The following pages link to (Q4937701):
Displaying 50 items.
- On the extreme flights of one-sided Lévy processes (Q1412870) (← links)
- Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms. (Q1413970) (← links)
- On integrals with respect to Lévy processes. (Q1423027) (← links)
- Local asymptotic normality for the scale parameter of stable processes. (Q1423213) (← links)
- White noise analysis for Lévy processes. (Q1425153) (← links)
- Affine processes and applications in finance (Q1425484) (← links)
- Distributional results for means of normalized random measures with independent increments (Q1429317) (← links)
- On Lévy-Fréchet processes and related self-similar and semi-self-similar ones (Q1610464) (← links)
- Extinction properties of multi-type continuous-state branching processes (Q1615898) (← links)
- Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes (Q1615907) (← links)
- Existence and blow-up of solutions to the fractional stochastic heat equations (Q1617253) (← links)
- Approximation and simulation of infinite-dimensional Lévy processes (Q1617261) (← links)
- Stable continuous-time autoregressive process driven by stable subordinator (Q1619074) (← links)
- Explicit form of the first-passage-time density for accelerating subdiffusion (Q1619176) (← links)
- Option pricing beyond Black-Scholes based on double-fractional diffusion (Q1619260) (← links)
- Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
- Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system (Q1620056) (← links)
- Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341) (← links)
- New methods of simulating Lévy processes (Q1620568) (← links)
- Tempered stable structural model in pricing credit spread and credit default swap (Q1621638) (← links)
- Discounted penalty function at Parisian ruin for Lévy insurance risk process (Q1622529) (← links)
- Lévy processes and stochastic von Bertalanffy models of growth, with application to fish population analysis (Q1624228) (← links)
- Limit theorems in bi-free probability theory (Q1626625) (← links)
- The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk (Q1627633) (← links)
- An efficient series approximation for the Lévy \(\alpha\)-stable symmetric distribution (Q1632660) (← links)
- Fundamental solutions and decay of fully non-local problems (Q1633147) (← links)
- Location of the path supremum for self-similar processes with stationary increments (Q1633929) (← links)
- Heat kernels for time-dependent non-symmetric stable-like operators (Q1635568) (← links)
- On semi-Markov processes and their Kolmogorov's integro-differential equations (Q1635682) (← links)
- Transportation distances and noise sensitivity of multiplicative Lévy SDE with applications (Q1635898) (← links)
- Fractional diffusion-type equations with exponential and logarithmic differential operators (Q1635909) (← links)
- Ruin probabilities and optimal investment when the stock price follows an exponential Lévy process (Q1636928) (← links)
- Analytic techniques for option pricing under a hyperexponential Lévy model (Q1639540) (← links)
- Equivalent martingale measures for Lévy-driven moving averages and related processes (Q1639665) (← links)
- Laplace symbols and invariant distributions (Q1640955) (← links)
- Cliquet option pricing with Meixner processes (Q1641936) (← links)
- A note on joint functional convergence of partial sum and maxima for linear processes (Q1642245) (← links)
- Singular integrals of stable subordinator (Q1642438) (← links)
- Characterization of the inverse stable subordinator (Q1644180) (← links)
- Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (Q1644436) (← links)
- Properties of Poisson processes directed by compound Poisson-gamma subordinators (Q1645193) (← links)
- Davie's type uniqueness for a class of SDEs with jumps (Q1650113) (← links)
- Heat kernels of non-symmetric jump processes: beyond the stable case (Q1650757) (← links)
- Subordination of trees and the Brownian map (Q1656540) (← links)
- Translation invariant statistical experiments with independent increments (Q1656850) (← links)
- Space-fractional versions of the negative binomial and Polya-type processes (Q1657796) (← links)
- Wasserstein and total variation distance between marginals of Lévy processes (Q1657964) (← links)
- Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
- Random partitions of the plane via Poissonian coloring and a self-similar process of coalescing planar partitions (Q1660625) (← links)
- Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise (Q1663599) (← links)
