The following pages link to (Q3276933):
Displaying 50 items.
- On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators (Q2119658) (← links)
- Unbiased parameter inference for a class of partially observed Lévy-process models (Q2148969) (← links)
- Sobolev regularity of occupation measures and paths, variability and compositions (Q2149930) (← links)
- Malliavin smoothness on the Lévy space with Hölder continuous or \(B V\) functionals (Q2186647) (← links)
- Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127) (← links)
- Uniform dimension results for the inverse images of symmetric Lévy processes (Q2209319) (← links)
- Multifractal properties of sample paths of ground state-transformed jump processes (Q2212471) (← links)
- Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
- Noise reinforcement for Lévy processes (Q2227484) (← links)
- Convergence of extreme values of Poisson point processes at small times (Q2231310) (← links)
- Precise asymptotic approximations for kernels corresponding to Lévy processes (Q2248971) (← links)
- New results on Hunt's hypothesis (H) for Lévy processes (Q2256558) (← links)
- Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes (Q2280023) (← links)
- A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
- The \(n\)-term approximation of periodic generalized Lévy processes (Q2297320) (← links)
- Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises (Q2312767) (← links)
- Lower bounds of the Hausdorff dimension for the images of Feller processes (Q2343659) (← links)
- A class of special subordinators with nested ranges (Q2346183) (← links)
- Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing (Q2359719) (← links)
- Further study on Hunt's hypothesis (H) for Lévy processes (Q2360810) (← links)
- The growth of additive processes (Q2371956) (← links)
- Random walks and Lévy processes as rough paths (Q2413248) (← links)
- Schauder estimates for equations associated with Lévy generators (Q2422635) (← links)
- Functional quantization rate and mean regularity of processes with an application to Lévy processes (Q2426601) (← links)
- Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications (Q2435232) (← links)
- Generalized dimensions of images of measures under Gaussian processes (Q2445302) (← links)
- A small-time coupling between \(\Lambda\)-coalescents and branching processes (Q2448685) (← links)
- A uniform dimension result for two-dimensional fractional multiplicative processes (Q2451109) (← links)
- A limit theorem for local time and application to random sets (Q2453882) (← links)
- Asymptotically optimal discretization of hedging strategies with jumps (Q2454402) (← links)
- Passage of Lévy processes across power law boundaries at small times (Q2468425) (← links)
- Hausdorff dimension of the image of additive processes (Q2476296) (← links)
- Limit theorems for multipower variation in the presence of jumps (Q2495383) (← links)
- A packing dimension theorem for Gaussian random fields (Q2518957) (← links)
- The Hausdorff dimension of the sample path of a subordinator (Q2536906) (← links)
- Packing and covering indices for a general Lévy process (Q2563944) (← links)
- Path regularity for Feller semigroups via Gaussian kernel estimates and generalizations to arbitrary semigroups on \(C_0\) (Q2570835) (← links)
- Local times of additive Lévy processes. (Q2574556) (← links)
- Activity signature functions for high-frequency data analysis (Q2630154) (← links)
- High-frequency Donsker theorems for Lévy measures (Q2634896) (← links)
- Intermittency in the small-time behavior of Lévy processes (Q2670792) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- Upper functions for sample paths of Lévy(-type) processes (Q2676945) (← links)
- A new look at short-term implied volatility in asset price models with jumps (Q2788693) (← links)
- A local-time correspondence for stochastic partial differential equations (Q3003609) (← links)
- Uniform dimension results for processes with independent increments (Q3213973) (← links)
- Exit Properties of Stochastic Processes with Stationary Independent Increments (Q3213975) (← links)
- The log-Lévy moment problem via Berg–Urbanik semigroups (Q3298531) (← links)
- Multiple Points of a Random Field (Q3339862) (← links)
- Finiteness of integrals of functions of Lévy processes (Q3434055) (← links)
