The following pages link to (Q4937701):
Displaying 50 items.
- Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
- Supersymmetric quantum mechanics with Lévy disorder in one dimension (Q658488) (← links)
- Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
- Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
- Parameter estimation of a bivariate compound Poisson process (Q661242) (← links)
- Application of the lent particle method to Poisson-driven SDEs (Q662825) (← links)
- Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime (Q664561) (← links)
- A note on time regularity of generalized Ornstein-Uhlenbeck processes with cylindrical stable noise (Q664936) (← links)
- Hedging electricity swaptions using partial integro-differential equations (Q665443) (← links)
- American options: the EPV pricing model (Q665543) (← links)
- Rosenblatt Laplace motion (Q670530) (← links)
- Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions (Q671079) (← links)
- Efficient nonparametric inference for discretely observed compound Poisson processes (Q681527) (← links)
- Branching processes in a Lévy random environment (Q683651) (← links)
- A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
- Asymptotic properties of Fourier transforms of \(b\)-decomposable distributions (Q692619) (← links)
- Errata: Stochastic calculus over symmetric Markov processes without time reversal (Q693722) (← links)
- Liouville theorems for non-local operators (Q705981) (← links)
- Synchronization of systems of Marcus canonical equations driven by \(\alpha \)-stable noises (Q708497) (← links)
- On hypoellipticity of generators of Lévy processes (Q711470) (← links)
- Comparison and regularity results for the fractional Laplacian via symmetrization methods (Q713344) (← links)
- Radiative transport limit for the random Schrödinger equation with long-range correlations (Q715169) (← links)
- Parametric estimation of a bivariate stable Lévy process (Q716171) (← links)
- Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case (Q718268) (← links)
- Structural properties of semilinear SPDEs driven by cylindrical stable processes (Q718863) (← links)
- The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component (Q718871) (← links)
- Stationarity and geometric ergodicity of BEKK multivariate GARCH models (Q719379) (← links)
- Pseudo-differential operators and Markov semigroups on compact Lie groups (Q719565) (← links)
- Ergodic properties of anomalous diffusion processes (Q719708) (← links)
- Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems (Q719773) (← links)
- Branching processes with immigration and related topics (Q719983) (← links)
- An averaging principle for stochastic dynamical systems with Lévy noise (Q720704) (← links)
- Hunt's hypothesis (H) for the sum of two independent Lévy processes (Q722087) (← links)
- The spectral collocation method for efficiently solving PDEs with fractional Laplacian (Q723742) (← links)
- On a two-dimensional risk model with time-dependent claim sizes and risky investments (Q724520) (← links)
- The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion (Q724563) (← links)
- Conditions for a Lévy process to stay positive near 0, in probability (Q726724) (← links)
- Distributional representations and dominance of a Lévy process over its maximal jump processes (Q726742) (← links)
- Global attracting set, exponential decay and stability in distribution of neutral SPDEs driven by additive \(\alpha\)-stable processes (Q727926) (← links)
- Nonparametric adaptive estimation for grouped data (Q729714) (← links)
- On the class of distributions of subordinated Lévy processes and bases (Q730346) (← links)
- The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes (Q730749) (← links)
- Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions (Q730891) (← links)
- Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes (Q731728) (← links)
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
- Scattering length for stable processes (Q733343) (← links)
- Semi-self-decomposable distributions on \(\mathbb Z_{+}\) (Q734398) (← links)
- Stochastic representation of subdiffusion processes with time-dependent drift (Q734633) (← links)
- Nonparametric estimation for a class of Lévy processes (Q736519) (← links)
- Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
