levy Diffusion

scholarly journals Asymptotics for conservation laws involving Lévy diffusion generators

2001 ◽  
Vol 148 (2) ◽  
pp. 171-192 ◽  
Author(s):  
Piotr Biler ◽  
Grzegorz Karch ◽  
Wojbor A. Woyczyński
Keyword(s):  
Conservation Laws ◽  
Lévy Diffusion ◽  
Levy Diffusion
Sign in / Sign up

Export Citation Format

Share Document