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LÉvy processes, subordinators and crime modelling
ArticleAbstract: We investigate some properties of Lévy processes in the context of subordinators. Lévy walks can bePalabras claves:Crime modelling, First passage time, Lévy flight, Lévy processes, Random walks, SubordinatorsAutores:Hermann Mena, Levajkovic T., Zarfl M.Fuentes:scopusThe stochastic linear quadratic optimal control problem in hilbert spaces: A polynomial chaos approach
ArticleAbstract: We consider the stochastic linear quadratic optimal control problem for state equations of the Itô-SPalabras claves:Itô-Skorokhod integral, Polynomial chaos expansion method, Riccati equations, Stochastic linear quadratic optimal control problem, White noise analysisAutores:Hermann Mena, Levajkovic T., Tuffaha A.Fuentes:scopus