Eugene Levy - Wikipedia
Eugene Levy (born December 17, 1946) is a Canadian actor and comedian. He often plays flustered and unconventional figures. He is best known for appearing
Jane Levy - Wikipedia
Jane Colburn Levy (/ˈliːvi/ LEE-vee; born (1989-12-29)December 29, 1989) is an American actress. After attending the Stella Adler Studio of Acting, she
Input estimation from discrete workload observations in a Lévy-driven storage system
Our goal is to estimate the characteristic exponent of the input to a Lévy-driven storage system from a sample of equispaced workload observations. The estimator relies on an approximate moment equation associated with the Laplace-Stieltjes transfor...
Cramer's estimate for a reflected Levy process
The natural analogue for a Levy process of Cramer's estimate for a reflected random walk is a statement about the exponential rate of decay of the tail of the characteristic measure of the height of an excursion above the minimum. We establish this...
Stochastic bounds for Levy processes
Using the Wiener-Hopf factorization, it is shown that it is possible to bound the path of an arbitrary Levy process above and below by the paths of two random walks. These walks have the same step distribution, but different random starting points....
Right inverses of Lévy processes
We call a right-continuous increasing process $K_x$ a partial right inverse (PRI) of a given Lévy process $X$ if $X_{K_x}=x$ for at least all $x$ in some random interval $[0,ζ)$ of positive length. In this paper, we give a necessary and sufficient...
On the rate of convergence of simple and jump-adapted weak Euler schemes for Levy driven S…
The paper studies the rate of convergence of the weak Euler approximation for solutions to possibly completely degenerate SDEs driven by Levy processes, with Hoelder-continuous coefficients. It investigates the dependence of the rate on the regularit...
An SFP--FCC Method for Pricing and Hedging Early-exercise Options under Lévy Processes
This paper extends the Singular Fourier--Padé (SFP) method proposed by Chan (2018) to pricing/hedging early-exercise options--Bermudan, American and discrete-monitored barrier options--under a Lévy process. The current SFP method is incorporated wi...
The structure of entrance laws for time-inhomogeneous Ornstein-Uhlenbeck Processes with Lé…
This paper is about the structure of all entrance laws (in the sense of Dynkin) for time-inhomogeneous Ornstein-Uhlenbeck processes with Lévy noise in Hilbert state spaces. We identify the extremal entrance laws with finite weak first moments throug...
The entrance law of the excursion measure of the reflected process for some classes of Lév…
We provide integral formulae for the Laplace transform of the entrance law of the reflected excursions for symmetric Lévy processes in terms of their characteristic exponent. For subordinate Brownian motions and stable processes we express the densi...
Dan Levy (Canadian actor) - Wikipedia
Daniel Joseph Levy (born August 9, 1983) is a Canadian actor and filmmaker. He began his career as a television host on MTV Canada. He received international
A large deviation principle for the normalized excursion of $α$-stable Lévy processes with…
We establish a large deviation principle for the normalized excursion and bridge of an $α$-stable Lévy process without negative jumps, with $1<α<2$. Based on this, we derive precise asymptotics for the tail distributions of functionals of the norm...
Sample-path large deviations for Lévy processes and random walks with Weibull increments
We study sample-path large deviations for Lévy processes and random walks with heavy-tailed jump-size distributions that are of Weibull type. Our main results include an extended form of an LDP (large deviations principle) in the $J_1$ topology, and...
Sample-Path Large Deviations for Lévy Processes and Random Walks with Lognormal Increments
The large deviations theory for heavy-tailed processes has seen significant advances in the recent past. In particular, Rhee et al. (2019) and Bazhba et al. (2020) established large deviation asymptotics at the sample-path level for Lévy processes a...
No-Free-Lunch equivalences for exponential Levy models
We provide equivalence of numerous no-free-lunch type conditions for financial markets where the asset prices are modeled as exponential Levy processes, under possible convex constraints in the use of investment strategies. The general message is t...
Burkholder-Davis-Gundy type Inequalities of the Itô stochastic integral with respect to Le…
The aim of this note is to give some Burkholder-Davis-Gundy type inequalities which are valid for the Ito stochastic integral with respect to Banach valued Levy noise....
Good Grief (film) - Wikipedia
Good Grief is a 2023 American comedy-drama film written and directed by Dan Levy in his directorial film debut. The film stars Levy, Ruth Negga, Himesh
On the distribution of exponential functionals for Levy processes with jumps of rational t…
We derive explicit formulas for the Mellin transform and the distribution of the exponential functional for Levy processes with rational Laplace exponent. This extends recent results by Cai and Kou on the processes with hyper-exponential jumps [N. Ca...
Fuzzy Hunter Optimizer: An Bio-Metaheuristic Algorithm Inspired by Lévy Walks
This article introduces the Fuzzy Hunter Optimizer (FHO), a novel metaheuristic inspired by Lévy diffuse visibility walk observed in predatory species and even in human behavior during the search for sustenance. To address a constrained optimization...
Wrapped Lévy distribution - Wikipedia
In probability theory and directional statistics, a wrapped Lévy distribution is a wrapped probability distribution that results from the "wrapping" of