Lévy-based growth models

KÝ Jónsdóttir, J Schmiegel, EBV Jensen - 2008 - projecteuclid.org
In the present paper, we give a condensed review, for the nonspecialist reader, of a new
modelling framework for spatio-temporal processes, based on Lévy theory. We show the …

Gaussian radial growth

Kİ Jónsdóttir, EBV Jensen - 2004 - pure.au.dk
The growth of planar and spatial objects is often modelled using one-dimensional size
parameters, eg volume, area or average radius. We take a more detailed approach and …

Spatio-temporal modelling-with a view to biological growth

EBV Jensen, KY Jonsdottir, J Schmiegel… - … on statistics and …, 2006 - books.google.com
Modelling of biological growth patterns is a field of mathematical biology that has attracted
much attention in recent years, see eg Chaplain et al.(1999) and Capasso et al.(2002). The …

Brownian motion and Ornstein–Uhlenbeck processes in planar shape space

FG Ball, IL Dryden, M Golalizadeh - Methodology and Computing in …, 2008 - Springer
We discuss Brownian motion and Ornstein–Uhlenbeck processes specified directly in planar
shape space. In particular, we obtain the drift and diffusion coefficients of Brownian motion in …

On spatio-temporal Lévy based Cox processes

M Prokesová, G Hellmund, EBV Jensen - Proceedings S4G, International …, 2006 - pure.au.dk
The paper discusses a new class of models for spatio-temporal Cox point processes. In
these models, the driving field is defined by means of an integral of a weight function with …

[图书][B] Introductory lectures on fluctuations of Lévy processes with applications

AE Kyprianou - 2006 - books.google.com
Lévy processes are the natural continuous-time analogue of random walks and form a rich
class of stochastic processes around which a robust mathematical theory exists. Their …

Estimation for stochastic models driven by Laplace motion

K Podgórski, J Wegener - Communications in Statistics-Theory and …, 2011 - Taylor & Francis
Laplace motion is a Lévy process built upon Laplace distributions. Non Gaussian stochastic
fields that are integrals with respect to this process are considered and methods for their …

Lévy-based spatial-temporal modelling, with applications to turbulence

OE Barndorff-Nielsen, J Schmiegel - Russian Mathematical …, 2004 - iopscience.iop.org
Lévy-based spatial-temporal modelling, with applications to turbulence Page 1 Russian
Mathematical Surveys Lévy-based spatial-temporal modelling, with applications to turbulence …

Global properties of stochastic Loewner evolution driven by Lévy processes

P Oikonomou, I Rushkin, IA Gruzberg… - Journal of Statistical …, 2008 - iopscience.iop.org
Abstract Standard Schramm–Loewner evolution (SLE) is driven by a continuous Brownian
motion which then produces a trace, a continuous fractal curve connecting the singular …

Exact asymptotic for distribution densities of Lévy functionals

V Knopova, A Kulik - 2011 - projecteuclid.org
A version of the saddle point method is developed, which allows one to describe exactly the
asymptotic behavior of distribution densities of Lévy driven stochastic integrals with …