We consider reflected jump-diffusions in the orthant Rn + with time- and state-dependent drift, diffusion and jump-amplitude coefficients. Directions of reflection upon hitting boundary faces are also allow to depend ...

Hydrostatic behavior for the one dimensional exclusion process withlong jumps in contact with infinite reservoirs at different densities are de-rived. The jump rate is described by a transition probabilitypwhich isproportional ...

The paper develops a class of financial market models with jumps based on aBrownian motion, and inhomogeneous telegraph processes: random motions withalternating velocities. We assume that jumps occur when the velocities ...

This experimental investigation focuses on the turbulence features of weak hydraulic jumps in rectangular channels for two different approach flow lengths. The turbulent kinetic energy equation includes the turbulence ...

The aim of this paper is to examine how inflation volatility affects economic growth in a small open economy. To reach this goal, a stochastic macroeconomic model with a financial sector and incomplete financial markets ...