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Sponsored Artificial Intelligence: A Modern Approach, Global Edition Artificial Intelligence: A Modern Approach, Global Edition

Author

Yousef Al-Zalzalah

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Open access Oct 2026

Moment Structure and Growth Rates of a Square-Root Diffusion with Gamma-Distributed Multiplicative Jumps

This paper studies a nonnegative square-root diffusion subject to finite-activity multiplicative jumps whose multipliers follow a Gamma distribution. The analysis develops the mathematical foundation that is needed before moment calculations can be used: existence and pathwise uniqueness of a nonnegative càdlàg solutio...

Yousef Al-Zalzalah, B. Al-Eideh · 0 citations
2026

Moment and sample-path behavior of Ito population models under time-varying random catastrophes

This paper develops a time-inhomogeneous Ito diffusion population model subject to multiplicative random catastrophes. Closed-form transient moments of arbitrary integer order are derived. For a homogeneous benchmark, the expected-population exponent depends on E[Y], whereas the almost-sure sample-path exponent depends...

Yousef Al-Zalzalah, B. Al-Eideh · 0 citations

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