The following pages link to (Q3717907):
Displaying 50 items.
- Analytical solution of space-time fractional telegraph-type equations involving Hilfer and Hadamard derivatives (Q2790228) (← links)
- Classical scale mixtures of Boolean stable laws (Q2790641) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- Persistence Probabilities and Exponents (Q2807249) (← links)
- Some Utilizations of Lambert<i>W</i>Function in Distribution Theory (Q2839066) (← links)
- Portfolio selection problems consistent with given preference orderings (Q2853378) (← links)
- Conditional limit theorems for the terms of a random walk revisited (Q2854086) (← links)
- Asymptotic equivalence in Lee's moment formulas for the implied volatility, asset price models without moment explosions, and Piterbarg's conjecture (Q2892978) (← links)
- Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations (Q2905725) (← links)
- Multivariate heavy-tailed models for value-at-risk estimation (Q2909514) (← links)
- On the Laplace transform of the Fréchet distribution (Q2924905) (← links)
- Time-Changed Processes Governed by Space-Time Fractional Telegraph Equations (Q2937464) (← links)
- Asymptotic properties of Brownian motion delayed by inverse subordinators (Q2944801) (← links)
- Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection (Q3006672) (← links)
- On the Power-Variance Family of Probability Distributions (Q3155310) (← links)
- Random Measures and Applications (Q3182406) (← links)
- Stationarity and Ergodicity for an Affine Two-Factor Model (Q3191827) (← links)
- Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance (Q3298819) (← links)
- Asymmetric Lévy flights in the presence of absorbing boundaries (Q3301412) (← links)
- Condensation for random variables conditioned by the value of their sum (Q3303361) (← links)
- Convergence results for compound Poisson distributions and applications to the standard Luria–Delbrück distribution (Q3367736) (← links)
- Asymptotic estimates of multi-dimensional stable densities and their applications (Q3425961) (← links)
- Nash type inequalities for fractional powers of non-negative self-adjoint operators (Q3431206) (← links)
- Regression Properties for Asymmetric Generalized Scale Mixtures of Multivariate Gaussian Variables (Q3436007) (← links)
- Estimating the Renewal Function When the Second Moment Is Infinite (Q3444700) (← links)
- First exit time of a Lévy flight from a bounded region in ℝ<sup><i>N</i></sup> (Q3449924) (← links)
- Indirect Estimation of α-Stable Distributions and Processes (Q3499435) (← links)
- Path Properties of Subdiffusion—A Martingale Approach (Q3579002) (← links)
- Applications of a General Stable Law Regression Model (Q3592648) (← links)
- Minimum-Distance Estimator for Stable Exponent (Q3622067) (← links)
- Risk processes perturbed by α-stable Lévy motion (Q4235014) (← links)
- Modeling asset returns with alternative stable distributions<sup>*</sup> (Q4286238) (← links)
- INFINITE VARIANCE STABLE ARMA PROCESSES (Q4299019) (← links)
- Estimating a Stability Parameter: Asymptotics and Simulations (Q4379703) (← links)
- The Self‐Similar and Multifractal Nature of a Network Traffic Model (Q4431310) (← links)
- ON THE UBIQUITY OF THE LÉVY INTEGRAL — ITS RELATIONSHIP WITH THE GENERALIZED EULER-JACOBI SERIES AND THEIR ASYMPTOTICS BEYOND ALL ORDERS (Q4474611) (← links)
- Multifractal vector fields and stochastic Clifford algebra (Q4591821) (← links)
- Limit Distributions for Doubly Stochastically Rarefied Renewal Processes and Their Properties (Q4602301) (← links)
- Testing for persistence in stock returns with GARCH-stable shocks (Q4610232) (← links)
- Well-posedness and regularity of the Cauchy problem for nonlinear fractional in time and space equations (Q4626336) (← links)
- Lévy flights: Exact results and asymptotics beyond all orders (Q4832624) (← links)
- d -dimensional Lévy flights: Exact and asymptotic (Q4832784) (← links)
- Calculation of multidimensional stable densities (Q4859856) (← links)
- ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS (Q4916238) (← links)
- Limit Theorems for a Generalized Feller Game (Q4918562) (← links)
- Homomorphisms relative to additive convolutions and max-convolutions: Free, boolean and classical cases (Q4957669) (← links)
- Small Deviation Probabilities for a Weighted Sum of Independent Positive Random Variables with Common Distribution Function That Can Decrease at Zero Fast Enough (Q4961770) (← links)
- Density behaviour related to Lévy processes (Q4963633) (← links)
- Apparent multifractality of self-similar Lévy processes (Q4978477) (← links)
- Limit theorems for additive functionals of continuous time random walks (Q4987477) (← links)