The following pages link to (Q4937701):
Displaying 50 items.
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Multivariate COGARCH(1, 1) processes (Q605037) (← links)
- On the speed of spread for fractional reaction-diffusion equations (Q606230) (← links)
- Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes (Q606628) (← links)
- Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets (Q607068) (← links)
- Jump-adapted discretization schemes for Lévy-driven SDEs (Q607278) (← links)
- Modeling network traffic by a cluster Poisson input process with heavy and light-tailed file sizes (Q607818) (← links)
- \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes (Q608213) (← links)
- First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise (Q609627) (← links)
- Approximations for the distributions of bounded variation Lévy processes (Q613155) (← links)
- A note on a bivariate gamma distribution (Q613197) (← links)
- A characterization of the Poisson distribution (Q613206) (← links)
- Utility maximization in models with conditionally independent increments (Q614120) (← links)
- The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340) (← links)
- Random fractals determined by Lévy processes (Q616257) (← links)
- Local subexponentiality and self-decomposability (Q616260) (← links)
- Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise (Q617912) (← links)
- Fractional normal inverse Gaussian diffusion (Q618023) (← links)
- Large deviations for stochastic PDE with Lévy noise (Q621822) (← links)
- Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type (Q625306) (← links)
- Extremes of Lévy driven mixed MA processes with convolution equivalent distributions (Q626294) (← links)
- Multivariate supOU processes (Q627238) (← links)
- Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction (Q627246) (← links)
- Subexponential loss rate asymptotics for Lévy processes (Q627456) (← links)
- Feynman formulae for Feller semigroups (Q630224) (← links)
- On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling (Q631555) (← links)
- An optimization approach to weak approximation of stochastic differential equations with jumps (Q631923) (← links)
- Lambert's \(W\), infinite divisibility and Poisson mixtures (Q633650) (← links)
- On Kendall-Ressel and related distributions (Q634568) (← links)
- A new kind of modified transportation cost inequalities and polynomial concentration inequalities (Q634575) (← links)
- On optimality of the barrier strategy for a general Lévy risk process (Q636448) (← links)
- Explicit identities for Lévy processes associated to symmetric stable processes (Q637089) (← links)
- Rescaled Lotka-Volterra models converge to super-stable processes (Q639330) (← links)
- Min matrices and mean matrices (Q642130) (← links)
- Stationary infinitely divisible processes (Q642197) (← links)
- Selfdecomposability of moving average fractional Lévy processes (Q643236) (← links)
- On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes (Q644787) (← links)
- Quasi-likelihood analysis for the stochastic differential equation with jumps (Q644964) (← links)
- Time-changed Poisson processes (Q645448) (← links)
- Potential theory of infinite dimensional Lévy processes (Q647599) (← links)
- High-level dependence in time series models (Q650680) (← links)
- On Kolmogorov equations for anisotropic multivariate Lévy processes (Q650769) (← links)
- Statistical inference for time-changed Lévy processes via composite characteristic function estimation (Q651029) (← links)
- Predicting the ultimate supremum of a stable Lévy process with no negative jumps (Q653307) (← links)
- Infinitely divisible central probability measures on compact Lie groups-regularity, semigroups and transition kernels (Q653311) (← links)
- First passage time law for some Lévy processes with compound Poisson: existence of a density (Q654399) (← links)
- A computational analysis for mean exit time under non-Gaussian Lévy noises (Q654657) (← links)
- Exponential ergodicity and regularity for equations with Lévy noise (Q655319) (← links)
- Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
- Competing particle systems evolving by interacting Lévy processes (Q655586) (← links)
