The following pages link to (Q3717907):
Displaying 50 items.
- Conformal accelerations method and efficient evaluation of stable distributions (Q2023071) (← links)
- Nonparametric estimation of the kernel function of symmetric stable moving average random functions (Q2042436) (← links)
- The value of power-related options under spectrally negative Lévy processes (Q2047039) (← links)
- Three classes of decomposable distributions (Q2053576) (← links)
- On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations (Q2054775) (← links)
- Neural network-based parameter estimation of stochastic differential equations driven by Lévy noise (Q2088244) (← links)
- On non-negative solutions to space-time partial differential equations of higher order (Q2088464) (← links)
- On the Calderón problem for nonlocal Schrödinger equations with homogeneous, directionally antilocal principal symbols (Q2109351) (← links)
- Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
- The Bernstein technique for integro-differential equations (Q2113549) (← links)
- Transition densities of spectrally positive Lévy processes (Q2113615) (← links)
- Multifractal processes: definition, properties and new examples (Q2120532) (← links)
- Estimates of heat kernels of non-symmetric Lévy processes (Q2121274) (← links)
- Zooming in at the root of the stable tree (Q2136100) (← links)
- Optimal estimation of the supremum and occupation times of a self-similar Lévy process (Q2136630) (← links)
- Stable Lévy motion with inverse Gaussian subordinator (Q2147665) (← links)
- Randomness and fractional stable distributions (Q2151705) (← links)
- Universal Poisson-process limits for general random walks (Q2151817) (← links)
- The zeros of the partition function of the pinning model (Q2156275) (← links)
- Modeling and simulation studies for some truncated discrete distributions generated by stable densities (Q2161559) (← links)
- A non-linear stable non-Gaussian process in fractional time (Q2171971) (← links)
- Mass-conserving tempered fractional diffusion in a bounded interval (Q2173494) (← links)
- Maximum likelihood estimation of asymmetric double type II Pareto distributions (Q2176427) (← links)
- Some properties of the free stable distributions (Q2179239) (← links)
- First jump time in simulation of sampling trajectories of affine jump-diffusions driven by \(\alpha\)-stable white noise (Q2191844) (← links)
- Fractional stochastic active scalar equations generalizing the multi-dimensional quasi-geostrophic \& 2D-Navier-Stokes equations: the general case (Q2199733) (← links)
- Option pricing under finite moment log stable process in a regulated market: a generalized fractional path integral formulation and Monte Carlo based simulation (Q2208163) (← links)
- Uniform convergence rates for the approximated halfspace and projection depth (Q2209837) (← links)
- Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
- Censored stable subordinators and fractional derivatives (Q2236847) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- Precise asymptotic approximations for kernels corresponding to Lévy processes (Q2248971) (← links)
- Heat kernel estimates for pseudodifferential operators, fractional Laplacians and Dirichlet-to-Neumann operators (Q2249892) (← links)
- Mellin convolution for subordinated stable processes (Q2255662) (← links)
- A characterization for truncated Cauchy random variables with nonzero skewness parameter (Q2255915) (← links)
- On the first eigenfunction of the symmetric stable process in a bounded Lipschitz domain (Q2256557) (← links)
- Exponentially small expansions of the Wright function on the Stokes lines (Q2257492) (← links)
- On simulating truncated stable random variables (Q2259228) (← links)
- Notes on random walks in the Cauchy domain of attraction (Q2273592) (← links)
- On limit theory for functionals of stationary increments Lévy driven moving averages (Q2274198) (← links)
- Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses? (Q2276234) (← links)
- Asymptotically stable random walks of index \(1 < \alpha < 2\) killed on a finite set (Q2280024) (← links)
- Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises (Q2288766) (← links)
- Levy distributed parameter control in differential evolution for numerical optimization (Q2311234) (← links)
- Scale mixtures of Fréchet distributions as asymptotic approximations of extreme precipitation (Q2313815) (← links)
- On a lower asymptotic bound of the overflow probability in a fluid queue with a heterogeneous fractional input (Q2314509) (← links)
- Series representation of the pricing formula for the European option driven by space-time fractional diffusion (Q2318158) (← links)
- Inverse stable prior for exponential models (Q2322047) (← links)
- Approximation to stable law by the Lindeberg principle (Q2325933) (← links)
- Stable distributions and Green's functions for fractional diffusions (Q2328594) (← links)
