scholarly journals Estimation of the contribution of a component to the overall risk for a portfolio defined by the multivariate fractional Levy motion

2017 ◽  
pp. 27-44
Author(s):  
Olga Rumyantseva ◽  
◽  
Yurii Khokhlov ◽  
Keyword(s):  
Lévy Motion ◽  
Fractional Lévy Motion ◽  
Overall Risk

Transport equation describing fractional Lévy motion of suprathermal ions in TORPEX

2014 ◽  
Vol 54 (10) ◽  
pp. 104009 ◽  
Author(s):  
A. Bovet ◽  
M. Gamarino ◽  
I. Furno ◽  
P. Ricci ◽  
A. Fasoli ◽  
...  
Keyword(s):  
Transport Equation ◽  
Lévy Motion ◽  
Suprathermal Ions ◽  
Fractional Lévy Motion

scholarly journals Fractional Lévy motion and its application to network traffic modeling

2002 ◽  
Vol 40 (3) ◽  
pp. 363-375 ◽  
Author(s):  
N. Laskin ◽  
I. Lambadaris ◽  
F.C. Harmantzis ◽  
M. Devetsikiotis
Keyword(s):  
Network Traffic ◽  
Traffic Modeling ◽  
Lévy Motion ◽  
Network Traffic Modeling ◽  
Fractional Lévy Motion
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