In the fast-paced world of process engineering, process development is crucial to the success or failure of a plastic injection system. Solid processes must run at 100% efficiency with preferably zero ...
Tempered stable processes have emerged as a crucial class of stochastic models, blending the heavy‐tail characteristics of stable laws with an exponential dampening mechanism that ensures finite ...
Abstract. This paper explicitly computes the transition densities of a spectrally negative stable process with index greater than one, reflected at its infimum. First we derive the forward equation ...
This is a preview. Log in through your library . Abstract We consider the local time process (Lt x, x∈ R, t ≥ 0) of a symmetric stable process X with index β in (1, 2]. We compute the p-variation of L ...
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