ﻻ يوجد ملخص باللغة العربية
In a step reinforced random walk, at each integer time and with a fixed probability p $in$ (0, 1), the walker repeats one of his previous steps chosen uniformly at random, and with complementary probability 1 -- p, the walker makes an independent new step with a given distribution. Examples in the literature include the so-called elephant random walk and the shark random swim. We consider here a continuous time analog, when the random walk is replaced by a L{e}vy process. For sub-critical (or admissible) memory parameters p < p c , where p c is related to the Blumenthal-Getoor index of the L{e}vy process, we construct a noise reinforced L{e}vy process. Our main result shows that the step-reinforced random walks corresponding to discrete time skeletons of the L{e}vy process, converge weakly to the noise reinforced L{e}vy process as the time-mesh goes to 0.
We obtain the lower bounds for ergodic convergence rates, including spectral gaps and convergence rates in strong ergodicity for time-changed symmetric L{e}vy processes by using harmonic function and reversible measure. As direct applications, explic
In this paper, we deal with a class of reflected backward stochastic differential equations associated to the subdifferential operator of a lower semi-continuous convex function driven by Teugels martingales associated with L{e}vy process. We obtain
The transport of self-propelled particle confined in corrugated channel with L{e}vy noise is investigated. The parameters of L{e}vy noise(i.e., the stability index, the asymmetry parameter, the scale parameter, the location parameter) and the paramet
The estimation of functions with varying degrees of smoothness is a challenging problem in the nonparametric function estimation. In this paper, we propose the LABS (L{e}vy Adaptive B-Spline regression) model, an extension of the LARK models, for the
Recent experiments have shown that photoluminescence decay of silicon nanocrystals can be described by the stretched exponential function. We show here that the associated decay probability rate is the one-sided Levy stable distribution which describ