The following pages link to Tempering stable processes (Q885259):
Displaying 50 items.
- Some properties of the free stable distributions (Q2179239) (← links)
- A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages (Q2184590) (← links)
- Mean exit time for stochastic dynamical systems driven by tempered stable Lévy fluctuations (Q2184927) (← links)
- Progressive intrinsic ultracontractivity and heat kernel estimates for non-local Schrödinger operators (Q2186612) (← links)
- Nonlocal dynamics in a gene regulatory system with tempered stable Lévy noise (Q2204446) (← links)
- Subordinated compound Poisson processes of order \(k\) (Q2240072) (← links)
- Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates (Q2240078) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise (Q2243931) (← links)
- A general approach to sample path generation of infinitely divisible processes via shot noise representation (Q2244430) (← links)
- Approximation in law of locally \(\alpha \)-stable Lévy-type processes by non-linear regressions (Q2274202) (← links)
- A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
- On fractional Lévy processes: tempering, sample path properties and stochastic integration (Q2302689) (← links)
- On the infinite divisibility of distributions of some inverse subordinators (Q2326524) (← links)
- Option pricing in time-changed Lévy models with compound Poisson jumps (Q2326531) (← links)
- Rejection sampling for tempered Lévy processes (Q2329781) (← links)
- The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
- Numerical approximations for the tempered fractional Laplacian: error analysis and applications (Q2333710) (← links)
- Malliavin calculus approach to statistical inference for Lévy driven SDE's (Q2340302) (← links)
- Inversions of Lévy measures and the relation between long and short time behavior of Lévy processes (Q2346976) (← links)
- Pointwise eigenfunction estimates and intrinsic ultracontractivity-type properties of Feynman-Kac semigroups for a class of Lévy processes (Q2352756) (← links)
- Periodic portfolio revision with transaction costs (Q2354016) (← links)
- Small-time sharp bounds for kernels of convolution semigroups (Q2408412) (← links)
- Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
- On the existence and position of the farthest peaks of a family of stochastic heat and wave equations (Q2428510) (← links)
- A generalization of Panjer's recursion and numerically stable risk aggregation (Q2430254) (← links)
- Exponential stock models driven by tempered stable processes (Q2451785) (← links)
- Numerical inverse Lévy measure method for infinite shot noise series representation (Q2453198) (← links)
- Monte Carlo option pricing for tempered stable (CGMY) processes (Q2461281) (← links)
- Characterization of dependence of multidimensional Lévy processes using Lévy copulas (Q2499076) (← links)
- Volatility activity: specification and estimation (Q2512607) (← links)
- Likelihood ratio gradient estimation for Meixner distribution and Lévy processes (Q2512758) (← links)
- Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups (Q2512909) (← links)
- Equivalence of subordinated processes with tempered \(\alpha\)-stable waiting times and fractional Fokker-Planck equations in space and time dependent fields (Q2516087) (← links)
- Activity signature functions for high-frequency data analysis (Q2630154) (← links)
- On the approximation of Lévy driven Volterra processes and their integrals (Q2633845) (← links)
- Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (Q2636938) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- Schauder estimates for degenerate Lévy Ornstein-Uhlenbeck operators (Q2661294) (← links)
- Inverse tempered stable subordinators and related processes with Mellin transform (Q2670768) (← links)
- Multivariate tempered stable additive subordination for financial models (Q2675366) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients (Q2790283) (← links)
- Classes of Infinitely Divisible Distributions and Examples (Q2807247) (← links)
- Product rule for vector fractional derivatives (Q2849834) (← links)
- Integer-valued Lévy processes and low latency financial econometrics (Q2873033) (← links)
- Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← links)
- Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations (Q2905725) (← links)
- Parameter Estimation for Exponentially Tempered Power Law Distributions (Q2920008) (← links)
- Asymptotic properties of Brownian motion delayed by inverse subordinators (Q2944801) (← links)
