INSTITUTIONAL DIGITAL REPOSITORY

Browsing by Author "Wylomanska, A."

Browsing by Author "Wylomanska, A."

Sort by: Order: Results:

  • Fractional Levy stable motion time-changed by gamma subordinator 
    Gajda, J.; Wylomanska, A.; Kumar, A. (2019-11-25)
    In this paper a new stochastic process is introduced by subordinating fractional L evy stable motion (FLSM) with gamma process. This new process incorporates stochastic volatility in the parent process FLSM. Fractional ...
  • Fractional Levy stable motion time-changed by gamma subordinator 
    Gajda, J.; Wylomanska, A.; Kumar, A. (2019-05-23)
    In this paper a new stochastic process is introduced by subordinating fractional Levy stable motion (FLSM) with gamma process. This new process incorporates stochastic volatility in the parent process FLSM. Fractional ...