Pages that link to "Item:Q3627586"
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The following pages link to Lévy Processes and Stochastic Calculus (Q3627586):
Displaying 50 items.
- Lévy copulae for financial returns (Q727660) (← links)
- Global attracting set, exponential decay and stability in distribution of neutral SPDEs driven by additive \(\alpha\)-stable processes (Q727926) (← links)
- Model risk and discretisation of locally risk-minimising strategies (Q730515) (← links)
- Stability in distribution of neutral stochastic partial differential delay equations driven by \(\alpha\)-stable process (Q738348) (← links)
- A note on stability of SPDEs driven by \(\alpha\)-stable noises (Q738413) (← links)
- On the averaging principle for stochastic delay differential equations with jumps (Q738542) (← links)
- Decomposition results for stochastic storage processes and queues with alternating Lévy inputs (Q742455) (← links)
- Model reduction for stochastic systems (Q744878) (← links)
- The sharp exponent in the study of the nonlocal Hénon equation in \(\mathbb{R}^N\): a Liouville theorem and an existence result (Q776029) (← links)
- Effect of random time changes on Loewner hulls (Q783780) (← links)
- Optimal harvesting strategy of a stochastic inshore-offshore hairtail fishery model driven by Lévy jumps in a polluted environment (Q784085) (← links)
- Schauder estimates for degenerate stable Kolmogorov equations (Q785435) (← links)
- Exponential dichotomies for nonlocal differential operators with infinite range interactions (Q822749) (← links)
- On fractional and nonlocal parabolic mean field games in the whole space (Q822752) (← links)
- Practical exponential stability of stochastic age-dependent capital system with Lévy noise (Q826748) (← links)
- The deFinetti representation of generalised Marshall-Olkin sequences (Q828056) (← links)
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
- A third representation of Feynman-Kac-Itô formula with singular magnetic vector potential (Q829943) (← links)
- Remarks on the three and two and a half dimensional Hall-magnetohydrodynamics system: deterministic and stochastic cases (Q830388) (← links)
- Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes (Q830713) (← links)
- Asymptotic derivation of Langevin-like equation with non-Gaussian noise and its analytical solution (Q887090) (← links)
- On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
- Spectral analysis for a discrete metastable system driven by Lévy flights (Q888942) (← links)
- Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements (Q890228) (← links)
- An \(L_p\)-theory for a class of non-local elliptic equations related to nonsymmetric measurable kernels (Q891399) (← links)
- A probabilistic interpretation of the parametrix method (Q894801) (← links)
- Fractional Brownian motion with variable Hurst parameter: definition and properties (Q895895) (← links)
- On the Cauchy problem for non-local Ornstein-Uhlenbeck operators (Q897359) (← links)
- Survival analysis of a cooperation system with random perturbations in a polluted environment (Q899204) (← links)
- Intermittency for the wave equation with Lévy white noise (Q899670) (← links)
- Bifurcation and multiplicity results for critical nonlocal fractional Laplacian problems (Q905835) (← links)
- A Hölder regularity theory for a class of non-local elliptic equations related to subordinate Brownian motions (Q907313) (← links)
- Quasi-invariance properties of a class of subordinators (Q952739) (← links)
- On integrals with respect to Lévy processes. (Q1423027) (← links)
- Non-local conservation law from stochastic particle systems (Q1616368) (← links)
- Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341) (← links)
- Tempered stable structural model in pricing credit spread and credit default swap (Q1621638) (← links)
- A Lévy-driven rainfall model with applications to futures pricing (Q1621995) (← links)
- Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
- Stochastic nonautonomous Gompertz model with Lévy jumps (Q1628000) (← links)
- Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps (Q1630005) (← links)
- Small-time expansions for state-dependent local jump-diffusion models with infinite jump activity (Q1630666) (← links)
- Existence of the non-constant steady states to a fractional diffusion predator-prey system including Holling type-II functional response (Q1631102) (← links)
- The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes (Q1631415) (← links)
- Asymmetric non-Gaussian effects in a tumor growth model with immunization (Q1632956) (← links)
- \(L^p\) estimates for degenerate non-local Kolmogorov operators (Q1633078) (← links)
- A survey of results on conservation laws with deterministic and random initial data (Q1634865) (← links)
- Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching (Q1634887) (← links)
- Fractional diffusion-type equations with exponential and logarithmic differential operators (Q1635909) (← links)
- A critical fractional elliptic equation with singular nonlinearities (Q1640801) (← links)
