Sufficient conditions are given for invariant probability measures in stochastic delay differential equations driven by integrable Lévy noise, with a key reduction from bounded solutions to bounded segments under a one-sided bound on the deterministic coefficient.
L\'evy Processes For Finance: An Introduction In R
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
abstract
This brief manuscript provides an introduction to L\'evy processes and their applications in finance as the random process that drives asset models. Characteristic functions and random variable generators of popular L\'evy processes are presented in R.
fields
math.DS 1years
2024 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Existence of Invariant Probability Measures for Stochastic Differential Equations with Finite Time Delay
Sufficient conditions are given for invariant probability measures in stochastic delay differential equations driven by integrable Lévy noise, with a key reduction from bounded solutions to bounded segments under a one-sided bound on the deterministic coefficient.