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We revisit an absolutely-continuous version of the stochastic control problem driven by a L\'evy process. A strategy must be absolutely continuous with respect to the Lebesgue measure and the running cost function is assumed to be convex.…

Probability · Mathematics 2023-08-17 Kei Noba , José Luis Pérez , Kazutoshi Yamazaki

The equation with the time fractional substantial derivative and space fractional derivative describes the distribution of the functionals of the L\'evy flights; and the equation is derived as the macroscopic limit of the continuous time…

Numerical Analysis · Mathematics 2015-04-27 Minghua Chen , Weihua Deng

In this work, we investigate the fine regularity of L\'evy processes using the 2-microlocal formalism. This framework allows us to refine the multifractal spectrum determined by Jaffard and, in addition, study the oscillating singularities…

Probability · Mathematics 2014-02-11 Paul Balança

In this paper, the selective predator harvesting is considered in a predator prey system. The logistic growth of prey and ratio-dependent functional response is assumed. The dynamically varying effort is employed for selective harvesting of…

Dynamical Systems · Mathematics 2022-03-24 Uganta Yadav , Sunita Gakkhar

In this paper, we study de Finetti's optimal dividend problem with capital injection under the assumption that the dividend strategies are absolutely continuous. In many previous studies, the process before being controlled was assumed to…

Probability · Mathematics 2022-11-03 Kei Noba

L\'{e}vy flights is a random walk where the step-lengths have a probability distribution that is heavy-tailed. It has been shown that L\'{e}vy flights can maximize the efficiency of resource searching in uncertain environments, and also…

Neural and Evolutionary Computing · Computer Science 2019-06-11 Jiamin Wei , YangQuan Chen , Yongguang Yu , Yuquan Chen

Foraging, either solitarily or collectively, is a necessary behavior for survival that is demonstrated by many organisms. Foraging can be collectively optimized by utilizing communication between the organisms. Examples of such…

Biological Physics · Physics 2018-10-17 Noriyuki P. Tani , Alan Blatt , David A. Quint , Ajay Gopinathan

We analyze the movement of a starving forager on a one-dimensional periodic lattice, where each location contains one unit of food. As the forager lands on sites with food, it consumes the food, leaving the sites empty. If the forager lands…

Populations and Evolution · Quantitative Biology 2018-11-28 Nikhil Krishnan , Zachary P. Kilpatrick

We introduce the \emph{frugal foraging} model in which a forager performs a discrete-time random walk on a lattice, where each site initially contains $\mathcal{S}$ food units. The forager metabolizes one unit of food at each step and…

Physics and Society · Physics 2018-02-13 O. Benichou , U. Bhat , P. L. Krapivsky , S. Redner

Among Markovian processes, the hallmark of L\'evy flights is superdiffusion, or faster-than-Brownian dynamics. Here we show that L\'evy laws, as well as Gaussians, can also be the limit distributions of processes with long range memory that…

Statistical Mechanics · Physics 2016-02-10 Denis Boyer , Inti Pineda

The Levy walk in which the frequency of occurrence of step lengths follows a power-law distribution, can be observed in the migratory behavior of organisms at various levels. Levy walks with power exponents close to 2 are observed, and the…

Information theory has explained the organization of many biological phenomena, from the physiology of sensory receptive fields to the variability of certain DNA sequence ensembles. Some scholars have proposed that information should…

Other Quantitative Biology · Quantitative Biology 2010-10-25 Edward K. Agarwala , Hillel J. Chiel , Peter J. Thomas

The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the L\'evy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary…

Statistical Mechanics · Physics 2009-06-09 Tomasz Srokowski

L\'evy Flights are paradigmatic generalised random walk processes, in which the independent stationary increments---the "jump lengths"---are drawn from an $\alpha$-stable jump length distribution with long-tailed, power-law asymptote. As a…

Statistical Mechanics · Physics 2020-08-26 A. Padash , A. V. Chechkin , B. Dybiec , I. Pavlyukevich , B. Shokri , R. Metzler

We study L\'evy flights confined in a parabolic potential. This has to do with a fractional generalization of ordinary quantum-mechanical oscillator problem. To solve the spectral problem for the fractional quantum oscillator, we pass to…

Disordered Systems and Neural Networks · Physics 2018-11-28 E. V. Kirichenko , V. A. Stephanovich

Fractional Brownian motion can be represented as an integral of a deterministic kernel w.r.t. an ordinary Brownian motion either on infinite or compact interval. In previous literature fractional L\'evy processes are defined by integrating…

Probability · Mathematics 2011-11-11 Heikki Tikanmäki , Yuliya Mishura

Bird migration is an adaptive behavior ultimately aiming at optimizing survival and reproductive success. We propose an optimal switching model to study bird migration, where birds' migration behaviors can be efficiently modeled as…

Optimization and Control · Mathematics 2025-01-14 Jiawei Chu , King-Yeung Lam , Boyu Wang , Tong Wang

In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…

Probability · Mathematics 2011-07-05 Pierre Patie , Mladen Savov

We investigate the movement patterns of three different Neotropical marsupials in an unfamiliar and risky environment. Animals are released in a matrix from which they try to reach a patch of forest. Their movements, performed on a small…

Quantitative Methods · Quantitative Biology 2019-03-04 B. Ríos-Uzeda , E. Brigatti , M. V. Vieira

We perform dynamical analysis on a stochastic Rosenzweig-MacArthur model driven by {\alpha}-stable L\'evy motion. We analyze the existence of the equilibrium points, and provide a clear illustration of their stability. It is shown that the…

Dynamical Systems · Mathematics 2023-01-18 Shenglan Yuan , Zibo Wang